SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.matrix.doubles.factorization.eigen

Interface Summary
EigenDecomposition Let A be a square (N×N) matrix with N linearly independent eigenvectors.
Hessenberg.DeflationCriterion User implements this class to decide whether to split an upper Hessenberg into multiple smaller upper Hessenberg when the sub-diagonal entries are sufficiently small.
 

Class Summary
CharacteristicPolynomial The characteristic polynomial of a square matrix is the function p(λ) = det (A - λI) The zeros of this polynomial are the eigenvalues of A.
Eigen This class implements the eigenvalue decomposition of a matrix.
Eigen.Property Property contains the eigen information about a particular eigen value, such as its multiplicity and the associated eigen vectors.
Hessenberg This class implements the operations for an upper Hessenberg matrix.
Hessenberg.DefaultDeflationCriterion Users can override the default implementation to define their 0 threshold.
Hessenberg.Deflation This class encapsulates the indices for the upper left hand corner, and lower right hand corner of H22.
HessenbergDecomposition Given a square matrix A, we find Q such that Q' %*% A %*% Q = H where H is a Hessenberg matrix.
QRAlgorithm The QR algorithm is an eigenvalue algorithm that computes the real Schur canonical form of a matrix.
 

Enum Summary
Eigen.Method the methods available to compute eigenvalue and eigenvectors
 


SuanShu, a Java numerical and statistical library

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