singleValueDecomposition abstract method

List<Matrix<T>> singleValueDecomposition()

Computes the E, U and V matrices of the SVD (Single Value Decomposition) algorithm. In particular, this method returns the following matrices:

• E: rectangular diagonal matrix with positive values on the diagonal;
• U: a square matrix of size rowCountxrowCount;
• V: a square matrix of size columnCountxcolumnCount.

The returned list contains E at index 0, U at index 1 and V at index 2.

Implementation

List<Matrix<T>> singleValueDecomposition();