SVD Constructor (Double[,], Double)

SVD Constructor (Double, Double)

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

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

Syntax

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

Public Sub New ( 
	a As Double(,),
	tol As Double
)

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

new : 
        a : float[,] * 
        tol : float -> SVD

Parameters

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

Exceptions

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

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.

Reference

SVD Class

SVD Overload

Imsl.Math Namespace