public class SymmetricSVD extends Object implements SVDDecomposition
SymmetricQRAlgorithm
Constructor and Description |
---|
SymmetricSVD(Matrix A)
Calculates the SVD of A.
|
SymmetricSVD(Matrix A,
double epsilon)
Calculates the SVD of A.
|
Modifier and Type | Method and Description |
---|---|
DiagonalMatrix |
D()
Returns the matrix D as in A=UDV'.
|
double[] |
getSingularValues()
Returns the singular values (same as the eigenvalues) of A.
|
ImmutableMatrix |
U()
Returns the matrix U as in A=UDV'.
|
ImmutableMatrix |
Ut()
Returns the matrix U' as in A=UDV'.
|
ImmutableMatrix |
V()
Returns the matrix V as in A=UDV'.
|
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 SVDDecomposition
public ImmutableMatrix U()
U
in interface SVDDecomposition
public double[] getSingularValues()
getSingularValues
in interface SVDDecomposition
public ImmutableMatrix V()
V
in interface SVDDecomposition
public DiagonalMatrix D()
D
in interface SVDDecomposition
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.