Class SVD

Singular value decomposition

Refer to Golub and Van Loan: Matrix computation, The Johns Hopkins University Press

test the correctness of the returned values is tested by checking their properties.

Hierarchy

SVD

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new SVD(M: Matrix): SVD

- Defined in ql/math/matrixutilities/svd.ts:18
Parameters
- M: Matrix
Returns SVD

Properties

Private _U

Private _V

Private _m

Private _n

Private _s

_s: Real[]

Private _transpose

_transpose: boolean

Methods

S

S(): Matrix

- Defined in ql/math/matrixutilities/svd.ts:448
Returns Matrix

U

U(): Matrix

- Defined in ql/math/matrixutilities/svd.ts:440
Returns Matrix

V

V(): Matrix

- Defined in ql/math/matrixutilities/svd.ts:444
Returns Matrix

cond

cond(): Real

- Defined in ql/math/matrixutilities/svd.ts:467
Returns Real

norm2

norm2(): Real

- Defined in ql/math/matrixutilities/svd.ts:463
Returns Real

rank

rank(): Size

- Defined in ql/math/matrixutilities/svd.ts:471
Returns Size

singularValues

singularValues(): Real[]

- Defined in ql/math/matrixutilities/svd.ts:459
Returns Real[]

solveFor

solveFor(b: Real[]): Real[]

- Defined in ql/math/matrixutilities/svd.ts:483
Parameters
- b: Real[]
Returns Real[]