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TMtx.SVD Method (TMtx, TVec, TMtx, boolean)

Matrix version of SVD. Performs a SVD for each U and V matrices columns in single pass.

Pascal
function SVD(U: TMtx; const S: TVec; V: TMtx; MinSize: boolean = True): TMtx; overload;

U and V will be calculated only, if both are assigned. The following holds true:

A = U*S*Transp(V)

V is returned already transposed.

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