arrayfire

Function svd_inplace

Source 
pub fn svd_inplace<T>(
    input: &mut Array<T>,
) -> (Array<T>, Array<T::BaseType>, Array<T>)
where
    T: HasAfEnum + FloatingPoint,
    T::BaseType: HasAfEnum,
Expand description

Perform Singular Value Decomposition inplace

This function factorizes a matrix A into two unitary matrices U and Vt, and a diagonal matrix S such that

A = U∗S∗Vt

If A has M rows and N columns, U is of the size M x M , V is of size N x N, and S is of size M x N

§Parameters

  • in is the input/output matrix. This will contain random data after the function call is complete.

§Return Values

A triplet of Arrays.

The first Array is the output array containing U

The second Array is the output array containing the diagonal values of sigma, (singular values of the input matrix))

The third Array is the output array containing V ^ H