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
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
Output
Parameters
Block Characteristics
Data Types |
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Direct Feedthrough |
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Multidimensional Signals |
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Variable-Size Signals |
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Zero-Crossing Detection |
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References
[1] Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.
Extended Capabilities
Version History
Introduced before R2006a
See Also
Functions
Blocks
- Autocorrelation LPC | Cholesky Factorization | LDL Factorization | LU Inverse | Pseudoinverse | QR Factorization | SVD Solver