Singular Value Decomposition
Factor matrix using singular value decomposition
Libraries:
DSP System Toolbox /
Math Functions /
Matrices and Linear Algebra /
Matrix Factorizations
Description
The Singular Value Decomposition block factors the MbyN input matrix A such that
$$A=U\cdot diag(S)\cdot {V}^{*}$$
where
U is an MbyP matrix
V is an NbyP matrix
S is a lengthP vector
P is defined as min(M,N)
Ports
Input
Output
Parameters
Block Characteristics
Data Types 

Direct Feedthrough 

Multidimensional Signals 

VariableSize Signals 

ZeroCrossing Detection 

References
[1] Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.
Extended Capabilities
Version History
Introduced before R2006a
See Also
Functions
Blocks
 Autocorrelation LPC  Cholesky Factorization  LDL Factorization  LU Inverse  Pseudoinverse  QR Factorization  SVD Solver