SVD

 

 Singular value decomposition.

  [U,S,V] = SVD(X) produces a diagonal matrix S, of the same 

  dimension as X and with nonnegative diagonal elements in

  decreasing order, and unitary matrices U and V so that

  X = U*S*V'.

 

 

  By itself, SVD(X) returns a vector containing diag(S).

 

 

  [U,S,V] = SVD(X,0) produces the "economy size"

  decomposition. If X is m-by-n with m > n, then only the

  first n columns of U are computed and S is n-by-n.