Class BiDiagonalizationByGolubKahanLanczos

    • Constructor Detail

      • BiDiagonalizationByGolubKahanLanczos

        public BiDiagonalizationByGolubKahanLanczos​(Matrix A)
        Runs the Golub-Kahan-Lanczos bi-diagonalization for a tall matrix.
        Parameters:
        A - the tall matrix
      • BiDiagonalizationByGolubKahanLanczos

        public BiDiagonalizationByGolubKahanLanczos​(Matrix A,
                                                    RandomLongGenerator rlg)
        Runs the Golub-Kahan-Lanczos bi-diagonalization for a tall matrix.
        Parameters:
        A - the tall matrix
        rlg - the random number generator for generation of the first column vector in V
      • BiDiagonalizationByGolubKahanLanczos

        public BiDiagonalizationByGolubKahanLanczos​(Matrix A,
                                                    double epsilon,
                                                    RandomLongGenerator rlg)
        Runs the Golub-Kahan-Lanczos bi-diagonalization for a tall matrix.
        Parameters:
        A - the tall matrix
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        rlg - the random number generator for picking the first column vector in V
    • Method Detail

      • U

        public Matrix U()
        Description copied from interface: BiDiagonalization
        Gets U, where U' = Uk * ... * U1, k = A.nCols(). The dimension of U is m x m.
        Specified by:
        U in interface BiDiagonalization
        Returns:
        U
      • V

        public Matrix V()
        Description copied from interface: BiDiagonalization
        Gets V, where V' = Vk * ... * V1, k = A.nCols() - 2. The dimension of V is n x n.
        Specified by:
        V in interface BiDiagonalization
        Returns:
        V