MathTL::SVD< C > Class Template Reference

singular value decomposition More...

#include <matrix_decomp.h>

List of all members.

Public Member Functions
	SVD (const Matrix< C > &A)
	default constructor, perform SVD
void	getU (Matrix< C > &U) const
	return U
void	getUS (Matrix< C > &US) const
	return U*S
void	getS (Vector< C > &S) const
	return singular values diag(S)
void	getV (Matrix< C > &V) const
	return V
Protected Attributes
Matrix< C >::size_type	rowdim_
	m=A.rowdim(), n=A.coldim()
Matrix< C >::size_type	coldim_
Matrix< C >	U_
	storage for the decomposition
Matrix< C >	V_
Vector< C >	Sdiag_
	storage for diag(S)

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Detailed Description

template<class C>
class MathTL::SVD< C >

singular value decomposition

Compute the singular value decomposition of an m-by-n matrix A, in the form A = U*S*V where U is an m-by-n orthogonal matrix, S is an n-by-n diagonal matrix and V is an n-by-n orthogonal matrix. The singular values sigma_k = S(k,k) are ordered such that sigma_0 >= sigma_1 >= ... >= sigma_{n-1}

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The documentation for this class was generated from the following files:

• numerics/matrix_decomp.h
• numerics/matrix_decomp.cpp