RWSVDCalc<T>

Module:  Linear Algebra   Group:  Decomposition classes

Does not inherit

• Local Index
• Synopsis
• Description
• Static Member Function

Members

computeSVD()

#include <rw/lapack/svdcalc.h>

Computes a singular value decomposition of a matrix A. Based on the LAPACK routine xgesvd. This class may be used as the SVDCalc template parameter for the classes RWSVDecomp<T,SVDCalc>, RWSVServer<T,SVDCalc> and RWLeastSqSV<T, SVDCalc>.

static bool
computeSVD(const RWGenMat<T>&     A,
           RWGenMat<T>&           U,
           RWGenMat<T>&           VT,
           RWMathVec<norm_type>&  sigma,
           norm_type              tolerance = 0,
           int                    numLeftVecs = -1
           int                    numRightVecs = -1);

where norm_type is a typedef for rw_numeric_traits<T>::norm_type.

Parameter List:

A	The input matrix for which the singular value decomposition is being computed.
U	The output matrix of left singular victors (the columns of U are the left singular vectors).
VT	The output matrix of right singular victors (the rows of VT are the right singular victors).
sigma	The output vector of singular values in descending order.
tolerance	The input singular values with magnitude less than tolerance will be set to zero.
numLeftVectors	The input number of left vectors to compute. If the number is less than zero, the default number of vectors will be computed (it is up to the developer to determine what the default is).
numRightVectors	The input number of right vectors to compute. If the number is less than zero, the default number of vectors will be computed (it is up to the developer to determine what the default is).

The return value is true if the decomposition was successfully computed.

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