Class for serving up generalized singular value
decompositions (GSVD) in the form of DoubleGSVDecomp
instances.
Namespace:
CenterSpace.NMath.MatrixAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class DoubleGSVDecompServer |
| Visual Basic (Declaration) |
|---|
<SerializableAttribute> _ Public Class DoubleGSVDecompServer |
| Visual C++ |
|---|
[SerializableAttribute] public ref class DoubleGSVDecompServer |
Remarks
The GSVD computed for an m x n matrix A and a p x n matrix B has
the form
U'AQ = D1(0 R), V'BQ = D2(0 R)
where U, V, and Q are orthogonal matrices, R is a nonsigular upper triangular matrix, D1 and D2 are diagonal matrices, and Z' denotes the transpose of the matrix Z. (0 R) is the matrix obtained by prepending columns of all zeros to the upper triangular matrix R. DoubleGSVDecompServer can be configured to optionally compute explicit representation for the matrices U, V, and Q.
U'AQ = D1(0 R), V'BQ = D2(0 R)
where U, V, and Q are orthogonal matrices, R is a nonsigular upper triangular matrix, D1 and D2 are diagonal matrices, and Z' denotes the transpose of the matrix Z. (0 R) is the matrix obtained by prepending columns of all zeros to the upper triangular matrix R. DoubleGSVDecompServer can be configured to optionally compute explicit representation for the matrices U, V, and Q.
