svdcmp.c File Reference

Singular value decomposition. More...

#include <stdio.h>
#include <math.h>
#include "matrix.h"


#define true   1
#define false   0


void svdcmp (mat A, int M, int N, vect W, mat V)
 Computes the singular value decomposition of A.

Detailed Description

Singular value decomposition.

Define Documentation

#define false   0

#define true   1

Function Documentation

void svdcmp ( mat  A,
int  M,
int  N,
vect  W,
mat  V 

Computes the singular value decomposition of A.

Give a matrix A, dimensions M by N, this routine computes its singular value decomposition, A = U * W * transpose V. The matrix U replaces A on output. The diagonal matrix of singular values, W, is output as a vector W. The matrix V (not the transpose of V) is output as V. M must be greater or equal to N. If it is smaller then A should be filled up to square with zero rows.

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