D6. 特異値分解 (SVD)

関数
Sub	Dgejsv (Joba As String, Jobu As String, Jobv As String, Jobr As String, Jobt As String, Jobp As String, M As Long, N As Long, A() As Double, S() As Double, U() As Double, V() As Double, Info As Long, Optional Scale0 As Double, Optional Scale1 As Double, Optional Ns As Long, Optional SCond As Double, Optional Nrank As Long)
	特異値分解 (SVD) (前処理付きヤコビ SVDアルゴリズム)
Sub	Dgesdd (Jobz As String, M As Long, N As Long, A() As Double, S() As Double, U() As Double, Vt() As Double, Info As Long)
	(分割統治法ドライバ) 特異値分解 (SVD)
Sub	Dgesvd (Jobu As String, Jobvt As String, M As Long, N As Long, A() As Double, S() As Double, U() As Double, Vt() As Double, Info As Long)
	(シンプルドライバ) 特異値分解 (SVD)
Sub	Dgesvdq (Joba As String, Jobp As String, Jobr As String, Jobu As String, Jobv As String, M As Long, N As Long, A() As Double, S() As Double, U() As Double, V() As Double, Numrank As Long, Info As Long, Optional Cond As Double)
	特異値分解 (SVD) (前処理付きQR法)
Sub	Dgesvdx (Jobu As String, Jobvt As String, Range As String, M As Long, N As Long, A() As Double, Vl As Double, Vu As Double, Il As Long, Iu As Long, Ns As Long, S() As Double, U() As Double, Vt() As Double, Info As Long)
	(エキスパートドライバ) 特異値分解 (SVD)
Sub	Dggsvd3 (Jobu As String, Jobv As String, Jobq As String, M As Long, N As Long, P As Long, K As Long, L As Long, A() As Double, B() As Double, Alpha() As Double, Beta() As Double, U() As Double, V() As Double, Q() As Double, Info As Long)
	一般化特異値分解 (GSVD)

詳解

D6. 特異値分解 (SVD) プログラムを表示しています.