| Modifier and Type | Class and Description |
|---|---|
class |
BlockCholeskyOuterForm
Block Cholesky using outer product form.
|
| Modifier and Type | Class and Description |
|---|---|
class |
TridiagonalDecompositionBlockHouseholder
Tridiagonal similar decomposition for block matrices.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BlockMatrix64HouseholderQR
QR decomposition for
BlockMatrix64F using householder reflectors. |
| Modifier and Type | Class and Description |
|---|---|
class |
BaseDecompositionBlock64
Generic interface for wrapping a
BlockMatrix64F decomposition for
processing of DenseMatrix64F. |
| Modifier and Type | Field and Description |
|---|---|
protected DecompositionInterface<BlockMatrix64F> |
BaseDecompositionBlock64.alg |
| Constructor and Description |
|---|
BaseDecompositionBlock64(DecompositionInterface<BlockMatrix64F> alg,
int blockLength) |
| Modifier and Type | Interface and Description |
|---|---|
interface |
BidiagonalDecomposition<T extends Matrix64F>
Computes a matrix decomposition such that:
A = U*B*VT where A is m by n, U is orthogonal and m by m, B is an m by n bidiagonal matrix, V is orthogonal and n by n. |
| Modifier and Type | Class and Description |
|---|---|
class |
BidiagonalDecompositionRow
Performs a
BidiagonalDecomposition using
householder reflectors. |
class |
BidiagonalDecompositionTall
BidiagonalDecomposition specifically designed for tall matrices. |
| Modifier and Type | Class and Description |
|---|---|
class |
CholeskyDecompositionBlock
This is an implementation of Cholesky that processes internal submatrices as blocks.
|
class |
CholeskyDecompositionBlock64
Wrapper around
BlockCholeskyOuterForm that allows
it to process DenseMatrix64F. |
class |
CholeskyDecompositionCommon
This is an abstract class for a Cholesky decomposition.
|
class |
CholeskyDecompositionInner
This implementation of a Cholesky decomposition using the inner-product form.
|
class |
CholeskyDecompositionLDL
This variant on the Cholesky decomposition avoid the need to take the square root
by performing the following decomposition:
L*D*LT=A where L is a lower triangular matrix with zeros on the diagonal. |
| Modifier and Type | Class and Description |
|---|---|
class |
SwitchingEigenDecomposition
Checks to see what type of matrix is being decomposed and calls different eigenvalue decomposition
algorithms depending on the results.
|
class |
SymmetricQRAlgorithmDecomposition
Computes the eigenvalues and eigenvectors of a real symmetric matrix using the symmetric implicit QR algorithm.
|
class |
WatchedDoubleStepQRDecomposition
Finds the eigenvalue decomposition of an arbitrary square matrix using the implicit double-step QR algorithm.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
TridiagonalSimilarDecomposition<MatrixType extends Matrix64F>
Finds the decomposition of a matrix in the form of:
A = O*T*OT where A is a symmetric m by m matrix, O is an orthogonal matrix, and T is a tridiagonal matrix. |
| Modifier and Type | Class and Description |
|---|---|
class |
HessenbergSimilarDecomposition
Finds the decomposition of a matrix in the form of:
A = OHOT where A is an m by m matrix, O is an orthogonal matrix, and H is an upper Hessenberg matrix. |
class |
TridiagonalDecompositionBlock
Wrapper around a block implementation of TridiagonalSimilarDecomposition
|
class |
TridiagonalDecompositionHouseholder
Performs a
similar tridiagonal decomposition on a square symmetric input matrix. |
| Modifier and Type | Class and Description |
|---|---|
class |
LUDecompositionAlt
An LU decomposition algorithm that originally came from Jama.
|
class |
LUDecompositionBase
Contains common data structures and operations for LU decomposition algorithms.
|
| Modifier and Type | Class and Description |
|---|---|
class |
QRColPivDecompositionHouseholderColumn
Performs QR decomposition with column pivoting.
|
class |
QRDecompositionBlock64
Wrapper that allows
QRDecomposition(BlockMatrix64F) to be used
as a QRDecomposition(DenseMatrix64F). |
class |
QRDecompositionHouseholder
This variation of QR decomposition uses reflections to compute the Q matrix.
|
class |
QRDecompositionHouseholderColumn
Householder QR decomposition is rich in operations along the columns of the matrix.
|
class |
QRDecompositionHouseholderTran
Householder QR decomposition is rich in operations along the columns of the matrix.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SafeSvd
Wraps around a
SingularValueDecomposition and ensures that the input is not modified. |
class |
SvdImplicitQrDecompose
Computes the Singular value decomposition of a matrix using the implicit QR algorithm
for singular value decomposition.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
CholeskyDecomposition<MatrixType extends Matrix64F>
Cholesky decomposition for
DenseMatrix64F. |
interface |
EigenDecomposition<MatrixType extends Matrix64F>
This is a generic interface for computing the eigenvalues and eigenvectors of a matrix.
|
interface |
LUDecomposition<T extends Matrix64F>
LU Decomposition refactors the original matrix such that:
PT*L*U = A
where P is a pivot matrix, L is a lower triangular matrix, U is an upper triangular matrix and A is
the original matrix. |
interface |
QRDecomposition<T extends Matrix64F>
QR decompositions decompose a rectangular matrix 'A' such that 'A=QR'.
|
interface |
QRPDecomposition<T extends Matrix64F>
Similar to
QRDecomposition but it can handle the rank deficient case by
performing column pivots during the decomposition. |
interface |
SingularValueDecomposition<T extends Matrix64F>
This is an abstract class for computing the singular value decomposition (SVD) of a matrix, which is defined
as:
A = U * W * V T where A is m by n, and U and V are orthogonal matrices, and W is a diagonal matrix. |
| Modifier and Type | Method and Description |
|---|---|
static <T extends Matrix64F> |
DecompositionFactory.decomposeSafe(DecompositionInterface<T> decomp,
T M)
A simple convinience function that decomposes the matrix but automatically checks the input ti make
sure is not being modified.
|
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