List of usage examples for org.apache.commons.math.linear SingularValueDecomposition interface-usage
From source file jml.matlab.utils.SingularValueDecompositionImpl.java
/**
* Calculates the compact Singular Value Decomposition of a matrix.
* <p>
* The Singular Value Decomposition of matrix A is a set of three matrices: U,
* Σ and V such that A = U × Σ × V<sup>T</sup>. Let A be
* a m × n matrix, then U is a m × p orthogonal matrix, Σ is a