pub fn singular_values<const K: usize>(matrix: &[[f64; K]; K]) -> [f64; K]Expand description
Singular values of a square matrix, in decreasing order.
The matrix is given row by row: matrix[i][j] is the element in row
i, column j.
Applicable both to R from TSQR and to an explicitly assembled H. In
the latter case it returns the eigenvalues of H, since H is
symmetric positive semi-definite. Using one and the same routine on
both paths is deliberate: then any difference in the results is
explained by squaring the condition number alone, not by the choice of
solver.