Singular value decomposition: Difference between revisions

=={{header|Go}}==

{{libheader|gonum}}

The SVD.Factorize method can decompose any m x n matrix though the example here is for a 2 x 2 matrix.

<syntaxhighlight lang="go"><package main

import (

"fmt"

"gonum.org/v1/gonum/mat"

"log"

)

func matPrint(m mat.Matrix) {

fa := mat.Formatted(m, mat.Prefix(""), mat.Squeeze())

fmt.Printf("%13.10f\n", fa)

}

func main() {

var svd mat.SVD

a := mat.NewDense(2, 2, []float64{3, 0, 4, 5})

ok := svd.Factorize(a, mat.SVDFull)

if !ok {

log.Fatal("Something went wrong!")

}

u := mat.NewDense(2, 2, nil)

svd.UTo(u)

fmt.Println("U:")

matPrint(u)

values := svd.Values(nil)

sigma := mat.NewDense(2, 2, []float64{values[0], 0, 0, values[1]})

fmt.Println("\nΣ:")

matPrint(sigma)

vt := mat.NewDense(2, 2, nil)

svd.VTo(vt)

fmt.Println("\nVT:")

matPrint(vt)

}</syntaxhighlight>

{{out}}

<pre>

U:

⎡-0.3162277660 -0.9486832981⎤

⎣-0.9486832981 0.3162277660⎦

Σ:

⎡6.7082039325 0.0000000000⎤

⎣0.0000000000 2.2360679775⎦

VT:

⎡-0.7071067812 -0.7071067812⎤

⎣-0.7071067812 0.7071067812⎦

</pre>