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Singular value decomposition #1

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robertogiachetta opened this issue Sep 16, 2016 · 0 comments
Open

Singular value decomposition #1

robertogiachetta opened this issue Sep 16, 2016 · 0 comments
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Kind: Feature New feature or request Target: Numerics Issues related to the Numerics module of AEGIS

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@robertogiachetta
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robertogiachetta commented Sep 16, 2016 •
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Singular value decomposition (SVD) is a factorization of a matrix with multiple applications such as solving linear equations, total least squares minimization, etc.

See: https://en.wikipedia.org/wiki/Singular_value_decomposition

Add SingularValueDecomposition class to the Numerics.LinearAlgebra namespace with a similar style as other decomposition classes in the namespace. Support for applications in the form of static methods should also be added.
@robertogiachetta robertogiachetta added Target: Numerics Issues related to the Numerics module of AEGIS Kind: Feature New feature or request labels Sep 16, 2016
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