svd() [2/2]

template<typename EigMat , require_rev_matrix_t< EigMat > * = nullptr>

auto stan::math::svd ( const EigMat &  m )

inline

Given input matrix m, return the singular value decomposition (U,D,V) such that m = U*diag(D)*V^{T}

Adjoint update equation comes from Equation (4) in Differentiable Programming Tensor Networks(H. Liao, J. Liu, et al., arXiv:1903.09650).

Template Parameters

EigMat

type of input matrix

Parameters

m	MxN input matrix

Returns

a tuple (U,D,V) where U is an orthogonal matrix, D a vector of singular values (in decreasing order), and V an orthogonal matrix

Definition at line 27 of file svd.hpp.