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

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public SVD(
	double[,] a
)
Visual Basic (Declaration)
Public Sub New ( _
	a As Double(,) _
)
Visual C++
public:
SVD(
	array<double,2>^ a
)

Parameters

a
Type: array< System..::.Double ,2>[,](,)[,]
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