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java.lang.Objectjml.matlab.utils.SingularValueDecompositionImpl
public class SingularValueDecompositionImpl
Calculates the compact Singular Value Decomposition of a matrix.
The Singular Value Decomposition of matrix A is a set of three matrices: U, Σ and V such that A = U × Σ × VT. Let A be a m × n matrix, then U is a m × p orthogonal matrix, Σ is a p × p diagonal matrix with positive or null elements, V is a p × n orthogonal matrix (hence VT is also orthogonal) where p=min(m,n).
Nested Class Summary | |
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private static class |
SingularValueDecompositionImpl.Solver
Specialized solver. |
Field Summary | |
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protected org.apache.commons.math.linear.RealMatrix |
cachedS
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protected org.apache.commons.math.linear.RealMatrix |
cachedU
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protected org.apache.commons.math.linear.RealMatrix |
cachedUt
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protected org.apache.commons.math.linear.RealMatrix |
cachedV
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protected org.apache.commons.math.linear.RealMatrix |
cachedVt
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private int |
m
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private int |
n
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private double[] |
s
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private boolean |
transposed
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Constructor Summary | |
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SingularValueDecompositionImpl(org.apache.commons.math.linear.RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix. |
Method Summary | |
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double |
getConditionNumber()
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org.apache.commons.math.linear.RealMatrix |
getCovariance(double minSingularValue)
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double |
getNorm()
Two norm |
int |
getRank()
|
org.apache.commons.math.linear.RealMatrix |
getS()
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double[] |
getSingularValues()
|
org.apache.commons.math.linear.DecompositionSolver |
getSolver()
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org.apache.commons.math.linear.RealMatrix |
getU()
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org.apache.commons.math.linear.RealMatrix |
getUT()
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org.apache.commons.math.linear.RealMatrix |
getV()
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org.apache.commons.math.linear.RealMatrix |
getVT()
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private double |
hypot(double a,
double b)
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Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private double[] s
private int m
private int n
private boolean transposed
protected org.apache.commons.math.linear.RealMatrix cachedU
protected org.apache.commons.math.linear.RealMatrix cachedUt
protected org.apache.commons.math.linear.RealMatrix cachedS
protected org.apache.commons.math.linear.RealMatrix cachedV
protected org.apache.commons.math.linear.RealMatrix cachedVt
Constructor Detail |
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public SingularValueDecompositionImpl(org.apache.commons.math.linear.RealMatrix matrix)
matrix
- Matrix to decompose.Method Detail |
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private double hypot(double a, double b)
public org.apache.commons.math.linear.RealMatrix getU()
getU
in interface org.apache.commons.math.linear.SingularValueDecomposition
public org.apache.commons.math.linear.RealMatrix getV()
getV
in interface org.apache.commons.math.linear.SingularValueDecomposition
public org.apache.commons.math.linear.RealMatrix getUT()
getUT
in interface org.apache.commons.math.linear.SingularValueDecomposition
public org.apache.commons.math.linear.RealMatrix getVT()
getVT
in interface org.apache.commons.math.linear.SingularValueDecomposition
public double[] getSingularValues()
getSingularValues
in interface org.apache.commons.math.linear.SingularValueDecomposition
public org.apache.commons.math.linear.RealMatrix getS()
getS
in interface org.apache.commons.math.linear.SingularValueDecomposition
public double getNorm()
getNorm
in interface org.apache.commons.math.linear.SingularValueDecomposition
public org.apache.commons.math.linear.RealMatrix getCovariance(double minSingularValue)
getCovariance
in interface org.apache.commons.math.linear.SingularValueDecomposition
public org.apache.commons.math.linear.DecompositionSolver getSolver()
getSolver
in interface org.apache.commons.math.linear.SingularValueDecomposition
public double getConditionNumber()
getConditionNumber
in interface org.apache.commons.math.linear.SingularValueDecomposition
public int getRank()
getRank
in interface org.apache.commons.math.linear.SingularValueDecomposition
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