public class SymmetricQRAlgorithm extends Object implements Spectrum
| Constructor and Description |
|---|
SymmetricQRAlgorithm(Matrix A)
Runs the QR algorithm on a symmetric matrix.
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SymmetricQRAlgorithm(Matrix A,
double epsilon)
Runs the QR algorithm on a symmetric matrix.
|
SymmetricQRAlgorithm(Matrix A,
double epsilon,
int maxIterations)
Runs the QR algorithm on a symmetric matrix.
|
| Modifier and Type | Method and Description |
|---|---|
Matrix |
D()
Gets the D matrix as in the real Schur canonical form Q'AQ = D.
|
List<Double> |
getEigenvalues()
Get all the eigenvalues.
|
List<Vector> |
getEigenvectors()
Gets the eigenvectors of A, which are the columns of Q.
|
List<GivensMatrix> |
Gs()
Gets the list of Gk's produced in the process of diagonalizing the
tridiagonal matrix.
|
Matrix |
Q()
Gets the Q matrix as in Q'AQ = D, where D is diagonal and Q is
orthogonal.
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public SymmetricQRAlgorithm(Matrix A)
A - a symmetric matrixIllegalArgumentException - if A is not symmetricpublic SymmetricQRAlgorithm(Matrix A, double epsilon)
A - a symmetric matrixepsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0public SymmetricQRAlgorithm(Matrix A, double epsilon, int maxIterations)
A - a symmetric matrixepsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationsIllegalArgumentException - if A is not symmetricpublic List<Double> getEigenvalues()
getEigenvalues in interface Spectrumpublic List<GivensMatrix> Gs()
public Matrix Q()
public Matrix D()
public List<Vector> getEigenvectors()
getEigenvalues().Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.