|
Parallel Colt 0.9.4 | |||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectcern.colt.matrix.tdouble.algo.decomposition.DenseDoubleSingularValueDecomposition
public class DenseDoubleSingularValueDecomposition
For an m x n matrix A, the singular value decomposition is an m x m orthogonal matrix U, an m x n diagonal matrix S, and an n x n orthogonal matrix V so that A = U*S*V'.
The singular values, sigma[k] = S[k][k], are ordered so that sigma[0] >= sigma[1] >= ... >= sigma[min(m-1,n-1)].
This implementation uses the divide-and-conquer algorithm (dgesdd) from LAPACK.
Constructor Summary | |
---|---|
DenseDoubleSingularValueDecomposition(DoubleMatrix2D A,
boolean wantUV,
boolean wantWholeUV)
Constructs and returns a new singular value decomposition object; The decomposed matrices can be retrieved via instance methods of the returned decomposition object. |
Method Summary | |
---|---|
double |
cond()
Returns the two norm condition number, which is max(S) / min(S). |
org.netlib.util.intW |
getInfo()
Returns the output flag |
DoubleMatrix2D |
getS()
Returns the diagonal matrix of singular values. |
double[] |
getSingularValues()
Returns the diagonal of S, which is a one-dimensional array of singular values |
DoubleMatrix2D |
getU()
Returns the left singular vectors U. |
DoubleMatrix2D |
getV()
Returns the right singular vectors V. |
double |
norm2()
Returns the two norm, which is max(S). |
int |
rank()
Returns the effective numerical matrix rank, which is the number of nonnegligible singular values. |
String |
toString()
Returns a String with (propertyName, propertyValue) pairs. |
Methods inherited from class java.lang.Object |
---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
---|
public DenseDoubleSingularValueDecomposition(DoubleMatrix2D A, boolean wantUV, boolean wantWholeUV)
A
- rectangular matrixwantUV
- if true then all matrices (U, S, V') are computed; otherwise
only S is computedwantWholeUV
- if true then all m columns of U and all n rows of V' are
computed; otherwise only the first min(m,n) columns of U and
the first min(m,n) rows of V' are computedMethod Detail |
---|
public double cond()
public DoubleMatrix2D getS()
public double[] getSingularValues()
public DoubleMatrix2D getU()
public DoubleMatrix2D getV()
public org.netlib.util.intW getInfo()
public double norm2()
public int rank()
public String toString()
rank : 3 trace : 0
toString
in class Object
|
Parallel Colt 0.9.4 | |||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |