no.uib.cipr.matrix

Class SymmDenseEVD

java.lang.Object

no.uib.cipr.matrix.SymmDenseEVD

public class SymmDenseEVD
extends Object

Computes eigenvalues of symmetrical, dense matrices

Constructor Summary

Constructors

Constructor and Description
SymmDenseEVD(int n, boolean upper) Sets up an eigenvalue decomposition for symmetrical, dense matrices.
SymmDenseEVD(int n, boolean upper, boolean vectors) Sets up an eigenvalue decomposition for symmetrical, dense matrices.
SymmDenseEVD(int n, boolean upper, boolean vectors, double abstol) Sets up an eigenvalue decomposition for symmetrical, dense matrices
SymmDenseEVD(int n, boolean upper, double abstol) Sets up an eigenvalue decomposition for symmetrical, dense matrices.

Method Summary

Modifier and Type	Method and Description
SymmDenseEVD	factor(LowerSymmDenseMatrix A) Computes the eigenvalue decomposition of the given matrix
SymmDenseEVD	factor(UpperSymmDenseMatrix A) Computes the eigenvalue decomposition of the given matrix
static SymmDenseEVD	factorize(Matrix A) Convenience method for computing the full eigenvalue decomposition of the given matrix
double[]	getEigenvalues() Gets the eigenvalues (stored in ascending order)
DenseMatrix	getEigenvectors() Gets the eigenvectors, if available
boolean	hasEigenvectors() True if the eigenvectors have been computed

Methods inherited from class java.lang.Object

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

Constructor Detail

SymmDenseEVD

public SymmDenseEVD(int n,
                    boolean upper)

Sets up an eigenvalue decomposition for symmetrical, dense matrices. Computes all eigenvalues and eigenvectors, and uses a low default tolerance criteria

Parameters:

n - Size of the matrix

upper - True if the upper part of the matrix is stored, and false if the lower part of the matrix is stored instead

SymmDenseEVD

public SymmDenseEVD(int n,
                    boolean upper,
                    double abstol)

Sets up an eigenvalue decomposition for symmetrical, dense matrices. Computes all eigenvalues and eigenvectors

Parameters:

n - Size of the matrix

upper - True if the upper part of the matrix is stored, and false if the lower part of the matrix is stored instead

abstol - Absolute tolerance criteria

SymmDenseEVD

public SymmDenseEVD(int n,
                    boolean upper,
                    boolean vectors)

Sets up an eigenvalue decomposition for symmetrical, dense matrices. Uses a low default tolerance criteria

Parameters:

n - Size of the matrix

upper - True if the upper part of the matrix is stored, and false if the lower part of the matrix is stored instead

vectors - True to compute the eigenvectors, false for just the eigenvalues

SymmDenseEVD

public SymmDenseEVD(int n,
                    boolean upper,
                    boolean vectors,
                    double abstol)

Sets up an eigenvalue decomposition for symmetrical, dense matrices

Parameters:

n - Size of the matrix

upper - True if the upper part of the matrix is stored, and false if the lower part of the matrix is stored instead

vectors - True to compute the eigenvectors, false for just the eigenvalues

abstol - Absolute tolerance criteria

Method Detail

factorize

public static SymmDenseEVD factorize(Matrix A)
                              throws NotConvergedException

Convenience method for computing the full eigenvalue decomposition of the given matrix

Parameters:

A - Matrix to factorize. Upper part extracted, and the matrix is not modified

Returns:

Newly allocated decomposition

Throws:

NotConvergedException

factor

public SymmDenseEVD factor(LowerSymmDenseMatrix A)
                    throws NotConvergedException

Computes the eigenvalue decomposition of the given matrix

Parameters:

A - Matrix to factorize. Overwritten on return

Returns:

The current eigenvalue decomposition

Throws:

NotConvergedException

factor

public SymmDenseEVD factor(UpperSymmDenseMatrix A)
                    throws NotConvergedException

Computes the eigenvalue decomposition of the given matrix

Parameters:

A - Matrix to factorize. Overwritten on return

Returns:

The current eigenvalue decomposition

Throws:

NotConvergedException

getEigenvalues

public double[] getEigenvalues()

Gets the eigenvalues (stored in ascending order)

getEigenvectors

public DenseMatrix getEigenvectors()

Gets the eigenvectors, if available

hasEigenvectors

public boolean hasEigenvectors()

True if the eigenvectors have been computed