Construct the singular value decomposition of a rectangular matrix
with a given tolerance.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public SVD( double[,] a, double tol ) |
| Visual Basic (Declaration) |
|---|
Public Sub New ( _ a As Double(,), _ tol As Double _ ) |
| Visual C++ |
|---|
public: SVD( array<double,2>^ a, double tol ) |
Parameters
- a
- Type: array<
System..::.Double
,2>[,](,)[,]
A double matrix for which the singular value decomposition is to be computed.
- tol
- Type: System..::.Double
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 | Condition |
|---|---|
| Imsl.Math..::.DidNotConvergeException | is thrown when the rank cannot be determined because convergence was not obtained for all singular values |
