SVD Constructor (Double[,])

SVD Constructor (Double)

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

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public SVD(
	double[,] a
)

Public Sub New ( 
	a As Double(,)
)

public:
SVD(
	array<double,2>^ a
)

new : 
        a : float[,] -> SVD

Parameters

a: Type: SystemDouble
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.

Reference

SVD Class

SVD Overload

Imsl.Math Namespace