svd - 2023.2 English

Vitis Libraries

Release Date
2023.2 English
#include "xf_fintech/jacobi_svd.hpp"
template <
    typename dataType,
    int diagSize
void svd (
    dataType dataA [diagSize][diagSize],
    dataType sigma2 [diagSize][diagSize],
    dataType dataU_out2 [diagSize][diagSize],
    dataType dataV_out2 [diagSize][diagSize]

Jacobi Singular Value Decomposition (SVD).


dataType data type.
diagSize matrix size.
dataA diagSize x diagSize matrix
sigma2 the decomposed diagonal matrix of dataA
dataU_out2 the left U matrix of dataA
dataV_out2 the right V matrix of dataA