Package org.ejml.dense.row.decomposition.eig.symm

Class SymmetricQREigenHelper_FDRM

  • public class SymmetricQREigenHelper_FDRM
extends java.lang.Object
    A helper class for the symmetric matrix implicit QR algorithm for eigenvalue decomposition. Performs most of the basic operations needed to extract eigenvalues and eigenvectors.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      float computeShift()  
      float computeWilkinsonShift()  
      float[] copyDiag​(float[] ret)  
      float[] copyEigenvalues​(float[] ret)  
      float[] copyOff​(float[] ret)  
      protected void createBulge​(int x1, float p, boolean byAngle)
      Performs a similar transform on A-pI
      protected void createBulge2by2​(int x1, float p, boolean byAngle)  
      protected void eigenvalue2by2​(int x1)
      Computes the eigenvalue of the 2 by 2 matrix.
      void exceptionalShift()
      Perform a shift in a random direction that is of the same magnitude as the elements in the matrix.
      int getMatrixSize()  
      void incrementSteps()  
      void init​(float[] diag, float[] off, int numCols)
      Sets up and declares internal data structures.
      protected boolean isZero​(int index)
      Checks to see if the specified off diagonal element is zero using a relative metric.
      boolean nextSplit()
      Tells it to process the submatrix at the next split.
      protected void performImplicitSingleStep​(float lambda, boolean byAngle)  
      void printMatrix()  
      protected void removeBulge​(int x1)  
      protected void removeBulgeEnd​(int x1)
      Rotator to remove the bulge
      void reset​(int N)
      Sets the size of the matrix being decomposed, declares new memory if needed, and sets all helper functions to their initial value.
      void resetSteps()  
      void setQ​(org.ejml.data.FMatrixRMaj q)  
      void setSubmatrix​(int x1, int x2)
      Sets which submatrix is being processed.
      float[] swapDiag​(float[] diag)
      Exchanges the internal array of the diagonal elements for the provided one.
      float[] swapOff​(float[] off)
      Exchanges the internal array of the off diagonal elements for the provided one.
      protected void updateQ​(int m, int n, float c, float s)  

      • Methods inherited from class java.lang.Object

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

    • Field Detail

      • rand

        protected java.util.Random rand

      • steps

        protected int steps

      • numExceptional

        protected int numExceptional

      • lastExceptional

        protected int lastExceptional

      • Q

        protected org.ejml.data.FMatrixRMaj Q

      • N

        protected int N

      • diag

        protected float[] diag

      • off

        protected float[] off

      • x1

        protected int x1

      • x2

        protected int x2

      • splits

        protected int[] splits

      • numSplits

        protected int numSplits

    • Constructor Detail

      • SymmetricQREigenHelper_FDRM

        public SymmetricQREigenHelper_FDRM()

    • Method Detail

      • printMatrix

        public void printMatrix()

      • setQ

        public void setQ​(org.ejml.data.FMatrixRMaj q)

      • incrementSteps

        public void incrementSteps()

      • init

        public void init​(float[] diag,
                 float[] off,
                 int numCols)
        Sets up and declares internal data structures.
        Parameters:
        diag - Diagonal elements from tridiagonal matrix. Modified.
        off - Off diagonal elements from tridiagonal matrix. Modified.
        numCols - number of columns (and rows) in the matrix.

      • swapDiag

        public float[] swapDiag​(float[] diag)
        Exchanges the internal array of the diagonal elements for the provided one.

      • swapOff

        public float[] swapOff​(float[] off)
        Exchanges the internal array of the off diagonal elements for the provided one.

      • reset

        public void reset​(int N)
        Sets the size of the matrix being decomposed, declares new memory if needed, and sets all helper functions to their initial value.

      • copyDiag

        public float[] copyDiag​(float[] ret)

      • copyOff

        public float[] copyOff​(float[] ret)

      • copyEigenvalues

        public float[] copyEigenvalues​(float[] ret)

      • setSubmatrix

        public void setSubmatrix​(int x1,
                         int x2)
        Sets which submatrix is being processed.
        Parameters:
        x1 - Lower bound, inclusive.
        x2 - Upper bound, inclusive.

      • isZero

        protected boolean isZero​(int index)
        Checks to see if the specified off diagonal element is zero using a relative metric.

      • performImplicitSingleStep

        protected void performImplicitSingleStep​(float lambda,
                                         boolean byAngle)

      • updateQ

        protected void updateQ​(int m,
                       int n,
                       float c,
                       float s)

      • createBulge

        protected void createBulge​(int x1,
                           float p,
                           boolean byAngle)
        Performs a similar transform on A-pI

      • createBulge2by2

        protected void createBulge2by2​(int x1,
                               float p,
                               boolean byAngle)

      • removeBulge

        protected void removeBulge​(int x1)

      • removeBulgeEnd

        protected void removeBulgeEnd​(int x1)
        Rotator to remove the bulge

      • eigenvalue2by2

        protected void eigenvalue2by2​(int x1)
        Computes the eigenvalue of the 2 by 2 matrix.

      • exceptionalShift

        public void exceptionalShift()
        Perform a shift in a random direction that is of the same magnitude as the elements in the matrix.

      • nextSplit

        public boolean nextSplit()
        Tells it to process the submatrix at the next split. Should be called after the current submatrix has been processed.

      • computeShift

        public float computeShift()

      • computeWilkinsonShift

        public float computeWilkinsonShift()

      • getMatrixSize

        public int getMatrixSize()

      • resetSteps

        public void resetSteps()