Class SymmetricQrAlgorithm_FDRM


  • public class SymmetricQrAlgorithm_FDRM
    extends java.lang.Object

    Computes the eigenvalues and eigenvectors of a symmetric tridiagonal matrix using the symmetric QR algorithm.

    This implementation is based on the algorithm is sketched out in:
    David S. Watkins, "Fundamentals of Matrix Computations," Second Edition. page 377-385

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      float getEigenvalue​(int index)
      Returns the eigenvalue at the specified index.
      int getNumberOfEigenvalues()
      Returns the number of eigenvalues available.
      org.ejml.data.FMatrixRMaj getQ()  
      void performStep()
      First looks for zeros and then performs the implicit single step in the QR Algorithm.
      boolean process​(int sideLength, float[] diag, float[] off)  
      boolean process​(int sideLength, float[] diag, float[] off, float[] eigenvalues)
      Computes the eigenvalue of the provided tridiagonal matrix.
      void setFastEigenvalues​(boolean fastEigenvalues)  
      void setMaxIterations​(int maxIterations)  
      void setQ​(org.ejml.data.FMatrixRMaj q)  
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • SymmetricQrAlgorithm_FDRM

        public SymmetricQrAlgorithm_FDRM()
        Creates a new SymmetricQREigenvalue class that declares its own SymmetricQREigenHelper.
    • Method Detail

      • setMaxIterations

        public void setMaxIterations​(int maxIterations)
      • getQ

        public org.ejml.data.FMatrixRMaj getQ()
      • setQ

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

        public void setFastEigenvalues​(boolean fastEigenvalues)
      • getEigenvalue

        public float getEigenvalue​(int index)
        Returns the eigenvalue at the specified index.
        Parameters:
        index - Which eigenvalue.
        Returns:
        The eigenvalue.
      • getNumberOfEigenvalues

        public int getNumberOfEigenvalues()
        Returns the number of eigenvalues available.
        Returns:
        How many eigenvalues there are.
      • process

        public boolean process​(int sideLength,
                               float[] diag,
                               float[] off,
                               float[] eigenvalues)
        Computes the eigenvalue of the provided tridiagonal matrix. Note that only the upper portion needs to be tridiagonal. The bottom diagonal is assumed to be the same as the top.
        Parameters:
        sideLength - Number of rows and columns in the input matrix.
        diag - Diagonal elements from tridiagonal matrix. Modified.
        off - Off diagonal elements from tridiagonal matrix. Modified.
        Returns:
        true if it succeeds and false if it fails.
      • process

        public boolean process​(int sideLength,
                               float[] diag,
                               float[] off)
      • performStep

        public void performStep()
        First looks for zeros and then performs the implicit single step in the QR Algorithm.