Advanced Analysis Library Only
AnalysisLibErrType SVD (void *inputMatrix, int numberOfRows, int numberOfColumns, void *UMatrix, double singularValuesVector[], void *VMatrix);
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Note This function is obsolete. National Instruments recommends that you use SVDEx instead. |
Calculates the Singular Value Decomposition (SVD) factorization of the real input matrix. The input matrix can be square or rectangular.
The following formula defines the SVD factorization of an n-by-m matrix A:
A = USVT
where | U is an orthogonal matrix of dimensions n-by-min(n, m) |
V is an orthogonal matrix of dimensions m-by-min(n, m) | |
S is a diagonal matrix of dimensions min(n, m)-by-min(n, m) | |
n is number of rows | |
m is the number of columns |
The diagonal elements of singularValuesVector are called the singular values of inputMatrix and are arranged in descending order. The columns of the output matrices UMatrix and VMatrix are the corresponding singular vectors.
The SVD is an eigenvalue-like decomposition for rectangular matrices. You can use it to calculate the condition number of a matrix or to solve linear, least square problems. SVD is useful for ill-conditioned or rank-deficient problems because it can detect small singular values.
Input | ||
Name | Type | Description |
inputMatrix | numeric array | Input real matrix. The input matrix can be either square or rectangular. This matrix must be an array of doubles. |
numberOfRows | integer | Number of rows in inputMatrix. |
numberOfColumns | integer | Number of columns in inputMatrix. |
Output | ||
Name | Type | Description |
UMatrix | numeric array | The result orthogonal matrix SVD factorization generates, as an array of doubles. |
singularValuesVector | double-precision array | Array that contains the singular values of inputMatrix, in descending order. |
VMatrix | numeric array | The result orthogonal matrix SVD factorization generates, as an array of doubles. |
Name | Type | Description |
status | AnalysisLibErrType | A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants. |