mikera.matrixx.decompose.impl.hessenberg

Class HessenbergSimilarDecomposition

java.lang.Object

mikera.matrixx.decompose.impl.hessenberg.HessenbergSimilarDecomposition

public class HessenbergSimilarDecomposition
extends java.lang.Object

Finds the decomposition of a matrix in the form of:

A = QHQ^T

where A is an m by m matrix, Q is an orthogonal matrix, and H is an upper Hessenberg matrix.

A matrix is upper Hessenberg if a^ij = 0 for all i > j+1.

This decomposition is primarily used as a step for computing the eigenvalue decomposition of a matrix. The basic algorithm comes from David S. Watkins, "Fundamentals of MatrixComputations" Second Edition.

Method Summary

Modifier and Type	Method and Description
static HessenbergResult	decompose(AMatrix A) Computes the decomposition of the provided matrix.
double[]	getGammas()
AMatrix	getQH() The raw QH matrix that is stored internally.

Methods inherited from class java.lang.Object

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

Method Detail

decompose

public static HessenbergResult decompose(AMatrix A)

Computes the decomposition of the provided matrix. If no errors are detected then true is returned, false otherwise.

Parameters:

A - The matrix that is being decomposed. Not modified.

Returns:

If it detects any errors or not.

getQH

public AMatrix getQH()

The raw QH matrix that is stored internally.

Returns:

QH matrix.

getGammas

public double[] getGammas()