org.ejml.alg.dense.decomposition.bidiagonal

Class BidiagonalDecompositionTall_D64

java.lang.Object

org.ejml.alg.dense.decomposition.bidiagonal.BidiagonalDecompositionTall_D64

All Implemented Interfaces:

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

public class BidiagonalDecompositionTall_D64
extends java.lang.Object
implements org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DenseMatrix64F>

BidiagonalDecomposition specifically designed for tall matrices. First step is to perform QR decomposition on the input matrix. Then R is decomposed using a bidiagonal decomposition. By performing the bidiagonal decomposition on the smaller matrix computations can be saved if m/n > 5/3 and if U is NOT needed.

A = [Q₁ Q₂][U1 0; 0 I] [B1;0] V^T
U=[Q₁*U1 Q₂]
B=[B1;0]
A = U*B*V^T

A QRP decomposition is used internally. That decomposition relies an a fixed threshold for selecting singular values and is known to be less stable than SVD. There is the potential for a degregation of stability by using BidiagonalDecompositionTall instead of BidiagonalDecomposition. A few simple tests have shown that loss in stability to be insignificant.

See page 404 in "Fundamentals of Matrix Computations", 2nd by David S. Watkins.

Constructor Summary

Constructors

Constructor and Description
BidiagonalDecompositionTall_D64()

Method Summary

Modifier and Type	Method and Description
boolean	decompose(org.ejml.data.DenseMatrix64F orig)
org.ejml.data.DenseMatrix64F	getB(org.ejml.data.DenseMatrix64F B, boolean compact)
void	getDiagonal(double[] diag, double[] off)
org.ejml.data.DenseMatrix64F	getU(org.ejml.data.DenseMatrix64F U, boolean transpose, boolean compact)
org.ejml.data.DenseMatrix64F	getV(org.ejml.data.DenseMatrix64F V, boolean transpose, boolean compact)
boolean	inputModified()

Methods inherited from class java.lang.Object

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

Constructor Detail

BidiagonalDecompositionTall_D64

public BidiagonalDecompositionTall_D64()

Method Detail

getDiagonal

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

Specified by:

getDiagonal in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DenseMatrix64F>

getB

public org.ejml.data.DenseMatrix64F getB(org.ejml.data.DenseMatrix64F B,
                                         boolean compact)

Specified by:

getB in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DenseMatrix64F>

getU

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

Specified by:

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

getV

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

Specified by:

getV in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<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>