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_like, shape (M,) or (N,)

Singular values

M : int

Size of the matrix whose singular values are s.

N : int

Size of the matrix whose singular values are s.

Returns :

S : array, shape (M, N)

The S-matrix in the singular value decomposition