FinMath User Guide
FinMath User Guide
API Reference
FinMath.LinearAlgebra.Factorizations
SVD Class
SVD Methods
ConditionNumber Method
FullSVD Method
IsConverged Method
L2Norm Method
NoneSVD Method
Rank Method
S Method
Solve Method
SPlus Method
ThinSVD Method
U Method
Update Method
VT Method
SVD
Update Method
Compute the
SVD
factorization of given matrix.
Namespace:
FinMath.LinearAlgebra.Factorizations
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public
void
Update
(
Matrix
matrix
)
Parameters
matrix
Type:
FinMath.LinearAlgebra
Matrix
The matrix to factorize.
See Also
Reference
SVD Class
FinMath.LinearAlgebra.Factorizations Namespace
Copyright © 2020 RTC Lab (Deltix, Inc). All rights reserved.
Send comments on this topic to
RTMath, division of Deltix Inc