Interface | Description |
---|---|
SVDDecomposition |
SVD decomposition decomposes a matrix A of dimension m x n, where m >= n, such that
U' * A * V = D, or U * D * V' = A.
|
Class | Description |
---|---|
GolubKahanSVD |
Golub-Kahan algorithm does the SVD decomposition of a tall matrix in two stages.
|
SVD |
SVD decomposition decomposes a matrix A of dimension m x n, where m >= n,
such that
U' * A * V = D, or U * D * V' = A.
|
SymmetricSVD |
This algorithm calculates the Singular Value Decomposition (SVD) of a square, symmetric
matrix A using QR algorithm.
|
Enum | Description |
---|---|
SVD.Method |
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