Matrix.SingularValueDecomposition(Matrix, Matrix, Matrix) Method

 Top 

Description

Decomposes any n x m matrix A such that A = U*S*V.Transpose() where U is an n x n unitary matrix, V is an m x m unitary matrix, and S is an n x m matrix with the singular values of A on the main diagonal.

 

Timing Precision Mode

This page describes functionality in millisecond timing precision mode. Millisecond timing precision mode is deprecated and will be removed in a future release. We recommend that you migrate your Mission Plans to nanosecond timing precision mode.

Click here to see the documentation for this object in nanosecond timing precision mode.

 

Method Signature

Matrix.SingularValueDecomposition(

Matrix U,

Matrix S,

Matrix V)

 

 

Arguments

U

Description:

The matrix containing the left singular vectors of matrix A.

 

 

S

Description:

The matrix containing the singular values of matrix A.

 

 

V

Description:

The matrix containing the right singular vectors of matrix A.

 

 

 

Syntax

myMatrix1.SingularValueDecomposition(myMatrix2, myMatrix3, myMatrix4);

 

 

Example 1

This example shows how to calculate the Singular Value decomposition of a Matrix m such that m = U*S*V.Transpose().

 

Matrix m;

Matrix U;///NxN Unitary Matrix

Matrix S;///NxM Matrix with the Singular Values of m on the main diagonal

Matrix V;///MxM Unitary Matrix

 

m = [ 7.031811867,  -12.068033280,   -0.242324713;

     6.130012135,   -2.521814010,    0.220281139;

   -21.150124870,   39.663068619,   -6.106767271  ];

 

m.SingularValueDecomposition(U, S, V);

 

Report U, S, V;

 

 

Output report:

 

U = -0.289992512    0.165757695   -0.942564974

  -0.108022447    0.972923426    0.204331001

   0.950912979    0.161072635   -0.264234956

 

S = 47.695894740    0.000000000    0.000000000

   0.000000000    4.272992482    0.000000000

   0.000000000    0.000000000    1.936544880

 

V = -0.478306992    0.871263642    0.110100352

   0.869847998    0.452781903    0.195839242

  -0.120776164   -0.189441850    0.974435685

 

 

 

See also

Matrix Object

Matrix, Array, and Variable Math Guide