svd_dgesvd

isComplexType(t)
svd_dgesvd(a[, full_matrices, compute_uv]) Singular Value Decomposition.

isComplexType

tikreg.svd_dgesvd.isComplexType(t)

svd_dgesvd

tikreg.svd_dgesvd.svd_dgesvd(a, full_matrices=0, compute_uv=1)

Singular Value Decomposition.

Factorizes the matrix a into two unitary matrices, U and Vh, and a 1-dimensional array of singular values, s (real, non-negative), such that a == U S Vh, where S is the diagonal matrix np.diag(s).

Parameters:
a : array_like, shape (M, N)

Matrix to decompose

full_matrices : boolean, optional

If True (default), U and Vh are shaped (M,M) and (N,N). Otherwise, the shapes are (M,K) and (K,N), where K = min(M,N).

compute_uv : boolean

Whether to compute U and Vh in addition to s. True by default.

Returns:
U : ndarray, shape (M, M) or (M, K) depending on full_matrices

Unitary matrix.

s : ndarray, shape (K,) where K = min(M, N)

The singular values, sorted so that s[i] >= s[i+1].

Vh : ndarray, shape (N,N) or (K,N) depending on full_matrices

Unitary matrix.

Raises:
LinAlgError

If SVD computation fails. For details see dgesvd.f and dbdsqr.f of LAPACK