Represents the generalized singular value decomposition of two matrices.
SystemObject Extreme.Mathematics.LinearAlgebraGeneralizedDecompositionT Extreme.Mathematics.LinearAlgebraGeneralizedSingularValueDecompositionT
Namespace:
Extreme.Mathematics.LinearAlgebra
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public abstract class GeneralizedSingularValueDecomposition<T> : GeneralizedDecomposition<T>
Public MustInherit Class GeneralizedSingularValueDecomposition(Of T)
Inherits GeneralizedDecomposition(Of T)
generic<typename T>
public ref class GeneralizedSingularValueDecomposition abstract : public GeneralizedDecomposition<T>
[<AbstractClassAttribute>]
type GeneralizedSingularValueDecomposition<'T> =
class
inherit GeneralizedDecomposition<'T>
end
Type Parameters
- T
The GeneralizedSingularValueDecompositionT type exposes the following members.
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The generalized singular value decomposition (GSVD) of two matrices,
A and B rewrites the matrices
as
A = U Σ1 [0 R] QT
B = V Σ2 [0 R] QT
where U, V, and Q
are orthogonal matrices (unitary if T is complex),
Σ1 and Σ2
are real diagonal matrices, and R is an upper triangular matrix.
Reference