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JMathLib
A Java Clone of Octave, SciLab, Freemat and Matlab.
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s = svd(A)
[U,S,V]=svd(A)
Calculates the single value decomposition of a matrix
For an m-by-n matrix A with m >= n, the singular value decomposition is
an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and
an n-by-n orthogonal matrix V so that A = U*S*V'.
The singular values, sigma[k] = S[k][k], are ordered so that
sigma[0] >= sigma[1] >= ... >= sigma[n-1].
The singular value decompostion always exists, so the constructor will
never fail. The matrix condition number and the effective numerical
rank can be computed from this decomposition.
SVD([1,2,3;4,5,6;7,8,9]) = [16.848; 1.068; 0]
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