SVD Class |
Implements Singular Value Decomposition (SVD) or general real
rectangular matrix.
Inheritance HierarchySystemObject
FinMath.LinearAlgebra.FactorizationsSVD
FinMath.LinearAlgebra.FactorizationsSVD
Namespace: FinMath.LinearAlgebra.Factorizations
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class SVD : ISolver
The SVD type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | SVD(Matrix) |
Initializes a new instance of the SVD of the given matrix.
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| SVD(SVDVectorSet, SVDVectorSet) |
Initializes a new instance of the SVD with specified
settings.
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| SVD(Matrix, SVDVectorSet, SVDVectorSet) |
Initializes a new instance of the SVD of the given matrix.
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Methods| Name | Description | |
|---|---|---|
| ConditionNumber |
Returns the condition number of the matrix in L2-norm (Euclidean norm).
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | FullSVD |
Initializes a new instance of the SVD class that will
compute all singular vectors.
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| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| IsConverged |
Returns whether the SVD algorithm converged or not.
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| L2Norm |
Returns the L2-norm of the matrix.
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| NoneSVD |
Initializes a new instance of the SVD class that will
not compute singular vectors.
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| Rank |
Returns the rank of the matrix.
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| S |
Returns the vector whose element are singular values (in decreasing order).
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| Solve(Matrix) |
Solves a system of linear equations, AX = B.
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| Solve(Vector) |
Solves a system of linear equations, Ax = b |
| Solve(Matrix, Matrix) |
Solves a system of linear equations, AX = B.
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| Solve(Vector, Vector) |
Solves a system of linear equations, Ax = b.
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| SPlus |
Computes the vector of reciprocals of singular values taking into account
possible roundoff errors.
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| ThinSVD |
Initializes a new instance of the SVD class that will
compute only min(m, n) singular vectors.
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| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| U |
Returns the matrix whose columns are left singular vectors we are interested in.
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| Update |
Compute the SVD factorization of given matrix.
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| VT |
Returns the matrix whose rows are right singular vectors we are interested in.
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See Also