Interface SVD<T>
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- All Known Implementing Classes:
SVD
public interface SVD<T>
Singular Value Decomposition.For an m-by-n matrix A, the singular value decomposition is an m-by-(m or n) orthogonal matrix U, a (m or 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.
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static class
SVD.SVDMatrix
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Field Summary
Fields Modifier and Type Field Description static SVD<Matrix>
INSTANCE
static SVD<Matrix>
MATRIX
static SVD<Matrix>
MATRIXLARGEMULTITHREADED
static SVD<Matrix>
MATRIXLARGESINGLETHREADED
static SVD<Matrix>
MATRIXSMALLMULTITHREADED
static SVD<Matrix>
MATRIXSMALLSINGLETHREADED
static int
THRESHOLD
static SVD<Matrix>
UJMP
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description T[]
calc(T source)
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Field Detail
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THRESHOLD
static final int THRESHOLD
- See Also:
- Constant Field Values
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