org.ejml.alg.dense.decomposition.svd

Class SvdImplicitQrDecompose_D64

java.lang.Object

org.ejml.alg.dense.decomposition.svd.SvdImplicitQrDecompose_D64

All Implemented Interfaces:

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

public class SvdImplicitQrDecompose_D64
extends java.lang.Object
implements org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

Computes the Singular value decomposition of a matrix using the implicit QR algorithm for singular value decomposition. It works by first by transforming the matrix to a bidiagonal A=U*B*V^T form, then it implicitly computing the eigenvalues of the B^TB matrix, which are the same as the singular values in the original A matrix.

Based off of the description provided in:

David S. Watkins, "Fundamentals of Matrix Computations," Second Edition. Page 404-411

Constructor Summary

Constructors

Constructor and Description
SvdImplicitQrDecompose_D64(boolean compact, boolean computeU, boolean computeV, boolean canUseTallBidiagonal) Configures the class

Method Summary

Modifier and Type	Method and Description
boolean	decompose(org.ejml.data.DenseMatrix64F orig)
double[]	getSingularValues()
org.ejml.data.DenseMatrix64F	getU(org.ejml.data.DenseMatrix64F U, boolean transpose)
org.ejml.data.DenseMatrix64F	getV(org.ejml.data.DenseMatrix64F V, boolean transpose)
org.ejml.data.DenseMatrix64F	getW(org.ejml.data.DenseMatrix64F W)
boolean	inputModified()
boolean	isCompact()
int	numberOfSingularValues()
int	numCols()
int	numRows()

Methods inherited from class java.lang.Object

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

Constructor Detail

SvdImplicitQrDecompose_D64

public SvdImplicitQrDecompose_D64(boolean compact,
                                  boolean computeU,
                                  boolean computeV,
                                  boolean canUseTallBidiagonal)

Configures the class

Parameters:

compact - Compute a compact SVD

computeU - If true it will compute the U matrix

computeV - If true it will compute the V matrix

canUseTallBidiagonal - If true then it can choose to use a tall Bidiagonal decomposition to improve runtime performance.

Method Detail

getSingularValues

public double[] getSingularValues()

Specified by:

getSingularValues in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

numberOfSingularValues

public int numberOfSingularValues()

Specified by:

numberOfSingularValues in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

isCompact

public boolean isCompact()

Specified by:

isCompact in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

getU

public org.ejml.data.DenseMatrix64F getU(org.ejml.data.DenseMatrix64F U,
                                         boolean transpose)

Specified by:

getU in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

getV

public org.ejml.data.DenseMatrix64F getV(org.ejml.data.DenseMatrix64F V,
                                         boolean transpose)

Specified by:

getV in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

getW

public org.ejml.data.DenseMatrix64F getW(org.ejml.data.DenseMatrix64F W)

Specified by:

getW in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

decompose

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

Specified by:

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

inputModified

public boolean inputModified()

Specified by:

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

numRows

public int numRows()

Specified by:

numRows in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>

numCols

public int numCols()

Specified by:

numCols in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>