org.ejml.alg.dense.decomposition.eig

Class WatchedDoubleStepQRDecomposition

java.lang.Object

org.ejml.alg.dense.decomposition.eig.WatchedDoubleStepQRDecomposition

All Implemented Interfaces:

DecompositionInterface<DenseMatrix64F>, EigenDecomposition<DenseMatrix64F>

public class WatchedDoubleStepQRDecomposition
extends Object
implements EigenDecomposition<DenseMatrix64F>

Finds the eigenvalue decomposition of an arbitrary square matrix using the implicit double-step QR algorithm. Watched is included in its name because it is designed to print out internal debugging information. This class is still underdevelopment and has yet to be optimized.

Based off the description found in:
David S. Watkins, "Fundamentals of Matrix Computations." Second Edition.

Author:

Peter Abeles

Constructor Summary

Constructors

Constructor and Description
WatchedDoubleStepQRDecomposition(boolean computeVectors)

Method Summary

Methods

Modifier and Type	Method and Description
boolean	decompose(DenseMatrix64F A) Computes the decomposition of the input matrix.
Complex64F	getEigenvalue(int index) Returns an eigenvalue as a complex number.
DenseMatrix64F	getEigenVector(int index) Used to retrieve real valued eigenvectors.
int	getNumberOfEigenvalues() Returns the number of eigenvalues/eigenvectors.
boolean	inputModified() Is the input matrix to DecompositionInterface.decompose(org.ejml.data.Matrix64F) is modified during the decomposition process.

Methods inherited from class java.lang.Object

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

Constructor Detail

WatchedDoubleStepQRDecomposition

public WatchedDoubleStepQRDecomposition(boolean computeVectors)

Method Detail

decompose

public boolean decompose(DenseMatrix64F A)

Description copied from interface: DecompositionInterface

Computes the decomposition of the input matrix. Depending on the implementation the input matrix might be stored internally or modified. If it is modified then the function DecompositionInterface.inputModified() will return true and the matrix should not be modified until the decomposition is no longer needed.

Specified by:

decompose in interface DecompositionInterface<DenseMatrix64F>

Parameters:

A - The matrix which is being decomposed. Modification is implementation dependent.

Returns:

Returns if it was able to decompose the matrix.

inputModified

public boolean inputModified()

Description copied from interface: DecompositionInterface

Is the input matrix to DecompositionInterface.decompose(org.ejml.data.Matrix64F) is modified during the decomposition process.

Specified by:

inputModified in interface DecompositionInterface<DenseMatrix64F>

Returns:

true if the input matrix to decompose() is modified.

getNumberOfEigenvalues

public int getNumberOfEigenvalues()

Description copied from interface: EigenDecomposition

Returns the number of eigenvalues/eigenvectors. This is the matrix's dimension.

Specified by:

getNumberOfEigenvalues in interface EigenDecomposition<DenseMatrix64F>

Returns:

number of eigenvalues/eigenvectors.

getEigenvalue

public Complex64F getEigenvalue(int index)

Description copied from interface: EigenDecomposition

Returns an eigenvalue as a complex number. For symmetric matrices the returned eigenvalue will always be a real number, which means the imaginary component will be equal to zero.

NOTE: The order of the eigenvalues is dependent upon the decomposition algorithm used. This means that they may or may not be ordered by magnitude. For example the QR algorithm will returns results that are partially ordered by magnitude, but this behavior should not be relied upon.

Specified by:

getEigenvalue in interface EigenDecomposition<DenseMatrix64F>

Parameters:

index - Index of the eigenvalue eigenvector pair.

Returns:

An eigenvalue.

getEigenVector

public DenseMatrix64F getEigenVector(int index)

Description copied from interface: EigenDecomposition

Used to retrieve real valued eigenvectors. If an eigenvector is associated with a complex eigenvalue then null is returned instead.

Specified by:

getEigenVector in interface EigenDecomposition<DenseMatrix64F>

Parameters:

index - Index of the eigenvalue eigenvector pair.

Returns:

If the associated eigenvalue is real then an eigenvector is returned, null otherwise.