Module extendr_api::prelude::modules::svd

Expand description

Low level implementation of the SVD of a matrix.

The SVD of a matrix $M$ of shape $(m, n)$ is a decomposition into three components $U$, $S$, and $V$, such that:

  • $U$ has shape $(m, m)$ and is a unitary matrix,
  • $V$ has shape $(n, n)$ and is a unitary matrix,
  • $S$ has shape $(m, n)$ and is zero everywhere except the main diagonal,
  • and finally:

$$M = U S V^H.$$

Structs§

Enums§

  • Indicates whether the singular vectors are fully computed, partially computed, or skipped.

Functions§