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document order of svdvals
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fredrikekre committed May 30, 2017
1 parent 0e8408f commit edede50
Showing 1 changed file with 3 additions and 6 deletions.
9 changes: 3 additions & 6 deletions base/linalg/svd.jl
Original file line number Diff line number Diff line change
Expand Up @@ -15,10 +15,6 @@ SVD(U::AbstractArray{T}, S::Vector{Tr}, Vt::AbstractArray{T}) where {T,Tr} = SVD
`svdfact!` is the same as [`svdfact`](@ref), but saves space by
overwriting the input `A`, instead of creating a copy.
If `thin=true` (default), a thin SVD is returned. For a ``M \\times N`` matrix
`A`, `U` is ``M \\times M`` for a full SVD (`thin=false`) and
``M \\times \\min(M, N)`` for a thin SVD.
"""
function svdfact!(A::StridedMatrix{T}; thin::Bool=true) where T<:BlasFloat
m,n = size(A)
Expand All @@ -38,6 +34,7 @@ Compute the singular value decomposition (SVD) of `A` and return an `SVD` object
`U`, `S`, `V` and `Vt` can be obtained from the factorization `F` with `F[:U]`,
`F[:S]`, `F[:V]` and `F[:Vt]`, such that `A = U*diagm(S)*Vt`.
The algorithm produces `Vt` and hence `Vt` is more efficient to extract than `V`.
The singular values in `S` are sorted in descending order.
If `thin=true` (default), a thin SVD is returned. For a ``M \\times N`` matrix
`A`, `U` is ``M \\times M`` for a full SVD (`thin=false`) and
Expand Down Expand Up @@ -74,7 +71,7 @@ svdfact(x::Integer; thin::Bool=true) = svdfact(float(x), thin=thin)
svd(A, thin::Bool=true) -> U, S, V
Computes the SVD of `A`, returning `U`, vector `S`, and `V` such that
`A == U*diagm(S)*V'`.
`A == U*diagm(S)*V'`. The singular values in `S` are sorted in descending order.
If `thin=true` (default), a thin SVD is returned. For a ``M \\times N`` matrix
`A`, `U` is ``M \\times M`` for a full SVD (`thin=false`) and
Expand Down Expand Up @@ -136,7 +133,7 @@ svdvals(A::AbstractMatrix{<:BlasFloat}) = svdvals!(copy(A))
"""
svdvals(A)
Returns the singular values of `A`.
Returns the singular values of `A` in descending order.
# Example
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