joannetang

joannetang / SVD / 0.1.0

README.md
Reduced Singular Value Decomposition

For more information on SVD, see: 

Sample matrix comes from:

This algorithm computes the reduced singular value decomposition. For more information on the difference between reduced SVD and full SVD see:

Input: Object of class double[][] representing the matrix to decompose

Output: Object of class Map<String, double[][]> containing 4 keys:
"U" - m by n matrix with orthonormal columns, 
"Sigma" - n by n diagonal matrix,
"V" - n by n unitary matrix with orthonormal columns,
"singularValues" - the singular values