SVD Class Reference

Singular value decomposition. More...

#include <ql/math/matrixutilities/svd.hpp>

Public Member Functions
	SVD (const Matrix &)
const Matrix &	U () const
const Matrix &	V () const
const Array &	singularValues () const
Disposable< Matrix >	S () const
Real	norm2 () const
Real	cond () const
Size	rank () const
Disposable< Array >	solveFor (const Array &) const

Detailed Description

Singular value decomposition.

Refer to Golub and Van Loan: Matrix computation, The Johns Hopkins University Press

Tests:

the correctness of the returned values is tested by checking their properties.