| 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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