SVD Class Reference

#include <ql/math/matrixutilities/svd.hpp>

List of all members.


Detailed Description

Singular value decomposition.

Refer to Golub and Van Loan: Matrix computation, The Johns Hopkins University Press

Tests:
the correctness of the returned values is tested by checking their properties.


Public Member Functions

 SVD (const Matrix &)
const MatrixU () const
const MatrixV () const
const ArraysingularValues () const
Disposable< MatrixS () const
Real norm2 ()
Real cond ()
Integer rank ()
Disposable< ArraysolveFor (const Array &) const