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JAMA::SVD Class Template Reference

#include <jama_svd.h>

List of all members.

Public Methods
	SVD (const Array2D< Real > &Arg)
void	getU (Array2D< Real > &A)
void	getV (Array2D< Real > &A)
void	getSingularValues (Array1D< Real > &x)
void	getS (Array2D< Real > &A)
double	norm2 ()
double	cond ()
int	rank ()

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Detailed Description

template<class Real> class JAMA::SVD

Singular Value Decomposition.

For an m-by-n matrix A with m >= n, the singular value decomposition is an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and an n-by-n orthogonal matrix V so that A = U*S*V'.

The singular values, sigma[k] = S[k][k], are ordered so that sigma[0] >= sigma[1] >= ... >= sigma[n-1].

The singular value decompostion always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

(Adapted from JAMA, a Java Matrix Library, developed by jointly by the Mathworks and NIST; see http://math.nist.gov/javanumerics/jama).

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Constructor & Destructor Documentation

template<class Real> JAMA::SVD<Real>::SVD<Real> ( const Array2D< Real > & Arg ) [inline]

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Member Function Documentation

template<class Real> double JAMA::SVD<Real>::cond ( ) [inline]

Two norm of condition number (max(S)/min(S))

template<class Real> void JAMA::SVD<Real>::getS ( Array2D< Real > & A ) [inline]

Return the diagonal matrix of singular values Returns: S

template<class Real> void JAMA::SVD<Real>::getSingularValues ( Array1D< Real > & x ) [inline]

Return the one-dimensional array of singular values

template<class Real> void JAMA::SVD<Real>::getU ( Array2D< Real > & A ) [inline]

template<class Real> void JAMA::SVD<Real>::getV ( Array2D< Real > & A ) [inline]

template<class Real> double JAMA::SVD<Real>::norm2 ( ) [inline]

Two norm (max(S))

template<class Real> int JAMA::SVD<Real>::rank ( ) [inline]

Effective numerical matrix rank Returns: Number of nonnegligible singular values.

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The documentation for this class was generated from the following file:

• jama_svd.h

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