svd

Purpose

Computes the singular values of a matrix.

Format

s = svd(x)

Parameters:

x (NxP matrix) – matrix whose singular values are to be computed

Returns:

s (Mx1 vector) – where \(M = min(N,P)\), containing the singular values of x arranged in descending order.

Global Input

_svderr

scalar, if the singular values cannot be computed, _svderr will be nonzero.

Examples

// Create a 10x3 matrix
x = {  -0.60     3.50     0.47,
        8.40    16.50     0.27,
       11.40     6.50     0.17,
        7.40    -0.50    -2.43,
       -9.60   -10.50     0.57,
      -17.60    -5.50     0.67,
      -12.60   -14.50     0.87,
       18.40    12.50    -1.43,
      -11.60   -19.50     0.77,
        6.40    11.50     0.07 };

// Calculate the singular values
s = svd(x);

After the code above, s will be equal to:

49.58
14.96
 2.24

Remarks

1. svd() is not thread-safe. New code should use svds() instead.

2. Error handling is controlled with the low bit of the trap flag.

   trap 0	set _svderr to a non-zero value and terminate with message
   trap 1	set _svderr to a non-zero value and continue execution

Source

svd.src

See also

Functions svd2(), svds()