com.helger.matrix

Class SingularValueDecomposition

java.lang.Object

com.helger.matrix.SingularValueDecomposition

All Implemented Interfaces:

Serializable

public class SingularValueDecomposition
extends Object
implements Serializable

Singular Value Decomposition.

For an m-by-n matrix A with m >= n, the singular value decomposition is an m-by-n orthogonal matrix U, an 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 decomposition always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
SingularValueDecomposition(Matrix aMatrix) Construct the singular value decomposition Structure to access U, S and V.

Method Summary

Modifier and Type	Method and Description
double	cond() Two norm condition number
Matrix	getS() Return the diagonal matrix of singular values
double[]	getSingularValues() Return the one-dimensional array of singular values
Matrix	getU() Return the left singular vectors
Matrix	getV() Return the right singular vectors
double	norm2() Two norm
int	rank() Effective numerical matrix rank

Methods inherited from class java.lang.Object

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

Constructor Detail

SingularValueDecomposition

public SingularValueDecomposition(@Nonnull
                                  Matrix aMatrix)

Construct the singular value decomposition Structure to access U, S and V.

Parameters:

aMatrix - Rectangular matrix

Method Detail

getU

@Nonnull
 @ReturnsMutableCopy
public Matrix getU()

Return the left singular vectors

Returns:

U

getV

@Nonnull
 @ReturnsMutableCopy
public Matrix getV()

Return the right singular vectors

Returns:

V

getSingularValues

@Nonnull
public double[] getSingularValues()

Return the one-dimensional array of singular values

Returns:

diagonal of S.

getS

@Nonnull
 @ReturnsMutableCopy
public Matrix getS()

Return the diagonal matrix of singular values

Returns:

S

norm2

public double norm2()

Two norm

Returns:

max(S)

cond

public double cond()

Two norm condition number

Returns:

max(S)/min(S)

rank

public int rank()

Effective numerical matrix rank

Returns:

Number of nonnegligible singular values.