no.uib.cipr.matrix

Class SVD

java.lang.Object

no.uib.cipr.matrix.SVD

public class SVD
extends Object

Computes singular value decompositions

Constructor Summary

Constructors

Constructor and Description
SVD(int m, int n) Creates an empty SVD which will compute all singular values and vectors
SVD(int m, int n, boolean vectors) Creates an empty SVD

Method Summary

Modifier and Type	Method and Description
SVD	factor(DenseMatrix A) Computes an SVD
static SVD	factorize(Matrix A) Convenience method for computing a full SVD
double[]	getS() Returns the singular values (stored in descending order)
DenseMatrix	getU() Returns the left singular vectors, column-wise.
DenseMatrix	getVt() Returns the right singular vectors, row-wise.
boolean	hasSingularVectors() True if singular vectors are stored

Methods inherited from class java.lang.Object

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

Constructor Detail

SVD

public SVD(int m,
           int n)

Creates an empty SVD which will compute all singular values and vectors

Parameters:

m - Number of rows

n - Number of columns

SVD

public SVD(int m,
           int n,
           boolean vectors)

Creates an empty SVD

Parameters:

m - Number of rows

n - Number of columns

vectors - True to compute the singular vectors, false for just the singular values

Method Detail

factorize

public static SVD factorize(Matrix A)
                     throws NotConvergedException

Convenience method for computing a full SVD

Parameters:

A - Matrix to decompose, not modified

Returns:

Newly allocated factorization

Throws:

NotConvergedException

factor

public SVD factor(DenseMatrix A)
           throws NotConvergedException

Computes an SVD

Parameters:

A - Matrix to decompose. Size must conform, and it will be overwritten on return. Pass a copy to avoid this

Returns:

The current decomposition

Throws:

NotConvergedException

hasSingularVectors

public boolean hasSingularVectors()

True if singular vectors are stored

getU

public DenseMatrix getU()

Returns the left singular vectors, column-wise. Not available for partial decompositions

Returns:

Matrix of size m*m

getVt

public DenseMatrix getVt()

Returns the right singular vectors, row-wise. Not available for partial decompositions

Returns:

Matrix of size n*n

getS

public double[] getS()

Returns the singular values (stored in descending order)

Returns:

Array of size min(m,n)