Interface Eig<T>
- All Known Implementing Classes:
Eig
public interface Eig<T>
Eigenvalues and eigenvectors of a real matrix.
If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is diagonal and the eigenvector matrix V is orthogonal. I.e. A = V.times(D.times(V.transpose())) and V.times(V.transpose()) equals the identity matrix.
If A is not symmetric, then the eigenvalue matrix D is block diagonal with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues, lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The columns of V represent the eigenvectors in the sense that A*V = V*D, i.e. A.times(V) equals V.times(D). The matrix V may be badly conditioned, or even singular, so the validity of the equation A = V*D*inverse(V) depends upon V.cond().
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Nested Class Summary
Nested Classes -
Field Summary
FieldsModifier and TypeFieldDescriptionstatic final int
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Method Summary
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Field Details
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THRESHOLD
static final int THRESHOLD- See Also:
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MATRIX
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MATRIXLARGESINGLETHREADED
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MATRIXLARGEMULTITHREADED
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INSTANCE
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UJMP
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MATRIXSMALLMULTITHREADED
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MATRIXSMALLSINGLETHREADED
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Method Details
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calc
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