public class EigenDecomposition extends Object
Constructor and Description |
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EigenDecomposition(Matrix A)
Runs the eigen decomposition on a square matrix.
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EigenDecomposition(Matrix A,
double epsilon)
Runs the eigen decomposition on a square matrix.
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Modifier and Type | Method and Description |
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DiagonalMatrix |
D()
Get the diagonal matrix D as in Q * D * Q' = A.
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Matrix |
Q()
Get Q as in Q * D * Q' = A.
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Matrix |
Qt()
Get Q' as in Q * D * Q' = A.
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public EigenDecomposition(Matrix A)
A
- a square, diagonalizable matrixpublic EigenDecomposition(Matrix A, double epsilon)
A
- a square, diagonalizable matrixepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0public DiagonalMatrix D()
public Matrix Q()
public Matrix Qt()
Q.t()
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