Linear Algebra and the C Language/a0mn


The singular values

The singular values are the absolute values of the eigenvalues of a normal matrix A... Wikipedia: Singular value

The function

The eigenvalues ​​of a symmetric matrix

The coefficients of the matrices (AT A) and (A AT)

The eigenvalues ​​of an (A_T A) are always positive.

The square root of each eigenvalue are the singular values.

The singular values of (AT A) and (A AT).

Code study

The function: **sqrt_svd_mR(double **A,double **sqrtA);

The function: double **svds_mR(double **A,double **SvdValue);