Singular Value Decomposition

Factor matrix using singular value decomposition

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  • Singular Value Decomposition block

Libraries:
DSP System Toolbox / Math Functions / Matrices and Linear Algebra / Matrix Factorizations

Description

The Singular Value Decomposition block factors the M-by-N input matrix A such that

A=U⋅diag(S)⋅V*

where

  • U is an M-by-P matrix

  • V is an N-by-P matrix

  • S is a length-P vector

  • P is defined as min(M,N)

Ports

Input

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Specify the input as an M-by-N matrix. The dimensions of outputs U and V depends on whether M = N, M > N, or M < N. For more information, see the description of the output ports U and V.

Length-N row inputs are treated as length-N columns.

Data Types: single | double
Complex Number Support: Yes

Output

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U component of the singular value decomposition, returned as one of these:

  • When M = N, U is an M-by-M unitary matrix.

  • When M > N, U is an M-by-N matrix whose columns are the first N columns of a unitary matrix.

  • When N > M, U is an M-by-M unitary matrix.

If the singular value decomposition calculation fails to converge, the output on port U is an undefined matrix of the correct size.

Dependencies

To enable this port, select the Show ports with U and V matrices check box.

Data Types: single | double
Complex Number Support: Yes

S component of the singular value decomposition, returned as a column vector of length P with positive singular values.

Note that the first (maximum) element of output S is equal to the 2-norm of the matrix A.

If the singular value decomposition calculation fails to converge, the output on port S is an undefined vector of the correct size.

Data Types: single | double

V component of the singular value decomposition, returned as one of these:

  • When M = N, V is an M-by-M unitary matrix.

  • When M > N, V is an N-by-N unitary matrix.

  • When N > M, V is an N-by-M matrix whose columns are the first M columns of a unitary matrix.

If the singular value decomposition calculation fails to converge, the output on port V is an undefined matrix of the correct size.

Dependencies

To enable this port, select the Show ports with U and V matrices check box.

Data Types: single | double
Complex Number Support: Yes

Failure to converge, returned as one of these:

  • 0 — The singular value decomposition calculation converges.

  • 1 — The singular value decomposition calculation does not converge.

If the singular value decomposition calculation fails to converge, the output on ports U, S, and V are undefined matrices of the correct size.

Dependencies

To enable this port, select the Show error status port (E) check box.

Data Types: Boolean

Parameters

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Select this check box to enable the U and V output ports.

Select this check box to enable the output port E, which reports a failure to converge. For more information, see the description for output port E.

Specify the type of simulation to run. You can set this parameter to:

  • Interpreted execution –– Simulate model using the MATLAB® interpreter. This option shortens startup time.

  • Code generation –– Simulate model using generated C code. The first time you run a simulation, Simulink® generates C code for the block. The C code is reused for subsequent simulations as long as the model does not change. This option requires additional startup time but provides faster subsequent simulations.

Block Characteristics

Data Types

double | single

Direct Feedthrough

no

Multidimensional Signals

no

Variable-Size Signals

no

Zero-Crossing Detection

no

References

[1] Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

Extended Capabilities

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C/C++ Code Generation
Generate C and C++ code using Simulink® Coder™.

Version History

Introduced before R2006a

See Also

Functions

Blocks

Topics