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| | GPS ToolKit Software Library: SVD Class Template Reference (Site not responding. Last check: 2007-10-11) |
 | | Given a matrix A [m,n], the SVD of A = U*S*transpose(V), where U is [m,m], V is [n,n], and S is [m,n] (like A). |
 | | The singular values may be sorted, as the SVD is invariant under a consistent re-ordering of {singular values / columns of U / columns of V}. |
 | | If some of the singular values are zero, the 'generalized inverse' of A may be formed by editing the singular values in this way: if the ratio of S[i] to S[0] (where S[0] is the largest singular value) is bigger than some tolerance (1.e-7 is good), then 1/S[i] is set to zero in the inverse. |
| gpstk.sourceforge.net /doxygen/classgpstk_1_1SVD.html (400 words) |
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