org.ojalgo.matrix.jama
Class JamaSingularValue

java.lang.Object
  org.ojalgo.matrix.jama.JamaSingularValue

All Implemented Interfaces:

MatrixDecomposition<Double>, SingularValue<Double>

public final class JamaSingularValue
extends Object
implements SingularValue<Double>

JamaSingularValue

Author:

apete

Constructor Summary

JamaSingularValue()

Method Summary

boolean	compute(MatrixStore<Double> aStore)
boolean	equals(BasicMatrix aMtrx, NumberContext aCntxt)
boolean	equals(MatrixStore<Double> aStore, NumberContext aCntxt)
Double	getCondition() The condition number.
JamaMatrix	getD()
Double	getFrobeniusNorm() Sometimes also called the Schatten 2-norm or Hilbert-Schmidt norm.
JamaMatrix	getInverse() The output must be a "right inverse" and a "generalised inverse".
Double	getKyFanNorm(int k) Ky Fan k-norm.
JamaMatrix	getQ1()
JamaMatrix	getQ2()
int	getRank() Effective numerical matrix rank.
Array1Dim<Double>	getSingularValues()
MatrixStore<Double>	invert(MatrixStore<Double> aStore) A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().
boolean	isComputed()
boolean	isFullSize()
boolean	isSolvable()
void	reset()
JamaMatrix	solve(MatrixStore<Double> aRHS) Internally this implementation uses the pseudoinverse that is recreated with every call.
Future<DecomposeAndSolve<Double>>	solve(MatrixStore<Double> aBody, MatrixStore<Double> aRHS) Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS].
String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

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

compute, equals, invert, solve

Constructor Detail

JamaSingularValue

public JamaSingularValue()

Method Detail

equals

public boolean equals(MatrixStore<Double> aStore,
                      NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<Double>

getCondition

public Double getCondition()

Description copied from interface: SingularValue

The condition number.

Specified by:

getCondition in interface SingularValue<Double>

Returns:

The largest singular value divided by the smallest singular value.

getD

public JamaMatrix getD()

Specified by:

getD in interface SingularValue<Double>

Returns:

The diagonal matrix of singular values.

getFrobeniusNorm

public Double getFrobeniusNorm()

Description copied from interface: SingularValue

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

Specified by:

getFrobeniusNorm in interface SingularValue<Double>

Returns:

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

getInverse

public JamaMatrix getInverse()

Description copied from interface: MatrixDecomposition

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

Specified by:

getInverse in interface MatrixDecomposition<Double>

See Also:

BasicMatrix.invert()

getKyFanNorm

public 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<Double>

Parameters:

k - The number of singular values to add up.

Returns:

The sum of the k largest singular values.

getQ1

public JamaMatrix getQ1()

Specified by:

getQ1 in interface SingularValue<Double>

getQ2

public JamaMatrix getQ2()

Specified by:

getQ2 in interface SingularValue<Double>

getRank

public int getRank()

Description copied from interface: SingularValue

Effective numerical matrix rank.

Specified by:

getRank in interface SingularValue<Double>

Returns:

The number of nonnegligible singular values.

getSingularValues

public Array1Dim<Double> getSingularValues()

Specified by:

getSingularValues in interface SingularValue<Double>

Returns:

The singular values ordered in descending order.

isComputed

public boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<Double>

Returns:

true if computation has been attemped; false if not.

See Also:

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

isFullSize

public boolean isFullSize()

Specified by:

isFullSize in interface MatrixDecomposition<Double>

Returns:

True if the implementation generates a full sized decomposition.

isSolvable

public boolean isSolvable()

Specified by:

isSolvable in interface MatrixDecomposition<Double>

Returns:

true if it is ok to call MatrixDecomposition.solve(MatrixStore) (computation was successful); false if not

See Also:

MatrixDecomposition.solve(MatrixStore), MatrixDecomposition.isComputed()

reset

public void reset()

Specified by:

reset in interface MatrixDecomposition<Double>

solve

public JamaMatrix solve(MatrixStore<Double> aRHS)

Internally this implementation uses the pseudoinverse that is recreated with every call.

Specified by:

solve in interface MatrixDecomposition<Double>

toString

public String toString()

Overrides:

toString in class Object

compute

public final boolean compute(MatrixStore<Double> aStore)

Specified by:

compute in interface MatrixDecomposition<Double>

Parameters:

aStore - A matrix to decompose

Returns:

true if the computation suceeded; false if not

equals

public final boolean equals(BasicMatrix aMtrx,
                            NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<Double>

invert

public final MatrixStore<Double> invert(MatrixStore<Double> 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<Double>

solve

public final Future<DecomposeAndSolve<Double>> solve(MatrixStore<Double> aBody,
                                                     MatrixStore<Double> 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<Double>

Parameters:

aBody - The equation system body

aRHS - The equation system right hand side

Returns:

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