SVD Class Reference
Singular value decomposition. More...
#include <ql/math/matrixutilities/svd.hpp>
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 |
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.