com.numericalmethod.suanshu.matrix.doubles.factorization.svd
Interface SVDDecomposition

All Known Implementing Classes:

GloubKahanSVD, SVD

public interface SVDDecomposition

All SVD decomposition algorithms implements this interface.

Method Summary

DiagonalMatrix	D() Get a copy of D as in U' %*% A %*% V = D U %*% D %*% V' = A
double[]	singularValues() Get an array of the normalized, hence positive, singular values.
Matrix	U() Get a copy of U as in U' %*% A %*% V = D U %*% D %*% V' = A
Matrix	Ut() Get a copy of U.t() as in U.t() %*% A %*% V = D U %*% D %*% V' = A
Matrix	V() Get a copy of V as in U' %*% A %*% V = D U %*% D %*% V' = A

Method Detail

singularValues

double[] singularValues()

Get an array of the normalized, hence positive, singular values. It may differ from D if this class is constructed with normalization off.

Returns:

the singular values

D

DiagonalMatrix D()

Get a copy of D as in

 U' %*% A %*% V = D
 U %*% D %*% V' = A
 

Returns:

a copy of D

U

Matrix U()

Get a copy of U as in

 U' %*% A %*% V = D
 U %*% D %*% V' = A
 

Returns:

a copy of U

Throws:

java.lang.RuntimeException - if doUV is set to false

Ut

Matrix Ut()

Get a copy of U.t() as in

 U.t() %*% A %*% V = D
 U %*% D %*% V' = A
 

Returns:

a copy of U.t()

Throws:

java.lang.RuntimeException - if doUV is set to false

V

Matrix V()

Get a copy of V as in

 U' %*% A %*% V = D
 U %*% D %*% V' = A
 

Returns:

a copy of V

Throws:

java.lang.RuntimeException - if doUV is set to false