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8b67c07 · Jan 12, 2019

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eigen

README.md

Eigen

https://eigen.tuxfamily.org/

Tested on Eigen 3.3.4.

SVD

Calculate the SVD decomposition: https://en.wikipedia.org/wiki/Singular-value_decomposition

./svd.out

Output:

E
9.52552
0.5143

U
0.229848 -0.883461  0.408249
0.524745 -0.240783 -0.816496
0.819642  0.401896  0.408248

UU'
        1 -5.96046e-08  5.96046e-08
-5.96046e-08            1  5.96046e-08
5.96046e-08  5.96046e-08            1

V
0.61963 0.784894
0.784894 -0.61963

VV'
1 0
0 1

least squares
-1.33333
1.08333

This shows how U and V are unitary.