Jama
Class SingularValueDecomposition
java.lang.Object
Jama.SingularValueDecomposition
- java.io.Serializable
public class SingularValueDecomposition
extends java.lang.Object
implements java.io.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 decompostion always exists, so the constructor will
never fail. The matrix condition number and the effective numerical
rank can be computed from this decomposition.
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
|
SingularValueDecomposition
public SingularValueDecomposition(Matrix Arg)
Construct the singular value decomposition
cond
public double cond()
Two norm condition number
getS
public Matrix getS()
Return the diagonal matrix of singular values
getSingularValues
public double[] getSingularValues()
Return the one-dimensional array of singular values
getU
public Matrix getU()
Return the left singular vectors
getV
public Matrix getV()
Return the right singular vectors
norm2
public double norm2()
Two norm
rank
public int rank()
Effective numerical matrix rank
- Number of nonnegligible singular values.