Construct the singular value decomposition of a rectangular matrix with a given tolerance.
double
matrix for which the singular value decomposition is to be computed. double
scalar containing the tolerance used to determine when a singular value is negligible. If tol
is positive, then a singular value is considered negligible if the singular value is less than or equal to tol
. If tol
is negative, then a singular value is considered negligible if the singular value is less than or equal to the absolute value of the product of tol
and the infinity norm of the input matrix. In the latter case, the absolute value of tol
generally contains an estimate of the level of the relative error in the data.
Exception Type | Condition |
---|---|
DidNotConvergeException | is thrown when the rank cannot be determined because convergence was not obtained for all singular values |
SVD Class | Imsl.Math Namespace | SVD Constructor Overload List