Singular Value Decomposition.
Factorizes the matrix `a` into two unitary matrices ``U`` and ``Vh``, and a 1-D array ``s`` of singular values (real, non-negative) such that ``a == U @ S @ Vh``, where ``S`` is a suitably shaped matrix of zeros with main diagonal ``s``.
Parameters ---------- a : (M, N) array_like Matrix to decompose. full_matrices : bool, optional If True (default), `U` and `Vh` are of shape ``(M, M)``, ``(N, N)``. If False, the shapes are ``(M, K)`` and ``(K, N)``, where ``K = min(M, N)``. compute_uv : bool, optional Whether to compute also ``U`` and ``Vh`` in addition to ``s``. Default is True. overwrite_a : bool, optional Whether to overwrite `a`; may improve performance. Default is False. check_finite : bool, optional Whether to check that the input matrix contains only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. lapack_driver : 'gesdd', 'gesvd'
, optional Whether to use the more efficient divide-and-conquer approach (``'gesdd'``) or general rectangular approach (``'gesvd'``) to compute the SVD. MATLAB and Octave use the ``'gesvd'`` approach. Default is ``'gesdd'``.
.. versionadded:: 0.18
Returns ------- U : ndarray Unitary matrix having left singular vectors as columns. Of shape ``(M, M)`` or ``(M, K)``, depending on `full_matrices`. s : ndarray The singular values, sorted in non-increasing order. Of shape (K,), with ``K = min(M, N)``. Vh : ndarray Unitary matrix having right singular vectors as rows. Of shape ``(N, N)`` or ``(K, N)`` depending on `full_matrices`.
For ``compute_uv=False``, only ``s`` is returned.
Raises ------ LinAlgError If SVD computation does not converge.
See also -------- svdvals : Compute singular values of a matrix. diagsvd : Construct the Sigma matrix, given the vector s.
Examples -------- >>> from scipy import linalg >>> m, n = 9, 6 >>> a = np.random.randn(m, n) + 1.j*np.random.randn(m, n) >>> U, s, Vh = linalg.svd(a) >>> U.shape, s.shape, Vh.shape ((9, 9), (6,), (6, 6))
Reconstruct the original matrix from the decomposition:
>>> sigma = np.zeros((m, n)) >>> for i in range(min(m, n)): ... sigmai, i
= si
>>> a1 = np.dot(U, np.dot(sigma, Vh)) >>> np.allclose(a, a1) True
Alternatively, use ``full_matrices=False`` (notice that the shape of ``U`` is then ``(m, n)`` instead of ``(m, m)``):
>>> U, s, Vh = linalg.svd(a, full_matrices=False) >>> U.shape, s.shape, Vh.shape ((9, 6), (6,), (6, 6)) >>> S = np.diag(s) >>> np.allclose(a, np.dot(U, np.dot(S, Vh))) True
>>> s2 = linalg.svd(a, compute_uv=False) >>> np.allclose(s, s2) True