Package org.ejml.dense.row.decomposition.bidiagonal

Class BidiagonalDecompositionTall_MT_FDRM

java.lang.Object

org.ejml.dense.row.decomposition.bidiagonal.BidiagonalDecompositionTall_MT_FDRM

All Implemented Interfaces:

org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.BidiagonalDecomposition_F32<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>

@Generated("org.ejml.dense.row.decomposition.bidiagonal.BidiagonalDecompositionTall_FDRM")
public class BidiagonalDecompositionTall_MT_FDRM
extends Object
implements org.ejml.interfaces.decomposition.BidiagonalDecomposition_F32<org.ejml.data.FMatrixRMaj>

BidiagonalDecomposition_F32 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_F32. 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	Description
BidiagonalDecompositionTall_MT_FDRM()

Method Summary

Modifier and Type	Method	Description
boolean	decompose(org.ejml.data.FMatrixRMaj orig)
org.ejml.data.FMatrixRMaj	getB(@Nullable org.ejml.data.FMatrixRMaj B, boolean compact)
void	getDiagonal(float[] diag, float[] off)
org.ejml.data.FMatrixRMaj	getU(@Nullable org.ejml.data.FMatrixRMaj U, boolean transpose, boolean compact)
org.ejml.data.FMatrixRMaj	getV(@Nullable org.ejml.data.FMatrixRMaj 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 Details

BidiagonalDecompositionTall_MT_FDRM

public BidiagonalDecompositionTall_MT_FDRM()

Method Details

getDiagonal

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

Specified by:

getDiagonal in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition_F32<org.ejml.data.FMatrixRMaj>

getB

public org.ejml.data.FMatrixRMaj getB(@Nullable
 @Nullable org.ejml.data.FMatrixRMaj B,
 boolean compact)

Specified by:

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

getU

public org.ejml.data.FMatrixRMaj getU(@Nullable
 @Nullable org.ejml.data.FMatrixRMaj U,
 boolean transpose,
 boolean compact)

Specified by:

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

getV

public org.ejml.data.FMatrixRMaj getV(@Nullable
 @Nullable org.ejml.data.FMatrixRMaj V,
 boolean transpose,
 boolean compact)

Specified by:

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