Singular |
The MatrixMathSingularValueDecomposition type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | Condition | Gets the condition number of the matrix, defined as the ratio of the largest singular value to the smallest. |
| Diagonal | Gets the array of singular values. |
| HatDiagonal |
Returns the Hat diagonal. The hat diagonal is the diagonal of the Hat
matrix, which is defined as
T -1 T T
H = X (X X) X = U U
|
| Norm2 | Gets the 2-norm of the matrix, which is the largest singular value. |
| Rank | Gets the rank of the matrix, which is the number of singular values greater than a small threshold. |
| U | Gets the left singular vectors matrix. |
| V | Gets the right singular vectors matrix. |
See Also