class SingularValueDecomposition

Methods

__construct($Arg)

Construct the singular value decomposition

U
getU()

Return the left singular vectors

V
getV()

Return the right singular vectors

diagonal
getSingularValues()

Return the one-dimensional array of singular values

S
getS()

Return the diagonal matrix of singular values

max(S)
norm2()

Two norm

max(S)/min(S)
cond()

Two norm condition number

Number
rank()

Effective numerical matrix rank

Details

at line 69
__construct($Arg)

Construct the singular value decomposition

Derived from LINPACK code.

Parameters

$Arg

at line 447
U getU()

Return the left singular vectors

@access public

Return Value

U

at line 459
V getV()

Return the right singular vectors

@access public

Return Value

V

at line 471
diagonal getSingularValues()

Return the one-dimensional array of singular values

@access public

Return Value

diagonal of S.

at line 483
S getS()

Return the diagonal matrix of singular values

@access public

Return Value

S

at line 501
max(S) norm2()

Two norm

@access public

Return Value

max(S)

at line 513
max(S)/min(S) cond()

Two norm condition number

@access public

Return Value

max(S)/min(S)

at line 525
Number rank()

Effective numerical matrix rank

@access public

Return Value

Number of nonnegligible singular values.