Class SVDbyMR3
- java.lang.Object
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- dev.nm.algebra.linear.matrix.doubles.factorization.svd.mr3.SVDbyMR3
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- All Implemented Interfaces:
SVDDecomposition
public class SVDbyMR3 extends Object implements SVDDecomposition
Given a matrix A, computes its singular value decomposition (SVD), using "Algorithm of Multiple Relatively Robust Representations" (MRRR).
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DiagonalMatrix
D()
Get the D matrix as in SVD decomposition.double[]
getSingularValues()
Get the normalized, hence positive, singular values.Matrix
U()
Get the U matrix as in SVD decomposition.Matrix
Ut()
Get the transpose of U, i.e.,U().t()
.Matrix
V()
Get the V matrix as in SVD decomposition.Matrix
Vt()
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Constructor Detail
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SVDbyMR3
public SVDbyMR3(Matrix A, boolean doUV)
Creates a singular value decomposition for a matrix A.- Parameters:
A
- the matrix AdoUV
-true
if singular vectors are required
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Method Detail
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D
public DiagonalMatrix D()
Description copied from interface:SVDDecomposition
Get the D matrix as in SVD decomposition.- Specified by:
D
in interfaceSVDDecomposition
- Returns:
- D
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getSingularValues
public double[] getSingularValues()
Description copied from interface:SVDDecomposition
Get the normalized, hence positive, singular values. They may differ from the values in D if this computation turns off normalization.- Specified by:
getSingularValues
in interfaceSVDDecomposition
- Returns:
- the singular values
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U
public Matrix U()
Description copied from interface:SVDDecomposition
Get the U matrix as in SVD decomposition.- Specified by:
U
in interfaceSVDDecomposition
- Returns:
- U
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V
public Matrix V()
Description copied from interface:SVDDecomposition
Get the V matrix as in SVD decomposition.- Specified by:
V
in interfaceSVDDecomposition
- Returns:
- V
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Vt
public Matrix Vt()
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Ut
public Matrix Ut()
Description copied from interface:SVDDecomposition
Get the transpose of U, i.e.,U().t()
.- Specified by:
Ut
in interfaceSVDDecomposition
- Returns:
U().t()
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