svd.cpp File Reference

Implementation of Singular Value Decompositions. More...

#include <itpp/config.h>
#include <itpp/base/algebra/svd.h>

Functions

bool itpp::svd (const mat &A, vec &s)
 Get singular values s of a real matrix A using SVD.
bool itpp::svd (const cmat &A, vec &s)
 Get singular values s of a complex matrix A using SVD.
bool itpp::svd (const mat &A, mat &U, vec &s, mat &V)
 Perform Singular Value Decomposition (SVD) of a real matrix A.
bool itpp::svd (const cmat &A, cmat &U, vec &s, cmat &V)
 Perform Singular Value Decomposition (SVD) of a complex matrix A.
vec itpp::svd (const mat &A)
 Return singular values of a real matrix A using SVD.
vec itpp::svd (const cmat &A)
 Return singular values of a complex matrix A using SVD.


Detailed Description

Implementation of Singular Value Decompositions.

Author:
Tony Ottosson, Simon Wood and Adam Piatyszek
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Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see <http://www.gnu.org/licenses/>.

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