Singular Value Decomposition

Factor matrix using singular value decomposition

• 

Libraries:
DSP System Toolbox / Math Functions / Matrices and Linear Algebra / Matrix Factorizations

Description

The Singular Value Decomposition block factors the M-by-N input matrix A such that

$$A=U\cdot diag(S)\cdot V^{*}$$

where

• U is an M-by-P matrix

• V is an N-by-P matrix

• S is a length-P vector

• P is defined as min(M,N)

Ports

Input

A — Input matrix

matrix

Specify the input as an M-by-N matrix. The dimensions of outputs U and V depends on whether M = N, M > N, or M < N. For more information, see the description of the output ports U and V.

Length-N row inputs are treated as length-N columns.

Data Types: single | double
Complex Number Support: Yes

Output

U — U component

matrix

U component of the singular value decomposition, returned as one of these:

• When M = N, U is an M-by-M unitary matrix.

• When M > N, U is an M-by-N matrix whose columns are the first N columns of a unitary matrix.

• When N > M, U is an M-by-M unitary matrix.

If the singular value decomposition calculation fails to converge, the output on port U is an undefined matrix of the correct size.

Dependencies

To enable this port, select the Show ports with U and V matrices check box.

Data Types: single | double
Complex Number Support: Yes

S — S component

column vector

S component of the singular value decomposition, returned as a column vector of length P with positive singular values.

Note that the first (maximum) element of output S is equal to the 2-norm of the matrix A.

If the singular value decomposition calculation fails to converge, the output on port S is an undefined vector of the correct size.

Data Types: single | double

V — V component

matrix

V component of the singular value decomposition, returned as one of these:

• When M = N, V is an M-by-M unitary matrix.

• When M > N, V is an N-by-N unitary matrix.

• When N > M, V is an N-by-M matrix whose columns are the first M columns of a unitary matrix.

If the singular value decomposition calculation fails to converge, the output on port V is an undefined matrix of the correct size.

Dependencies

To enable this port, select the Show ports with U and V matrices check box.

Data Types: single | double
Complex Number Support: Yes

E — Error port

scalar

Failure to converge, returned as one of these:

• 0 — The singular value decomposition calculation converges.

• 1 — The singular value decomposition calculation does not converge.

If the singular value decomposition calculation fails to converge, the output on ports U, S, and V are undefined matrices of the correct size.

Dependencies

To enable this port, select the Show error status port (E) check box.

Data Types: Boolean

Parameters

Show ports with U and V matrices — Show ports with U and V matrices

on (default) | off

Select this check box to enable the U and V output ports.

Show error status port (E) — Show error status port

off (default) | on

Select this check box to enable the output port E, which reports a failure to converge. For more information, see the description for output port E.

Simulate using — Type of simulation to run

Interpreted execution (default) | Code generation

Specify the type of simulation to run. You can set this parameter to:

• Interpreted execution –– Simulate model using the MATLAB^® interpreter. This option shortens startup time.

• Code generation –– Simulate model using generated C code. The first time you run a simulation, Simulink^® generates C code for the block. The C code is reused for subsequent simulations as long as the model does not change. This option requires additional startup time but provides faster subsequent simulations.

Block Characteristics

Data Types	double | single
Direct Feedthrough	no
Multidimensional Signals	no
Variable-Size Signals	no
Zero-Crossing Detection	no

References

[1] Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using Simulink® Coder™.

Version History

Introduced before R2006a