Struct SVD 

pub struct SVD<T> { /* private fields */ }

Singular Value Decomposition.

Ported from JAMA (with changes).

For an m-by-n matrix A, the singular value decomposition is an m-by-m orthogonal matrix U, an m-by-n block diagonal matrix S, and an n-by-n orthogonal matrix V so that A = USV’.

The singular values, sigma[k] = S[k][k], are ordered so that sigma[0] >= sigma[1] >= … >= sigma[n-1].

The singular value decompostion always exists. The matrix condition number and the effective numerical rank can be computed from this decomposition.

Implementations

impl<T: Float + Signed + ApproxEq<T>> SVD<T>

pub fn new(a: &Matrix<T>) -> SVD<T>

Calculates SVD.

pub fn get_u<'lt>(&'lt self) -> &'lt Matrix<T>

pub fn get_s<'lt>(&'lt self) -> &'lt Matrix<T>

pub fn get_v<'lt>(&'lt self) -> &'lt Matrix<T>

pub fn rank(&self) -> usize

pub fn direct(a: &Matrix<T>) -> SVD<T>

Calculates SVD using the direct method. Note that calculating it this way is not numerically stable, so it is mostly useful for testing purposes.