Y is a simple numeric matrix.
The result R is a 4 element vector whose elements are as follows.
| [1] | U | a unitary matrix |
| [2] | S | a diagonal matrix |
| [3] | V | a unitary matrix |
| [4] | f | a Boolean flag indicating whether the algorithm converged (1)or not (0) |
This function computes a factorisation of the matrix Y such that:
Y ≡ U +.× S +.× ⍉+V
This can be useful for analysing matrices for which ⌹ cannot compute an inverse, because they are singular or nearly singular.
For further information, see https://en.wikipedia.org/wiki/Singular_value_decomposition.