public class SymmetricSVD extends Object implements SVDDecomposition
SymmetricQRAlgorithm| Constructor and Description |
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SymmetricSVD(Matrix A)
Calculates the SVD of A.
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SymmetricSVD(Matrix A,
double epsilon)
Calculates the SVD of A.
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| Modifier and Type | Method and Description |
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DiagonalMatrix |
D()
Returns the matrix D as in A=UDV'.
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double[] |
getSingularValues()
Returns the singular values (same as the eigenvalues) of A.
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ImmutableMatrix |
U()
Returns the matrix U as in A=UDV'.
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ImmutableMatrix |
Ut()
Returns the matrix U' as in A=UDV'.
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ImmutableMatrix |
V()
Returns the matrix V as in A=UDV'.
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public SymmetricSVD(Matrix A)
A - a symmetric matrixIllegalArgumentException - if A is not square or if A is not symmetricpublic SymmetricSVD(Matrix A, double epsilon)
A - a symmetric matrixepsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0IllegalArgumentException - if A is not square or if A is not symmetricpublic ImmutableMatrix Ut()
Ut in interface SVDDecompositionpublic ImmutableMatrix U()
U in interface SVDDecompositionpublic double[] getSingularValues()
getSingularValues in interface SVDDecompositionpublic ImmutableMatrix V()
V in interface SVDDecompositionpublic DiagonalMatrix D()
D in interface SVDDecompositionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.