Package org.ejml.simple

Class SimpleSVD<T extends SimpleBase>

java.lang.Object
org.ejml.simple.SimpleSVD<T>
public class SimpleSVD<T extends SimpleBase> extends Object

Wrapper around SVD for simple matrix. See SingularValueDecomposition for more details.

SVD is defined as the following decomposition:
A = U * W * V T
where A is m by n, and U and V are orthogonal matrices, and W is a diagonal matrix

Tolerance for singular values is Math.max(mat.numRows,mat.numCols) * W.get(0,0) * UtilEjml.EPS; where W.get(0,0) is the largest singular value.

  • Constructor Summary

    Constructors
    Constructor
    Description
    SimpleSVD(org.ejml.data.Matrix mat, boolean compact)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    getSingleValue(int index)
    Returns the specified singular value.
    double[]
    getSingularValues()
    Returns an array of all the singular values
    org.ejml.interfaces.decomposition.SingularValueDecomposition
    getSVD()
    Returns the underlying decomposition that this is a wrapper around.
    T
    getU()
    Returns the orthogonal 'U' matrix.
    T
    getV()
    Returns the orthogonal 'V' matrix.
    T
    getW()
    Returns a diagonal matrix with the singular values.
    int
    nullity()
    The nullity of the decomposed matrix.
    SimpleMatrix
    nullSpace()
    Computes the null space from an SVD.
    double
    quality()
    Computes the quality of the computed decomposition.
    int
    rank()
    Returns the rank of the decomposed matrix.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SimpleSVD

      public SimpleSVD(org.ejml.data.Matrix mat, boolean compact)

  • Method Details

    • getU

      public T getU()

      Returns the orthogonal 'U' matrix.

      Returns:
      An orthogonal m by m matrix.

    • getW

      public T getW()
      Returns a diagonal matrix with the singular values. The singular values are ordered from largest to smallest.
      Returns:
      Diagonal matrix with singular values along the diagonal.

    • getV

      public T getV()

      Returns the orthogonal 'V' matrix.

      Returns:
      An orthogonal n by n matrix.

    • quality

      public double quality()

      Computes the quality of the computed decomposition. A value close to or less than 1e-15 is considered to be within machine precision.

      This function must be called before the original matrix has been modified or else it will produce meaningless results.

      Returns:
      Quality of the decomposition.

    • nullSpace

      public SimpleMatrix nullSpace()
      Computes the null space from an SVD. For more information see SingularOps_DDRM.nullSpace(org.ejml.interfaces.decomposition.SingularValueDecomposition_F64<org.ejml.data.DMatrixRMaj>, org.ejml.data.DMatrixRMaj, double).
      Returns:
      Null space vector.

    • getSingleValue

      public double getSingleValue(int index)
      Returns the specified singular value.
      Parameters:
      index - Which singular value is to be returned.
      Returns:
      A singular value.

    • getSingularValues

      public double[] getSingularValues()
      Returns an array of all the singular values

    • rank

      public int rank()
      Returns the rank of the decomposed matrix.
      Returns:
      The matrix's rank
      See Also:
      • SingularOps_DDRM.rank(SingularValueDecomposition_F64, double)

    • nullity

      public int nullity()
      The nullity of the decomposed matrix.
      Returns:
      The matrix's nullity
      See Also:
      • SingularOps_DDRM.nullity(SingularValueDecomposition_F64, double)

    • getSVD

      public org.ejml.interfaces.decomposition.SingularValueDecomposition getSVD()
      Returns the underlying decomposition that this is a wrapper around.
      Returns:
      SingularValueDecomposition