SparseMatrix<T>.GetSingularValueDecomposition Method

Definition

Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

GetSingularValueDecomposition()	Returns the singular value decomposition of the matrix.
GetSingularValueDecomposition(Matrix<T>)	Returns the generalized singular value decomposition of the matrix and another matrix.
GetSingularValueDecomposition(SingularValueDecompositionFactors)	Returns the singular value decomposition of the matrix.
GetSingularValueDecomposition(Matrix<T>, GeneralizedSingularValueDecompositionFactors)	Returns the generalized singular value decomposition of the matrix and another matrix.
GetSingularValueDecomposition(SingularValueDecompositionFactors, Boolean)	Returns the singular value decomposition of the matrix.
GetSingularValueDecomposition(Matrix<T>, GeneralizedSingularValueDecompositionFactors, Boolean)	Returns the generalized singular value decomposition of the matrix and another matrix.
GetSingularValueDecomposition(SingularValueDecompositionFactors, Int32, Double, Int32, Int32, Int32, Double, Double)	Returns the singular value decomposition of the matrix.

GetSingularValueDecomposition(SingularValueDecompositionFactors, Boolean)

Returns the singular value decomposition of the matrix.

public override SingularValueDecomposition<T> GetSingularValueDecomposition(
	SingularValueDecompositionFactors requestedFactors,
	bool overwriteMatrix
)

Visual Basic

Public Overrides Function GetSingularValueDecomposition ( 
	requestedFactors As SingularValueDecompositionFactors,
	overwriteMatrix As Boolean
) As SingularValueDecomposition(Of T)

C++/CLI

public:
virtual SingularValueDecomposition<T>^ GetSingularValueDecomposition(
	SingularValueDecompositionFactors requestedFactors, 
	bool overwriteMatrix
) override

abstract GetSingularValueDecomposition : 
        requestedFactors : SingularValueDecompositionFactors * 
        overwriteMatrix : bool -> SingularValueDecomposition<'T> 
override GetSingularValueDecomposition : 
        requestedFactors : SingularValueDecompositionFactors * 
        overwriteMatrix : bool -> SingularValueDecomposition<'T>

Parameters

requestedFactors SingularValueDecompositionFactors: A SingularValueDecompositionFactors value that specifies which factors of the decomposition should be computed.
overwriteMatrix Boolean: A boolean value that indicates whether the contents of the matrix may be overwritten by the decomposition.

Return Value

SingularValueDecomposition<T>
An SingularValueDecomposition<T> object that represents the singular value decomposition of the matrix.

GetSingularValueDecomposition(SingularValueDecompositionFactors, Int32, Double, Int32, Int32, Int32, Double, Double)

Returns the singular value decomposition of the matrix.

public SingularValueDecomposition<T> GetSingularValueDecomposition(
	SingularValueDecompositionFactors requestedFactors,
	int maxSingularValues,
	double tolerance = 3.5527136788005E-15,
	int maxDimension = -1,
	int shiftsPerRestart = -1,
	int maxIterations = 1000,
	double orthogonalityTolerance = 1E-12,
	double minRelativeGap = 0.002
)

Visual Basic

Public Function GetSingularValueDecomposition ( 
	requestedFactors As SingularValueDecompositionFactors,
	maxSingularValues As Integer,
	Optional tolerance As Double = 3.5527136788005E-15,
	Optional maxDimension As Integer = -1,
	Optional shiftsPerRestart As Integer = -1,
	Optional maxIterations As Integer = 1000,
	Optional orthogonalityTolerance As Double = 1E-12,
	Optional minRelativeGap As Double = 0.002
) As SingularValueDecomposition(Of T)

C++/CLI

public:
SingularValueDecomposition<T>^ GetSingularValueDecomposition(
	SingularValueDecompositionFactors requestedFactors, 
	int maxSingularValues, 
	double tolerance = 3.5527136788005E-15, 
	int maxDimension = -1, 
	int shiftsPerRestart = -1, 
	int maxIterations = 1000, 
	double orthogonalityTolerance = 1E-12, 
	double minRelativeGap = 0.002
)

member GetSingularValueDecomposition : 
        requestedFactors : SingularValueDecompositionFactors * 
        maxSingularValues : int * 
        ?tolerance : float * 
        ?maxDimension : int * 
        ?shiftsPerRestart : int * 
        ?maxIterations : int * 
        ?orthogonalityTolerance : float * 
        ?minRelativeGap : float 
(* Defaults:
        let _tolerance = defaultArg tolerance 3.5527136788005E-15
        let _maxDimension = defaultArg maxDimension -1
        let _shiftsPerRestart = defaultArg shiftsPerRestart -1
        let _maxIterations = defaultArg maxIterations 1000
        let _orthogonalityTolerance = defaultArg orthogonalityTolerance 1E-12
        let _minRelativeGap = defaultArg minRelativeGap 0.002
*)
-> SingularValueDecomposition<'T>

Parameters

requestedFactors SingularValueDecompositionFactors: A SingularValueDecompositionFactors value that specifies which factors of the decomposition should be computed.
maxSingularValues Int32: Specifies the maximum number of singular values that should be returned.
tolerance Double (Optional): The desired relative accuracy of the singular values.
maxDimension Int32 (Optional): Specifies the maximum dimension of the Krylov subspace.
shiftsPerRestart Int32 (Optional): Specifies the number of shifts per restart.
maxIterations Int32 (Optional): Maximum number of restarts.
orthogonalityTolerance Double (Optional): Specifies the tolerance for determining the orthogonality of Lanczos vectors.
minRelativeGap Double (Optional): Minimum relative gap between shifts and Ritz values.

Return Value

SingularValueDecomposition<T>
A SingularValueDecomposition<T> object that represents the singular value decomposition of the matrix.

SparseMatrix<T>.GetSingularValueDecomposition Method

Definition

Overload List

GetSingularValueDecomposition(SingularValueDecompositionFactors, Boolean)

Parameters

Return Value

GetSingularValueDecomposition(SingularValueDecompositionFactors, Int32, Double, Int32, Int32, Int32, Double, Double)

Parameters

Return Value

See Also

Reference