org.ujmp.core.doublematrix.calculation.general.decomposition

Interface SVD<T>

public interface SVD<T>

Singular Value Decomposition.

For an m-by-n matrix A, the singular value decomposition is an m-by-(m or n) orthogonal matrix U, a (m or n)-by-n diagonal matrix S, and an n-by-n orthogonal matrix V so that A = U*S*V'.

The singular values, sigma[k] = S[k][k], are ordered so that sigma[0] >= sigma[1] >= ... >= sigma[n-1].

The singular value decompostion always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	SVD.SVDMatrix

Field Summary

Fields

Modifier and Type	Field and Description
static SVD<Matrix>	INSTANCE
static SVD<Matrix>	MATRIX
static SVD<Matrix>	MATRIXLARGEMULTITHREADED
static SVD<Matrix>	MATRIXLARGESINGLETHREADED
static SVD<Matrix>	MATRIXSMALLMULTITHREADED
static SVD<Matrix>	MATRIXSMALLSINGLETHREADED
static int	THRESHOLD
static SVD<Matrix>	UJMP

Method Summary

Modifier and Type	Method and Description
T[]	calc(T source)

Field Detail

THRESHOLD

static final int THRESHOLD

See Also:

Constant Field Values

MATRIX

static final SVD<Matrix> MATRIX

INSTANCE

static final SVD<Matrix> INSTANCE

UJMP

static final SVD<Matrix> UJMP

MATRIXSMALLSINGLETHREADED

static final SVD<Matrix> MATRIXSMALLSINGLETHREADED

MATRIXLARGESINGLETHREADED

static final SVD<Matrix> MATRIXLARGESINGLETHREADED

MATRIXSMALLMULTITHREADED

static final SVD<Matrix> MATRIXSMALLMULTITHREADED

MATRIXLARGEMULTITHREADED

static final SVD<Matrix> MATRIXLARGEMULTITHREADED

Method Detail

calc

T[] calc(T source)