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.
Type of simulation to run. You can set this parameter to:
Interpreted execution
(default)
Simulate model using the MATLAB^{®} interpreter. This option shortens startup time.
Code generation
Simulate model using generated C code. The first time you run a simulation, Simulink^{®} generates C code for the block. The C code is reused for subsequent simulations, as long as the model does not change. This option requires additional startup time.
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 
Cholesky Factorization  DSP System Toolbox 
LDL Factorization  DSP System Toolbox 
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.