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JAMA::SVD  Class Template Reference
#include <jama_svd.h>
List of all members.
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 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 () | 
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). 
Constructor & Destructor Documentation
  
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          | template<class Real> |  
          | JAMA::SVD<Real>::SVD<Real> ( | const Array2D< Real > & Arg )  [inline] |  | 
Member Function Documentation
  
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          | template<class Real> |  
          | double JAMA::SVD<Real>::cond ( | )  [inline] |  | 
  
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Two norm of condition number (max(S)/min(S))      | 
  
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          | template<class Real> |  
          | void JAMA::SVD<Real>::getS ( | Array2D< Real > & A )  [inline] |  | 
  
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Return the diagonal matrix of singular values  
Returns: 
 S 
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          | template<class Real> |  
          | void JAMA::SVD<Real>::getSingularValues ( | Array1D< Real > & x )  [inline] |  | 
  
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Return the one-dimensional array of singular values      | 
  
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          | template<class Real> |  
          | void JAMA::SVD<Real>::getU ( | Array2D< Real > & A )  [inline] |  | 
  
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          | template<class Real> |  
          | void JAMA::SVD<Real>::getV ( | Array2D< Real > & A )  [inline] |  | 
  
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          | template<class Real> |  
          | double JAMA::SVD<Real>::norm2 ( | )  [inline] |  | 
  
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          | template<class Real> |  
          | int JAMA::SVD<Real>::rank ( | )  [inline] |  | 
  
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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:
Generated at Mon Jan 20 07:47:18 2003 for JAMA/C++ by
 1.2.5 written by Dimitri van Heesch,
 © 1997-2001
1.2.5 written by Dimitri van Heesch,
 © 1997-2001