class Bidiagonal2 extends Error
The Bidiagonal2 class is used to creates a bidiagonal matrix for matrix 'a'.
It uses the Householder Bidiagonalization Algorithm to compute orthogonal
matrices 'u' and 'v' such that
u.t * a * v = b a = u * b * v.t
where matrix 'b' is bidiagonal, i.e, it will only have non-zero elements on its main diagonal and its super-diagonal (the diagonal above the main).
u is an m-by-n matrix
b is an n-by-n matrix (bidiagonal - FIX: use BidMatrixD)
v is an n-by-n matrix
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- def bidiagonalize(): (MatrixD, MatrixD, MatrixD)
Use the Householder Bidiagonalization Algorithm to compute orthogonal matrices 'u' and 'v' such that 'u.t * a * v = b' where matrix 'b' is bidiagonal.
Use the Householder Bidiagonalization Algorithm to compute orthogonal matrices 'u' and 'v' such that 'u.t * a * v = b' where matrix 'b' is bidiagonal. This implementation computes 'b' in-place overwriting matrix 'a'.
- See also
Matrix Computations: Algorithm 5.4.2 Householder Bidiagonalization
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