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Rwave (version 1.2)

SVD: Singular Value Decomposition

Description

Computes singular value decomposition of a matrix.

Usage

SVD(a)

Arguments

a
input matrix.

Value

  • a structure containing the 3 matrices of the singular value decomposition of the input.

Details

Rinterface for Numerical Recipes singular value decomposition routine.

References

See discussions in the text of "Time-Frequency Analysis''.