Svdon

Svdon is a command-line utility used for performing singular value decomposition (SVD) on matrices. It is part of the GNU Scientific Library (GSL), a numerical library for C and C++ programmers. SVD is a factorization of a real or complex matrix that generalizes the eigendecomposition of a square normal matrix to any m-by-n matrix via an extension of the polar decomposition. The SVD of an m-by-n matrix A is a factorization of the form A = UΣV*, where U is an m-by-m unitary matrix, Σ is an m-by-n diagonal matrix with non-negative real numbers on the diagonal, and V* (the conjugate transpose of V) is an n-by-n unitary matrix. The columns of U and V are called the left-singular vectors and right-singular vectors of A, respectively, and the diagonal entries of Σ are known as the singular values of A. Svdon is used in various applications such as data compression, noise reduction, and solving linear least squares problems. It is designed to be efficient and accurate, making it a valuable tool for numerical computations. The utility can be used with various options to control the behavior of the SVD computation, such as specifying the range of singular values to compute or the tolerance for convergence.