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FloatSVDecomp Class

Class FloatSVDecomp represents the singular value decomposition (SVD) of a matrix.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreFloatSVDecomp

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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[SerializableAttribute]
public class FloatSVDecomp : ICloneable

The FloatSVDecomp type exposes the following members.

Constructors
 NameDescription
Public methodFloatSVDecomp Constructs an empty singular value decomposition instance.
Public methodFloatSVDecomp(FloatMatrix) Constructs a singular value decomposition of a given matrix.
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Properties
 NameDescription
Public propertyCols Gets the number of columns in the matrix that this decomposition represents.
Public propertyFail Gets the status of the decomposition.
Public propertyLeftVectors Gets the matrix whose columns are the left singular vectors of this decomposition.
Public propertyNumberLeftVectors Gets the number of left singular vectors in the decomposition.
Public propertyNumberRightVectors Gets the number of right singular vectors in the decomposition.
Public propertyRank Gets the rank of the matrix that this decomposition represents.
Public propertyRightVectors Gets the matrix whose columns are the right singular vectors of this decomposition.
Public propertyRows Gets the number of rows in the matrix that this decomposition represents.
Public propertySingularValues Gets the singular values of this decomposition. The values are non-negative and arranged in decreasing order.
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Methods
 NameDescription
Public methodClone Creates a deep copy of this decomposition.
Public methodFactor Builds a decomposition for the matrix A.
Public methodFactorInPlace Builds a decomposition for the matrix A in place. The contents of the matrix A are destroyed.
Public methodLeftVector Returns the specified left singular vector.
Public methodRightVector Returns the specified right singular vector.
Public methodSingularValue Returns the specified singular value.
Public methodTruncate Truncates all singular values that are less than a given tolerance by setting them to zero.
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Remarks
The singular value decomposition is a representation of a matrix A of the form:
C#
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A = USV'
where U and V are orthogonal, S is diagonal, and V' denotes the transpose of the matrix V. The entries along the diagonal of S are the singular values. The columns of U are the left singular vectors, and the columns of V are the right singular vectors. By default, the reduced singular value decomposition and all singular vectors are computed. If you want the full singular value decomposition, or just the singular values computed, use class DoubleSVDecompServer.
See Also