Singular Value Decomposition R←(8415⌶)Y

Y is a simple numeric matrix. ⎕FR must be 645.

The result R is a 4 element vector whose elements are as follows.

[1] U a unitary matrix
[2] S a diagonal matrix
[3] V a unitary matrix
[4] f a Boolean flag indicating whether the algorithm converged (1)or not (0)

This function computes a factorisation of the matrix Y such that:

      Y  U +.× S +.× ⍉+V

This can be useful for analysing matrices for which cannot compute an inverse, because they are singular or nearly singular.

For further information, see Wikipedia's article on Singular Value Decomposition.

Note

This function signals DOMAIN ERROR if ⎕FR is 1287. See Floating-Point Representation .