org.ejml.alg.dense.decomposition.eig

Class SymmetricQRAlgorithmDecomposition_D64

java.lang.Object

org.ejml.alg.dense.decomposition.eig.SymmetricQRAlgorithmDecomposition_D64

All Implemented Interfaces:

org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DenseMatrix64F>, org.ejml.interfaces.decomposition.EigenDecomposition<org.ejml.data.DenseMatrix64F>

public class SymmetricQRAlgorithmDecomposition_D64
extends java.lang.Object
implements org.ejml.interfaces.decomposition.EigenDecomposition<org.ejml.data.DenseMatrix64F>

Computes the eigenvalues and eigenvectors of a real symmetric matrix using the symmetric implicit QR algorithm. Inside each iteration a QR decomposition of A_i-p_iI is implicitly computed.

This implementation is based on the algorithm is sketched out in:
David S. Watkins, "Fundamentals of Matrix Computations," Second Edition. page 377-385

See Also:

SymmetricQrAlgorithm, TridiagonalDecompositionHouseholder_D64

Constructor Summary

Constructors

Constructor and Description
SymmetricQRAlgorithmDecomposition_D64(boolean computeVectors)
SymmetricQRAlgorithmDecomposition_D64(org.ejml.interfaces.decomposition.TridiagonalSimilarDecomposition<org.ejml.data.DenseMatrix64F> decomp, boolean computeVectors)

Method Summary

Modifier and Type	Method and Description
boolean	decompose(org.ejml.data.DenseMatrix64F orig) Decomposes the matrix using the QR algorithm.
org.ejml.data.Complex64F	getEigenvalue(int index)
org.ejml.data.DenseMatrix64F	getEigenVector(int index)
int	getNumberOfEigenvalues()
boolean	inputModified()
void	setComputeVectorsWithValues(boolean computeVectorsWithValues)
void	setMaxIterations(int max) Used to limit the number of internal QR iterations that the QR algorithm performs.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SymmetricQRAlgorithmDecomposition_D64

public SymmetricQRAlgorithmDecomposition_D64(org.ejml.interfaces.decomposition.TridiagonalSimilarDecomposition<org.ejml.data.DenseMatrix64F> decomp,
                                             boolean computeVectors)

SymmetricQRAlgorithmDecomposition_D64

public SymmetricQRAlgorithmDecomposition_D64(boolean computeVectors)

Method Detail

setComputeVectorsWithValues

public void setComputeVectorsWithValues(boolean computeVectorsWithValues)

setMaxIterations

public void setMaxIterations(int max)

Used to limit the number of internal QR iterations that the QR algorithm performs. 20 should be enough for most applications.

Parameters:

max - The maximum number of QR iterations it will perform.

getNumberOfEigenvalues

public int getNumberOfEigenvalues()

Specified by:

getNumberOfEigenvalues in interface org.ejml.interfaces.decomposition.EigenDecomposition<org.ejml.data.DenseMatrix64F>

getEigenvalue

public org.ejml.data.Complex64F getEigenvalue(int index)

Specified by:

getEigenvalue in interface org.ejml.interfaces.decomposition.EigenDecomposition<org.ejml.data.DenseMatrix64F>

getEigenVector

public org.ejml.data.DenseMatrix64F getEigenVector(int index)

Specified by:

getEigenVector in interface org.ejml.interfaces.decomposition.EigenDecomposition<org.ejml.data.DenseMatrix64F>

decompose

public boolean decompose(org.ejml.data.DenseMatrix64F orig)

Decomposes the matrix using the QR algorithm. Care was taken to minimize unnecessary memory copying and cache skipping.

Specified by:

decompose in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DenseMatrix64F>

Parameters:

orig - The matrix which is being decomposed. Not modified.

Returns:

true if it decomposed the matrix or false if an error was detected. This will not catch all errors.

inputModified

public boolean inputModified()

Specified by:

inputModified in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DenseMatrix64F>