Class BidiagonalSVDbyMR3
- java.lang.Object
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- dev.nm.algebra.linear.matrix.doubles.factorization.svd.mr3.BidiagonalSVDbyMR3
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- All Implemented Interfaces:
SVDDecomposition
public class BidiagonalSVDbyMR3 extends Object implements SVDDecomposition
Given a bidiagonal matrix A, computes the singular value decomposition (SVD) of A, using "Algorithm of Multiple Relatively Robust Representations" (MRRR).
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Constructor Summary
Constructors Constructor Description BidiagonalSVDbyMR3(BidiagonalMatrix A, boolean doUV)Creates a singular value decomposition for a bidiagonal matrix A.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DiagonalMatrixD()Get the D matrix as in SVD decomposition.double[]getSingularValues()Get the normalized, hence positive, singular values.MatrixU()Get the U matrix as in SVD decomposition.MatrixUt()Get the transpose of U, i.e.,U().t().MatrixV()Get the V matrix as in SVD decomposition.MatrixVt()
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Constructor Detail
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BidiagonalSVDbyMR3
public BidiagonalSVDbyMR3(BidiagonalMatrix A, boolean doUV)
Creates a singular value decomposition for a bidiagonal matrix A.- Parameters:
A- the bidiagonal matrix AdoUV-trueif singular vectors are required
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Method Detail
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D
public DiagonalMatrix D()
Description copied from interface:SVDDecompositionGet the D matrix as in SVD decomposition.- Specified by:
Din interfaceSVDDecomposition- Returns:
- D
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getSingularValues
public double[] getSingularValues()
Description copied from interface:SVDDecompositionGet the normalized, hence positive, singular values. They may differ from the values in D if this computation turns off normalization.- Specified by:
getSingularValuesin interfaceSVDDecomposition- Returns:
- the singular values
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U
public Matrix U()
Description copied from interface:SVDDecompositionGet the U matrix as in SVD decomposition.- Specified by:
Uin interfaceSVDDecomposition- Returns:
- U
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V
public Matrix V()
Description copied from interface:SVDDecompositionGet the V matrix as in SVD decomposition.- Specified by:
Vin interfaceSVDDecomposition- Returns:
- V
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Vt
public Matrix Vt()
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Ut
public Matrix Ut()
Description copied from interface:SVDDecompositionGet the transpose of U, i.e.,U().t().- Specified by:
Utin interfaceSVDDecomposition- Returns:
U().t()
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