Xfn.SVD Method

public static bool SVD(
	XMatREAL64 A,
	ref XMatREAL64 U,
	ref XMatREAL64 VT,
	ref XMatREAL64 W
)

Parameters

A  XMatREAL64

[In] Input matrix (M x N)

U  XMatREAL64

[Out] Output left singular vectors (M x M)

VT  XMatREAL64

[Out] Output right singular vectors (N x N)

W  XMatREAL64

[Out] Output singular values in descending order

Return Value

Reference