SingularValueDecomposition

SingularValueDecomposition[m]
gives the singular value decomposition for a numerical matrix m as a list of matrices , where w is a diagonal matrix and m can be written as u.w.Conjugate[Transpose[v]].

SingularValueDecomposition[{m,a}]
gives the generalized singular value decomposition of m with respect to a.

SingularValueDecomposition[m,k]
gives the singular value decomposition associated with the k largest singular values of m.

SingularValueDecomposition[{m,a},k]
gives the generalized singular value decomposition associated with the k largest singular values.

Details and OptionsDetails and Options

Introduced in 2003
(5.0)
| Updated in 2007
(6.0)