org.ejml.alg.dense.linsol.svd

Class SolvePseudoInverseSvd

java.lang.Object

org.ejml.alg.dense.linsol.svd.SolvePseudoInverseSvd

All Implemented Interfaces:

org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

public class SolvePseudoInverseSvd
extends java.lang.Object
implements org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

The pseudo-inverse is typically used to solve over determined system for which there is no unique solution.
x=inv(A^TA)A^Tb
where A ∈ ℜ ^{m × n} and m ≥ n.

This class implements the Moore-Penrose pseudo-inverse using SVD and should never fail. Alternative implementations can use Cholesky decomposition, but those will fail if the A^TA matrix is singular. However the Cholesky implementation is much faster.

Constructor Summary

Constructors

Constructor and Description
SolvePseudoInverseSvd() Creates a solver targeted at matrices around 100x100
SolvePseudoInverseSvd(int maxRows, int maxCols) Creates a new solver targeted at the specified matrix size.

Method Summary

Modifier and Type	Method and Description
org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>	getDecomposer()
org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F>	getDecomposition()
void	invert(org.ejml.data.DenseMatrix64F A_inv)
boolean	modifiesA()
boolean	modifiesB()
double	quality()
boolean	setA(org.ejml.data.DenseMatrix64F A)
void	setThreshold(double threshold) Specify the relative threshold used to select singular values.
void	solve(org.ejml.data.DenseMatrix64F b, org.ejml.data.DenseMatrix64F x)

Methods inherited from class java.lang.Object

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

Constructor Detail

SolvePseudoInverseSvd

public SolvePseudoInverseSvd(int maxRows,
                             int maxCols)

Creates a new solver targeted at the specified matrix size.

Parameters:

maxRows - The expected largest matrix it might have to process. Can be larger.

maxCols - The expected largest matrix it might have to process. Can be larger.

SolvePseudoInverseSvd

public SolvePseudoInverseSvd()

Creates a solver targeted at matrices around 100x100

Method Detail

setA

public boolean setA(org.ejml.data.DenseMatrix64F A)

Specified by:

setA in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

quality

public double quality()

Specified by:

quality in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

solve

public void solve(org.ejml.data.DenseMatrix64F b,
                  org.ejml.data.DenseMatrix64F x)

Specified by:

solve in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

invert

public void invert(org.ejml.data.DenseMatrix64F A_inv)

Specified by:

invert in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

modifiesA

public boolean modifiesA()

Specified by:

modifiesA in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

modifiesB

public boolean modifiesB()

Specified by:

modifiesB in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

getDecomposition

public org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F> getDecomposition()

Specified by:

getDecomposition in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DenseMatrix64F>

setThreshold

public void setThreshold(double threshold)

Specify the relative threshold used to select singular values. By default it's UtilEjml.EPS.

Parameters:

threshold - The singular value threshold

getDecomposer

public org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DenseMatrix64F> getDecomposer()