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

Parameters

a

A double matrix for which the singular value decomposition is to be computed.

Remarks

The tolerance used is 2.2204460492503e-14. This tolerance is used to determine rank. A singular value is considered negligible if the singular value is less than or equal to this tolerance.

See Also

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

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