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java.lang.Object cern.colt.matrix.tfloat.algo.decomposition.FloatSingularValueDecompositionDC
public class FloatSingularValueDecompositionDC
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 JLAPACK.
Constructor Summary | |
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FloatSingularValueDecompositionDC(FloatMatrix2D 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 | |
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float |
cond()
Returns the two norm condition number, which is max(S) / min(S). |
org.netlib.util.intW |
getInfo()
Returns the output flag |
FloatMatrix2D |
getS()
Returns the diagonal matrix of singular values. |
float[] |
getSingularValues()
Returns the diagonal of S, which is a one-dimensional array of singular values |
FloatMatrix2D |
getU()
Returns the left singular vectors U. |
FloatMatrix2D |
getUt()
Returns the transpose of the left singular vectors U. |
FloatMatrix2D |
getV()
Returns the right singular vectors V. |
FloatMatrix2D |
getVt()
Returns the transpose of the right singular vectors V. |
float |
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 |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public FloatSingularValueDecompositionDC(FloatMatrix2D Arg, boolean wantUV, boolean wantWholeUV)
Arg
- rectangular matrixwantUV
- wantWholeUV
- Method Detail |
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public float cond()
public FloatMatrix2D getS()
public float[] getSingularValues()
public FloatMatrix2D getU()
public FloatMatrix2D getUt()
public FloatMatrix2D getVt()
public FloatMatrix2D getV()
public org.netlib.util.intW getInfo()
public float norm2()
public int rank()
public String toString()
rank : 3 trace : 0
toString
in class Object
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