Class SingularValueDecompositionImpl

java.lang.Object
org.apache.commons.math.linear.SingularValueDecompositionImpl
All Implemented Interfaces:
SingularValueDecomposition

public class SingularValueDecompositionImpl extends Object implements SingularValueDecomposition
Calculates the compact Singular Value Decomposition of a matrix.

The Singular Value Decomposition of matrix A is a set of three matrices: U, Σ and V such that A = U × Σ × VT. Let A be a m × n matrix, then U is a m × p orthogonal matrix, Σ is a p × p diagonal matrix with positive or null elements, V is a p × n orthogonal matrix (hence VT is also orthogonal) where p=min(m,n).

Since:
2.0
Version:
$Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $