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17 lines
808 B
Text
17 lines
808 B
Text
The singular value decomposition (SVD) is an important factorization
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of a rectangular real matrix
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- see http://en.wikipedia.org/wiki/Singular_value_decomposition.
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Eigendecomposition is the factorization of a matrix into a canonical
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form, whereby the matrix is represented in terms of its eigenvalues
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and eigenvectors
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- see http://en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix.
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This module implements the SVD and Eigen decomposition routines of
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the The C GNU Scientific Library (GSL).
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It provides simple convenience methods in the upper-level
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Math::GSL::Linalg::SVD namespace to perform these operations.
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Alternatively, it also provides direct access to the C routines in
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the Math::GSL::Linalg::SVD::Matrix, Math::GSL::Linalg::SVD::Vector
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and Math::GSL::Linalg::SVD::Eigen namespaces - see METHODS.
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