Svd - compute the singular values/vectors of a numeric matrix
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Calling Sequence
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Svd(X)
Svd(X, U,`left`)
Svd(X, V,`right`)
Svd(X, U, V)
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Parameters
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X
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n x p matrix
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U
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(optional) the left singular vectors are to be returned in U
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V
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(optional) the right singular vectors are to be returned in V
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Description
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Svd(X) returns a 1 by array of the singular values of X.
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The entries of X must be all numerical.
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Svd(X,U,`left`) returns the singular values and the left singular vectors in U.
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Svd(X,V,`right`) returns the singular values and the right singular vectors in V.
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Svd(X,U,V) returns the singular values and the left and right singular vectors in U and V respectively. The singular vectors together with the singular values satisfy where U' is the transpose of U and U is n by n, V is p by p, X is n by p, and D is n by p where is/are the singular value/values of X.
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This procedure Svd is compatible with the Fortran library linpack.
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Note that nothing happens when the user invokes Svd(X) (same for other calling sequences); the user must use evalf(Svd(X)) to actually compute the singular values and singular vectors.
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