Singular value decomposition - ALGLIB

Singular value decomposition - ALGLIB

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日期:2025-10-16
SVD of a real MxN matrix. Open source. Languages supported: C++, C#, VBA, Pascal. ... Singular value decomposition The singular value decomposition of MxN matrix A is its representation as A = U W V T, where U is an orthogonal MxM matrix, V - orthogonal ....看更多