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scipy.linalg.diagsvd

scipy.linalg.diagsvd(s, M, N)

Construct the sigma matrix in SVD from singular values and size M,N.

Parameters :

s : array, shape (M,) or (N,)

Singular values

M : integer

N : integer

Size of the matrix whose singular values are s

Returns :

S : array, shape (M, N)

The S-matrix in the singular value decomposition