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package JAMA For an m-by-n matrix A with m >= n, the singular value decomposition is an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and an n-by-n orthogonal matrix V so that A = U*S*V'. The singular values, sigma[$k] = S[$k][$k], are ordered so that sigma[0] >= sigma[1] >= ... >= sigma[n-1]. The singular value decompostion always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.
author Paul Meagher
license PHP v3.0
version 1.1

 Methods

Construct the singular value decomposition

__construct($Arg) : \Structure

Derived from LINPACK code.

Parameters

$Arg

Returns

\Structureto access U, S and V.

Two norm condition number

cond() : \max(S)/min(S)
access public

Returns

\max(S)/min(S)

Return the diagonal matrix of singular values

getS() : \S
access public

Returns

\S

Return the one-dimensional array of singular values

getSingularValues() : \diagonal
access public

Returns

\diagonalof S.

Return the left singular vectors

getU() : \U
access public

Returns

\U

Return the right singular vectors

getV() : \V
access public

Returns

\V

Two norm

norm2() : \max(S)
access public

Returns

\max(S)

Effective numerical matrix rank

rank() : \Number
access public

Returns

\Numberof nonnegligible singular values.

 Properties

 

$U : array
 

$V : array
 

$m : int
 

$n : int
 

$s : array