org.ejml.interfaces.decomposition

Interface BidiagonalDecomposition<T extends Matrix>

All Superinterfaces:

DecompositionInterface<T>

All Known Implementing Classes:

BidiagonalDecompositionRow_D64, BidiagonalDecompositionTall_D64

public interface BidiagonalDecomposition<T extends Matrix>
extends DecompositionInterface<T>

Computes a matrix decomposition such that:

A = U*B*V^T

where A is m by n, U is orthogonal and m by m, B is an m by n bidiagonal matrix, V is orthogonal and n by n. This is used as a first step in computing the SVD of a matrix for the QR algorithm approach.

A bidiagonal matrix has zeros in every element except for the two diagonals.

b_ij = 0 if i > j or i < j-1

Method Summary

Methods

Modifier and Type	Method and Description
T	getB(T B, boolean compact) Returns the bidiagonal matrix.
void	getDiagonal(double[] diag, double[] off) Extracts the diagonal and off diagonal elements from the decomposition.
T	getU(T U, boolean transpose, boolean compact) Returns the orthogonal U matrix.
T	getV(T V, boolean transpose, boolean compact) Returns the orthogonal V matrix.

Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface

decompose, inputModified

Method Detail

getB

T getB(T B,
     boolean compact)

Returns the bidiagonal matrix.

Parameters:

B - If not null the results are stored here, if null a new matrix is created.

Returns:

The bidiagonal matrix.

getU

T getU(T U,
     boolean transpose,
     boolean compact)

Returns the orthogonal U matrix.

Parameters:

U - If not null then the results will be stored here. Otherwise a new matrix will be created.

Returns:

The extracted Q matrix.

getV

T getV(T V,
     boolean transpose,
     boolean compact)

Returns the orthogonal V matrix.

Parameters:

V - If not null then the results will be stored here. Otherwise a new matrix will be created.

Returns:

The extracted Q matrix.

getDiagonal

void getDiagonal(double[] diag,
               double[] off)

Extracts the diagonal and off diagonal elements from the decomposition.

Parameters:

diag - diagonal elements from B.

off - off diagonal elements form B.