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 .