SVDwrapper

This is a wrapper for the gsl singular value decomposition code.

int callSVD_square(double* matrix, double *eigenvals, double *eigenvects, 
                   const int N)

where matrix in input is the square matrix of size NxN to be factored into USV$^d\rm {T}$ and on output is the matrix U. eigenvals is an array allocated to size N which on output contain S, the variances on the principal axes. eigenvects is an array allocated as NxN which on output contains V, the principal axes (not transposed).




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Last modified: Wednesday, 23-Mar-2022 17:16:48 EDT

HEASARC Home | Observatories | Archive | Calibration | Software | Tools | Students/Teachers/Public

Last modified: 23-Mar-2022