Package dev.nm.algebra.linear.matrix.doubles.factorization.diagonalization

Interface Summary Interface Description BiDiagonalization Given a tall (m x n) matrix A, where m ≥ n, find orthogonal matrices U and V such that U' * A * V = B. 
Class Summary Class Description BiDiagonalizationByGolubKahanLanczos This implementation uses GolubKahanLanczos algorithm with reorthogonalization.BiDiagonalizationByHouseholder Given a tall (m x n) matrix A, where m ≥ n, we find orthogonal matrices U and V such that U' * A * V = B.SymmetricTridiagonalDecomposition Given a square, symmetric matrix A, we find Q such that Q' * A * Q = T , where T is a tridiagonal matrix.TriDiagonalization A tridiagonal matrix A is a matrix such that it has nonzero elements only in the main diagonal, the first diagonal below, and the first diagonal above.