 | Double |
Class for serving up generalized singular value
decompositions (GSVD) in the form of DoubleGSVDecomp
instances.
Inheritance HierarchyNamespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
SyntaxThe DoubleGSVDecompServer type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | DoubleGSVDecompServer | Creates a DoubleGSVDecompServer for computing general singular value decomposition for matrices A and B, with all matrices of the decomposition U'AQ = D1(0 R), V'BQ = D2(0 R) are computed. |
| DoubleGSVDecompServer(Boolean, Boolean, Boolean) | Creates a DoubleGSVDecompServer for computing general singular value decomposition for matrices A and B, where U, V, Q in the decomposition U'AQ = D1(0 R), V'BQ = D2(0 R) are optionally computed. |
Properties| Name | Description | |
|---|---|---|
 | ComputeQ | If true the matrix Q in the GSVD for matrices A and B - U'AQ = D1(0 R), V'BQ = D2(0 R) will be computed. If false it will not be computed. |
| ComputeU | If true the matrix U in the GSVD for matrices A and B - U'AQ = D1(0 R), V'BQ = D2(0 R) will be computed. If false it will not be computed. |
| ComputeV | If true the matrix V in the GSVD for matrices A and B - U'AQ = D1(0 R), V'BQ = D2(0 R) will be computed. If false it will not be computed. |
| InPlace | Gets and sets the in place factor option. If true the decomposition will be performed in place, overwritting the contents of the input matrices. No copies of the factored matrices are made in this case. If false the content of the input matrices will be preserved at the expense of copies being made. The default is false. |
Methods| Name | Description | |
|---|---|---|
| Clone | Creates a deep copy of self. |
| GetDecomp | Computes the general singular value decomposition U'AQ = D1(0 R), V'BQ = D2(0 R) for two matrices A and B, optionally computing U, V, and Q. A and B must have the same number of columns. |
Remarks
The GSVD computed for an m x n matrix A and a p x n matrix B has
the form
U'AQ = D1(0 R), V'BQ = D2(0 R)
where U, V, and Q are orthogonal matrices, R is a nonsigular upper triangular matrix, D1 and D2 are diagonal matrices, and Z' denotes the transpose of the matrix Z. (0 R) is the matrix obtained by prepending columns of all zeros to the upper triangular matrix R. DoubleGSVDecompServer can be configured to optionally compute explicit representation for the matrices U, V, and Q.
U'AQ = D1(0 R), V'BQ = D2(0 R)
where U, V, and Q are orthogonal matrices, R is a nonsigular upper triangular matrix, D1 and D2 are diagonal matrices, and Z' denotes the transpose of the matrix Z. (0 R) is the matrix obtained by prepending columns of all zeros to the upper triangular matrix R. DoubleGSVDecompServer can be configured to optionally compute explicit representation for the matrices U, V, and Q.
See Also