Class SingularValueDecomposition

constructor

• new SingularValueDecomposition(
      value: MaybeMatrix,
      options?: ISVDOptions,
  ): SingularValueDecomposition

  Parameters

  • value: MaybeMatrix
  • Optionaloptions: ISVDOptions

  Returns SingularValueDecomposition

Readonlycondition

Readonlydiagonal

ReadonlydiagonalMatrix

ReadonlyleftSingularVectors

Readonlynorm2

Readonlyrank

ReadonlyrightSingularVectors

Readonlythreshold

inverse

• inverse(): Matrix

  Get the inverse of the matrix. We compute the inverse of a matrix using SVD when this matrix is singular or ill-conditioned. Example : var svd = SingularValueDecomposition(A); var inverseA = svd.inverse();

  Returns Matrix

  • The approximation of the inverse of the matrix.

solve

• solve(value: Matrix): Matrix

  Solve a problem of least square (Ax=b) by using the SVD. Useful when A is singular. When A is not singular, it would be better to use qr.solve(value). Example : We search to approximate x, with A matrix shape m*n, x vector size n, b vector size m (m > n). We will use : var svd = SingularValueDecomposition(A); var x = svd.solve(b);

  Parameters

  • value: Matrix

    Matrix 1D which is the vector b (in the equation Ax = b).

  Returns Matrix

  • The vector x.

solveForDiagonal

• solveForDiagonal(value: ArrayLike<number>): Matrix

  Parameters

  • value: ArrayLike<number>

  Returns Matrix