Package org.ejml.dense.row.decomposition.svd

Class SvdImplicitQrDecompose_FDRM

  • All Implemented Interfaces:
    org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.SingularValueDecomposition_F32<org.ejml.data.FMatrixRMaj>
    public class SvdImplicitQrDecompose_FDRM
extends java.lang.Object
implements org.ejml.interfaces.decomposition.SingularValueDecomposition_F32<org.ejml.data.FMatrixRMaj>

    Computes the Singular value decomposition of a matrix using the implicit QR algorithm for singular value decomposition. It works by first by transforming the matrix to a bidiagonal A=U*B*VT form, then it implicitly computing the eigenvalues of the BTB matrix, which are the same as the singular values in the original A matrix.

    Based off of the description provided in:

    David S. Watkins, "Fundamentals of Matrix Computations," Second Edition. Page 404-411

    • Constructor Summary

      Constructors 
      Constructor Description
      SvdImplicitQrDecompose_FDRM​(boolean compact, boolean computeU, boolean computeV, boolean canUseTallBidiagonal)
      Configures the class

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      boolean decompose​(org.ejml.data.FMatrixRMaj orig)  
      float[] getSingularValues()  
      org.ejml.data.FMatrixRMaj getU​(org.ejml.data.FMatrixRMaj U, boolean transpose)  
      org.ejml.data.FMatrixRMaj getV​(org.ejml.data.FMatrixRMaj V, boolean transpose)  
      org.ejml.data.FMatrixRMaj getW​(org.ejml.data.FMatrixRMaj W)  
      boolean inputModified()  
      boolean isCompact()  
      int numberOfSingularValues()  
      int numCols()  
      int numRows()  

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

      • SvdImplicitQrDecompose_FDRM

        public SvdImplicitQrDecompose_FDRM​(boolean compact,
                                   boolean computeU,
                                   boolean computeV,
                                   boolean canUseTallBidiagonal)
        Configures the class
        Parameters:
        compact - Compute a compact SVD
        computeU - If true it will compute the U matrix
        computeV - If true it will compute the V matrix
        canUseTallBidiagonal - If true then it can choose to use a tall Bidiagonal decomposition to improve runtime performance.

    • Method Detail

      • getSingularValues

        public float[] getSingularValues()
        Specified by:
        getSingularValues in interface org.ejml.interfaces.decomposition.SingularValueDecomposition_F32<org.ejml.data.FMatrixRMaj>

      • numberOfSingularValues

        public int numberOfSingularValues()
        Specified by:
        numberOfSingularValues in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>

      • isCompact

        public boolean isCompact()
        Specified by:
        isCompact in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>

      • getU

        public org.ejml.data.FMatrixRMaj getU​(org.ejml.data.FMatrixRMaj U,
                                      boolean transpose)
        Specified by:
        getU in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>

      • getV

        public org.ejml.data.FMatrixRMaj getV​(org.ejml.data.FMatrixRMaj V,
                                      boolean transpose)
        Specified by:
        getV in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>

      • getW

        public org.ejml.data.FMatrixRMaj getW​(org.ejml.data.FMatrixRMaj W)
        Specified by:
        getW in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>

      • decompose

        public boolean decompose​(org.ejml.data.FMatrixRMaj orig)
        Specified by:
        decompose in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>

      • inputModified

        public boolean inputModified()
        Specified by:
        inputModified in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>

      • numRows

        public int numRows()
        Specified by:
        numRows in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>

      • numCols

        public int numCols()
        Specified by:
        numCols in interface org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.FMatrixRMaj>