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Singular Value Decomposition of a General Size Matrix
[General Size Matrices]


Compounds

struct  SVDOrder
struct  SVDOrder

Typedefs

typedef SVDOrder SVDOrder

Functions

Gan_Bool gan_mat_svd (Gan_Matrix *A, Gan_Matrix *U, Gan_SquMatrix *S, Gan_Matrix *VT, double *work, unsigned long work_size)
 Computes singular value decomposition of matrix.

Gan_Bool gan_matf_svd (Gan_Matrix_f *A, Gan_Matrix_f *U, Gan_SquMatrix_f *S, Gan_Matrix_f *VT, float *work, unsigned long work_size)
 Computes singular value decomposition of matrix.


Function Documentation

Gan_Bool gan_mat_svd Gan_Matrix   A,
Gan_Matrix   U,
Gan_SquMatrix   S,
Gan_Matrix   VT,
double *    work,
unsigned long    work_size
 

Computes singular value decomposition of matrix.

Parameters:
A Pointer to the input matrix
U Matrix_f of left singular vectors
S Diagonal matrix of singular values
VT Matrix_f of transposed right singular vectors
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Computes singular value decomposition of matrix. The SVD of matrix A is

where U and VT are orthogonal matrices of singular vectors (left and right singular vectors respectively) and S is a diagonal matrix of singular values. The singular values are returned in descending order.

work is a workspace array of size work_size, which should be at least where are the row, column dimensions of A. If work is passed as NULL, it is allocated and freed internally.

Gan_Bool gan_matf_svd Gan_Matrix_f   A,
Gan_Matrix_f   U,
Gan_SquMatrix_f   S,
Gan_Matrix_f   VT,
float *    work,
unsigned long    work_size
 

Computes singular value decomposition of matrix.

Parameters:
A Pointer to the input matrix
U Matrix_f of left singular vectors
S Diagonal matrix of singular values
VT Matrix_f of transposed right singular vectors
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Computes singular value decomposition of matrix. The SVD of matrix A is

where U and VT are orthogonal matrices of singular vectors (left and right singular vectors respectively) and S is a diagonal matrix of singular values. The singular values are returned in descending order.

work is a workspace array of size work_size, which should be at least where are the row, column dimensions of A. If work is passed as NULL, it is allocated and freed internally.


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