Factor matrix using singular value decomposition
Math Functions / Matrices and Linear Algebra / Matrix Factorizations
dspfactors
The Singular Value Decomposition block factors the MbyN input matrix A such that
$$A=U\cdot diag(S)\cdot {V}^{*}$$
where
U is an MbyP matrix
V is an NbyP matrix
S is a lengthP vector
P is defined as min(M,N)
When
M = N, U and V are both MbyM unitary matrices
M > N, V is an NbyN unitary matrix, and U is an MbyN matrix whose columns are the first N columns of a unitary matrix
N > M, U is an MbyM unitary matrix, and V is an NbyM matrix whose columns are the first M columns of a unitary matrix
In all cases, S is an unoriented vector of positive singular values having length P.
LengthN row inputs are treated as lengthN columns.
Note that the first (maximum) element of output S is equal to the 2norm of the matrix A.
Select to enable the U
and V
output
ports.
Select to enable the E output port, which reports a failure to converge. The possible values you can receive on the port are:
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 at ports U, S, and V are undefined matrices of the correct size.
Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.
Port  Supported Data Types 

A 

U 

S 

V 

E 

Autocorrelation LPC  DSP System Toolbox 
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LU Inverse  DSP System Toolbox 
Pseudoinverse  DSP System Toolbox 
QR Factorization  DSP System Toolbox 
SVD Solver  DSP System Toolbox 
svd  MATLAB 
See Matrix Factorizations for related information.