Statistica Visual Basic Library of Matrix Functions - MatrixSingularValues (Matrix, SingularValues)

Parameter Description
Matrix name of source data matrix(m,n) (see Arrays in functions)
SingularValues vector(n) to contain singular values computed from source matrix (see Arrays in functions)

The MatrixSingularValues function will compute the singular values for the specified Matrix(m,n) (see also Arrays in functions) into the vector SingularValues(n). If the Matrix is of reduced rank, that is, it has some columns or rows that are linear combinations of other columns or rows, then the vector SingularValues will contain as many non-zero singular values as there are independent column/row vectors. Thus, the number of positive singular values in the vector SingularValues is equal to the rank of the source Matrix (for further discussion, see also MatrixSingularValuesDecomp).

Related topics
MatrixSingularValuesDecomp, MatrixRank. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see Statistica Visual Basic library of matrix functions.