org.ojalgo.matrix.decomposition
Class SingularValueDecomposition<N extends Number & Comparable<N>>

java.lang.Object
  org.ojalgo.matrix.decomposition.SingularValueDecomposition<N>

All Implemented Interfaces:

MatrixDecomposition<N>, SingularValue<N>

public abstract class SingularValueDecomposition<N extends Number & Comparable<N>>
extends Object
implements SingularValue<N>

Field Summary

static boolean

DEBUG

Method Summary

boolean	equals(MatrixDecomposition<N> aDecomp, NumberContext aCntxt)
boolean	equals(Object someObj)
double	getCondition() The condition number.
double	getFrobeniusNorm() Sometimes also called the Schatten 2-norm or Hilbert-Schmidt norm.
MatrixStore<N>	getInverse() The output must be a "right inverse" and a "generalised inverse".
double	getKyFanNorm(int k) Ky Fan k-norm.
double	getOperatorNorm()
int	getRank() Effective numerical matrix rank.
double	getTraceNorm()
MatrixStore<N>	invert(MatrixStore<N> aStore) A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().
boolean	isComputed()
static SingularValue<BigDecimal>	makeAltBig()
static SingularValue<ComplexNumber>	makeAltComplex()
static SingularValue<Double>	makeAltPrimitive()
static SingularValue<BigDecimal>	makeBig()
static SingularValue<ComplexNumber>	makeComplex()
static SingularValue<Double>	makeJama()
static SingularValue<Double>	makePrimitive()
void	reset()
Future<DecomposeAndSolve<N>>	solve(MatrixStore<N> aBody, MatrixStore<N> aRHS) Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS].

Methods inherited from class java.lang.Object

getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.matrix.decomposition.SingularValue

getD, getQ1, getQ2, getSingularValues, isOrdered, isSorted

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

compute, equals, equals, invert, isComputed, isFullSize, isSolvable, solve, solve

Field Detail

DEBUG

public static boolean DEBUG

Method Detail

makeAltBig

public static final SingularValue<BigDecimal> makeAltBig()

makeAltComplex

public static final SingularValue<ComplexNumber> makeAltComplex()

makeAltPrimitive

public static final SingularValue<Double> makeAltPrimitive()

makeBig

public static final SingularValue<BigDecimal> makeBig()

makeComplex

public static final SingularValue<ComplexNumber> makeComplex()

makeJama

public static final SingularValue<Double> makeJama()

makePrimitive

public static final SingularValue<Double> makePrimitive()

getCondition

public final double getCondition()

Description copied from interface: SingularValue

The condition number.

Specified by:

getCondition in interface SingularValue<N extends Number & Comparable<N>>

Returns:

The largest singular value divided by the smallest singular value.

getFrobeniusNorm

public final double getFrobeniusNorm()

Description copied from interface: SingularValue

Sometimes also called the Schatten 2-norm or Hilbert-Schmidt norm.

Specified by:

getFrobeniusNorm in interface SingularValue<N extends Number & Comparable<N>>

Returns:

The square root of the sum of squares of the singular values.

getInverse

public final MatrixStore<N> getInverse()

Description copied from interface: MatrixDecomposition

The output must be a "right inverse" and a "generalised inverse".

Specified by:

getInverse in interface MatrixDecomposition<N extends Number & Comparable<N>>

See Also:

BasicMatrix.invert()

getKyFanNorm

public final double getKyFanNorm(int k)

Description copied from interface: SingularValue

Ky Fan k-norm.

The first Ky Fan k-norm is the operator norm (the largest singular value), and the last is called the trace norm (the sum of all singular values).

Specified by:

getKyFanNorm in interface SingularValue<N extends Number & Comparable<N>>

Parameters:

k - The number of singular values to add up.

Returns:

The sum of the k largest singular values.

getOperatorNorm

public final double getOperatorNorm()

Specified by:

getOperatorNorm in interface SingularValue<N extends Number & Comparable<N>>

getRank

public final int getRank()

Description copied from interface: SingularValue

Effective numerical matrix rank.

Specified by:

getRank in interface SingularValue<N extends Number & Comparable<N>>

Returns:

The number of nonnegligible singular values.

getTraceNorm

public final double getTraceNorm()

Specified by:

getTraceNorm in interface SingularValue<N extends Number & Comparable<N>>

reset

public void reset()

Specified by:

reset in interface MatrixDecomposition<N extends Number & Comparable<N>>

equals

public boolean equals(MatrixDecomposition<N> aDecomp,
                      NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

equals

public boolean equals(Object someObj)

Overrides:

equals in class Object

invert

public final MatrixStore<N> invert(MatrixStore<N> aStore)

Description copied from interface: MatrixDecomposition

A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().

Specified by:

invert in interface MatrixDecomposition<N extends Number>

isComputed

public boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<N extends Number>

Returns:

true if computation has been attemped; false if not.

See Also:

MatrixDecomposition.compute(MatrixStore), MatrixDecomposition.isSolvable()

solve

public Future<DecomposeAndSolve<N>> solve(MatrixStore<N> aBody,
                                          MatrixStore<N> aRHS)

Description copied from interface: MatrixDecomposition

Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS]. If either of the input [aBody] or [aRHS] is set to null the corresponing calculation is skipped.

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aBody - The equation system body

aRHS - The equation system right hand side

Returns:

The matrix decomposition and the equation system solution, [X]