opencv3之SVD

cv::SVD::compute

static void cv::SVD::compute	(	InputArray	src,
		OutputArray	w,
		OutputArray	u,
		OutputArray	vt,
		int	flags = 0
	)

参数：

//A=u*w*vt
src	decomposed matrix
w	calculated singular values
u	calculated left singular vectors
vt	transposed matrix of right singular values
flags	operation flags

flags可以选的参数：

Enumerator	flag
SVD::MODIFY_A	1	allow the algorithm to modify the decomposed matrix; it can save space and speed up processing. currently ignored.
SVD::NO_UV	2	indicates that only a vector of singular values w is to be processed, while u and vt will be set to empty matrices
SVD::FULL_UV	4	when the matrix is not square, by default the algorithm produces u and vt matrices of sufficiently large size for the further A reconstruction; if, however, FULL_UV flag is specified, u and vt will be full-size square orthogonal matrices.

//使用方法
Mat A, w, u, vt;
cv::SVD::compute(A, w, u, vt,SVD::FULL_UV);
cv::SVDecomp(A,w,u,vt,cv::SVD::MODIFY_A | cv::SVD::FULL_UV);

cv::SVDecomp

也是调用的上面函数

void cv::SVDecomp(InputArray src, OutputArray w, OutputArray u, OutputArray vt, int flags)
{
    CV_INSTRUMENT_REGION()

    SVD::compute(src, w, u, vt, flags);
}

SVD计算方法

奇异值分解定义：

有一个m×n的实数矩阵A，我们想要把它分解成如下的形式：
$$A=U\Sigma V^T$$
其中U和V均为单位正交阵

具体计算可以参考：https://byjiang.com/2017/11/18/SVD/

或者：奇异值分解与应用

主要利用如下性质：
$$\begin{gathered} A{A}^T=U\Sigma V^{T}V{\Sigma }^T{U}^T=U\Sigma {\Sigma }^T{U}^T \\ {A}^{T}A=V{\Sigma }^T{U}^{T}U\Sigma V^T=V{\Sigma }^T\Sigma V^T \end{gathered}$$

$$\Sigma {\Sigma }^T=\left[\begin{array}{cccc}{\sigma }_1^2& 0& \cdots & 0\\ 0& {\sigma }_2^2& \cdots & 0\\ ⋮& ⋮& \ddots & ⋮\\ 0& 0& \cdots & {\sigma }_m^2\end{array}\right],{\Sigma }^T\Sigma =\left[\begin{array}{cccc}{\sigma }_1^2& 0& \cdots & 0\\ 0& {\sigma }_2^2& \cdots & 0\\ ⋮& ⋮& \ddots & ⋮\\ 0& 0& \cdots & {\sigma }_n^2\end{array}\right]$$

参考

https://docs.opencv.org/3.1.0/d2/de8/group__core__array.html#gab477b5b7b39b370bb03e75b19d2d5109

SVD(奇异值分解)算法及其评估

https://wenku.baidu.com/view/38693ef2e109581b6bd97f19227916888486b916.html?rec_flag=default&sxts=1563780499924