svd(x, nu=min(n,p), nv=min(n,p))
x
| a matrix whose SVD decomposition is to be computed. | ||
nu
|
the number of left eigenvectors to be computed.
This must be one of 0, |
svd provides an interface to the LINPACK routine DSVDC.
The singular value decompostion plays an important role in many
statistical techniques.
Values
The SVD decomposition of the matrix
as computed by LINPACK.
The components in the returned value correspond directly
to the values returned by DSVDC.
d
a vector containing the singular values of x.
u
a matrix whose columns contain the left eigenvectors of x.
v
a matrix whose columns contain the right eigenvectors of x.
References
Dongarra, J. J., J. R. Bunch, C. B. Moler and G. W. Stewart (1978).
LINPACK Users Guide, SIAM Publications, Philadelphia.
See Also
qr.