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SingularValueList

Usage

SingularValueList[m] gives a list of the non-zero singular values of a numerical matrix m.
SingularValueList[{m, a}] gives the generalized singular values of m with respect to a.
SingularValueList[m, k] gives the k largest singular values of m.


Notes

• Singular values are sorted from largest to smallest.
• Repeated singular values appear with their appropriate multiplicity.
• By default, singular values are kept only when they are larger than 100 times  , where  is Precision[m].
SingularValueList[m, Tolerance->t] keeps only singular values that are at least t times the largest singular value.
SingularValueList[m, Tolerance->0] returns all singular values.
• The matrix m can be rectangular; the total number of singular values is always Min[Dimensions[m]].
• The singular values can be obtained from Sqrt[Eigenvalues[Conjugate[Transpose[m]] . m]].
• Related packages: Statistics`LinearRegression`.
• New in Version 5.
• Advanced Documentation.


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