SingularValueDecomposition<(Of <(<'T>)>)> Class

                      public class SingularValueDecomposition<T> : Decomposition<T>

                      Public Class SingularValueDecomposition(Of T) _
	Inherits Decomposition(Of T)

                      generic<typename T>
public ref class SingularValueDecomposition : public Decomposition<T>

                      type SingularValueDecomposition<'T> =  
    class
        inherit Decomposition<'T>
    end

Type Parameters

QRDecomposition can operate in two modes. In overwrite mode, the original matrix is overwritten by the decomposition. In preserve mode, the original matrix is preserved, and a new matrix is created to hold the decomposition. You can set the mode through the Overwrite property.

SingularValueDecomposition inherits from LinearOperator<(Of <(<'T>)>)>. This means you can use it to solve systems of linear equations. You can solve for a single right-hand side, or for multiple right-hand sides using the Solve(DenseMatrix<(Of <<'(T>)>>), Boolean) method. You can also calculate the determinant, the inverse, and an estimate for the EstimateConditionNumber()()()().

In addition, the SingularValueDecomposition class provides some unique methods. The GetPseudoInverse()()()() method calculates the pseudo-inverse of the matrix. This is a matrix A⁺ such that AA⁺A = A.

The managed implementation of the singular value decomposition is based on the LINPACK routine DSVDC. The native version uses the LAPACK routine DGESDD.