lapsvdusv¶
Purpose¶
Computes the singular value decomposition a real or complex rectangular matrix.
Format¶
-
{ u, s, v } =
lapsvdusv(x)¶ - Parameters:
x (MxN matrix) – real or complex rectangular matrix.
- Returns:
u (MxM matrix) – left singular vectors.
s (MxN matrix) – singular values.
v (NxN matrix) – right singular vectors.
Examples¶
// Assign x
x = { 2.143 4.345 6.124,
1.244 5.124 3.412,
0.235 5.657 8.214 };
{ u, s, v } = lapsvdusv(x);
print u;
-0.5553 0.0490 0.8302
-0.4309 0.8368 -0.3377
-0.7113 -0.5452 -0.4436
print s;
13.8959 0.0000 0.0000
0.0000 2.1894 0.0000
0.0000 0.0000 1.4344
print v;
-0.1362 0.4650 0.8748
0.6221 0.6470 -0.4408
-0.7710 -0.6043 0.2011
Remarks¶
lapsvdusv() computes the singular value decomposition of a real or complex
rectangular matrix. The SVD is
x = usv'
where v is the matrix of right singular vectors. lapsvdusv() is based on
the LAPACK drivers DGESVD and ZGESVD. Further documentation of these
functions may be found in the LAPACK User’s Guide.
See also
Functions lapsvds(), lapsvdcusv()