Construct the singular value decomposition of a rectangular matrix
with default tolerance.
Namespace: Imsl.MathAssembly: 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.
See Also