DriftCapture · function

svdN

One-sided Jacobi: m, rows × cols row-major with rows ≥ cols, into u (rows × cols), s (cols, falling) and v (cols × cols), where m = u · diag(s) · vᵀ.

Explained in DriftCapture.

function svdN(m: Float64Array, rows: number, cols: number, u: Float64Array, s: Float64Array, v: Float64Array): void
import { svdN } from '@driftengine/capture';

Parameters

ParameterTypeDescription
mFloat64Array
rowsnumber
colsnumber
uFloat64Array
sFloat64Array
vFloat64Array