SVD_Descomposition.c File Reference

Implementation of SVD decomposition routine. More...

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "defs_and_types.h"

Functions
int	dsvd (double **a, int m, int n, double *w, double **v)

Detailed Description

Implementation of SVD decomposition routine.

Implementation of SVD decomposition routine. Takes an mxn matrix a and decomposes it into udv, where u,v are left and right orthogonal transformation matrices, and d is a diagonal matrix of singular values.

This routine is adapted from svdecomp.c in XLISP-STAT 2.1 which is code from Numerical Recipes adapted by Luke Tierney and David Betz.

Author

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Bug:

No known bugs.