SVD Class Reference
#include <ql/math/matrixutilities/svd.hpp>
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 Matrix & | U () const |
const Matrix & | V () const |
const Array & | singularValues () const |
Disposable< Matrix > | S () const |
Real | norm2 () |
Real | cond () |
Integer | rank () |
Disposable< Array > | solveFor (const Array &) const |