Parallel Colt 0.7.2

cern.colt.matrix.tdouble.algo.decomposition
Class DoubleSingularValueDecompositionDC

java.lang.Object
  extended by cern.colt.matrix.tdouble.algo.decomposition.DoubleSingularValueDecompositionDC

public class DoubleSingularValueDecompositionDC
extends Object

For an m x n matrix A, the singular value decomposition is an m x m orthogonal matrix U, an m x n diagonal matrix S, and an n x 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[min(m-1,n-1)].

This implementation uses the divide-and-conquer algorithm (dgesdd) from LAPACK.

Author:
Piotr Wendykier (piotr.wendykier@gmail.com)

Constructor Summary
DoubleSingularValueDecompositionDC(DoubleMatrix2D Arg, boolean wantUV, boolean wantWholeUV)
          Constructs and returns a new singular value decomposition object; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.
 
Method Summary
 double cond()
          Returns the two norm condition number, which is max(S) / min(S).
 org.netlib.util.intW getInfo()
          Returns the output flag
 DoubleMatrix2D getS()
          Returns the diagonal matrix of singular values.
 double[] getSingularValues()
          Returns the diagonal of S, which is a one-dimensional array of singular values
 DoubleMatrix2D getU()
          Returns the left singular vectors U.
 DoubleMatrix2D getUt()
          Returns the transpose of the left singular vectors U.
 DoubleMatrix2D getV()
          Returns the right singular vectors V.
 DoubleMatrix2D getVt()
          Returns the transpose of the right singular vectors V.
 double norm2()
          Returns the two norm, which is max(S).
 int rank()
          Returns the effective numerical matrix rank, which is the number of nonnegligible singular values.
 String toString()
          Returns a String with (propertyName, propertyValue) pairs.
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

DoubleSingularValueDecompositionDC

public DoubleSingularValueDecompositionDC(DoubleMatrix2D Arg,
                                          boolean wantUV,
                                          boolean wantWholeUV)
Constructs and returns a new singular value decomposition object; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.

Parameters:
Arg - rectangular matrix
wantUV - if true then all matrices (U, S, V') are computed; otherwise only S is computed
wantWholeUV - if true then all m columns of U and all n rows of V' are computed; otherwise only the first min(m,n) columns of U and the first min(m,n) rows of V' are computed
Method Detail

cond

public double cond()
Returns the two norm condition number, which is max(S) / min(S).


getS

public DoubleMatrix2D getS()
Returns the diagonal matrix of singular values.

Returns:
S

getSingularValues

public double[] getSingularValues()
Returns the diagonal of S, which is a one-dimensional array of singular values

Returns:
diagonal of S.

getU

public DoubleMatrix2D getU()
Returns the left singular vectors U.

Returns:
U

getUt

public DoubleMatrix2D getUt()
Returns the transpose of the left singular vectors U.

Returns:
U'

getVt

public DoubleMatrix2D getVt()
Returns the transpose of the right singular vectors V.

Returns:
V'

getV

public DoubleMatrix2D getV()
Returns the right singular vectors V.

Returns:
V

getInfo

public org.netlib.util.intW getInfo()
Returns the output flag

Returns:
0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: process did not converge.

norm2

public double norm2()
Returns the two norm, which is max(S).


rank

public int rank()
Returns the effective numerical matrix rank, which is the number of nonnegligible singular values.


toString

public String toString()
Returns a String with (propertyName, propertyValue) pairs. Useful for debugging or to quickly get the rough picture. For example,
         rank          : 3
         trace         : 0
 
 

Overrides:
toString in class Object

Parallel Colt 0.7.2

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