IMSL C# Numerical Library

SVD Constructor (Double[,], Double)

Construct the singular value decomposition of a rectangular matrix with a given tolerance.

public SVD(
   double[,] a,
   double tol
);

Parameters

a
A double matrix for which the singular value decomposition is to be computed.
tol
A double scalar containing the tolerance used to determine when a singular value is negligible.

Remarks

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.

Exceptions

Exception Type Condition
DidNotConvergeException is thrown when the rank cannot be determined because convergence was not obtained for all singular values

See Also

SVD Class | Imsl.Math Namespace | SVD Constructor Overload List