the matrix to be deflated/decomposed
Deflate matrix 'a' and decompose it into 'u * s * v.t', where 'u's columns are the eigenvectors of 'a * a.t' and 'v's columns are the eigenvectors of 'a.t * a'.
Factor matrix 'a' forming a diagonal matrix consisting of singular values and return the singular values in a vector.
The
SVD2
class performs Single Value Decompositions (SVDs) using theEigen
class. For a direct, more robust algorithm that is less sensitive to round-off errors,the
SVD
class.