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Showing content from http://arrayfire.github.io/arrayfire-rust/arrayfire/fn.svd.html below:

arrayfire::svd - Rust

[−][src]Function arrayfire::svd
pub fn svd<T>(input: &Array<T>) -> (Array<T>, Array<T::BaseType>, Array<T>) where
    T: HasAfEnum + FloatingPoint,
    T::BaseType: HasAfEnum

Perform Singular Value Decomposition

This function factorizes a matrix A into two unitary matrices U and Vt, and a diagonal matrix S such that

A = U∗S∗Vt

If A has M rows and N columns, U is of the size M x M , V is of size N x N, and S is of size M x N

A triplet of Arrays.

The first Array is the output array containing U

The second Array is the output array containing the diagonal values of sigma, (singular values of the input matrix))

The third Array is the output array containing V ^ H


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