base::SVD Class Reference

Singular Value Decomposition of a rectangluar Matrix. More...

Collaboration diagram for base::SVD:

[legend]List of all members.

Public Member Functions
	SVD (const Matrix &A)
	Decompose Matrix A, of M rows and N columns, M>=N.
const Matrix &	U () const
	Return U.
const Matrix &	V () const
	Return V.
const Vector	diag () const
	Return vector of singular values ( min(M,N)x1 ).
Matrix	S () const
	Return S - diagonal matrix of singular values (diagonal elements are diag() ).
Real	condition (Real maxCond=maxCondition) const
	Return condition number (max singular value / min singular value).
Matrix	inv (Real minSingVal=minSingValue) const
	pseudo-inverse of A
Static Public Attributes
const Real	maxCondition
const Real	minSingValue

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Detailed Description

Singular Value Decomposition of a rectangluar Matrix.

A = U * S * V'

where matrices U and V are orthogonal and S is a digonal matrix.

The singular value decomposition is performed by constructing an SVD object from an M*N matrix A with M>=N (that is, at least as many rows as columns). Note, in case M > N, matrix S has to be a M*N diagonal matrix. However, it has only N diag elements, which we store in a 1:N Vector sig.

This code is based on the Numerical Recipies in C book.

Definition at line 51 of file SVD.

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Constructor & Destructor Documentation

base::SVD::SVD (  const Matrix &  A  )

Decompose Matrix A, of M rows and N columns, M>=N.

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Member Function Documentation

Real base::SVD::condition (  Real  maxCond = maxCondition  )  const

Return condition number (max singular value / min singular value). (S_max/S_min)

const Vector base::SVD::diag (   )  const

Return vector of singular values ( min(M,N)x1 ).

Matrix base::SVD::inv (  Real  minSingVal = minSingValue  )  const

pseudo-inverse of A

Matrix base::SVD::S (   )  const

Return S - diagonal matrix of singular values (diagonal elements are diag() ).

const Matrix& base::SVD::U (   )  const

Return U.

const Matrix& base::SVD::V (   )  const

Return V.

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Member Data Documentation

const Real base::SVD::maxCondition [static]

Definition at line 67 of file SVD.

const Real base::SVD::minSingValue [static]

Definition at line 68 of file SVD.

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The documentation for this class was generated from the following file:

• base/SVD

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