API Documentation
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#include <SVD.hpp>
Public Member Functions | |
SVD (const NdArray &inMatrix) | |
const NdArray & | u () noexcept |
const NdArray & | v () noexcept |
const Buffer< double > & | s () noexcept |
Buffer< double > | solve (const Buffer< double > &inInput, double inThresh=-1.) |
performs the singular value decomposition of a general matrix, taken and adapted from Numerical Recipes Third Edition svd.h
Constructor
inMatrix | matrix to perform SVD on |
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inlinenoexcept |
the resultant w matrix
solves the linear least squares problem
inInput | |
inThresh | (default -1.) |
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inlinenoexcept |
the resultant u matrix
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inlinenoexcept |
the resultant v matrix