Package org.la4j.decomposition
Class EigenDecompositor
- java.lang.Object
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- org.la4j.decomposition.AbstractDecompositor
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- org.la4j.decomposition.EigenDecompositor
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- All Implemented Interfaces:
java.io.Serializable
,MatrixDecompositor
public class EigenDecompositor extends AbstractDecompositor implements MatrixDecompositor
This class represents Eigen decomposition of matrices. More details- See Also:
- Serialized Form
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Field Summary
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Fields inherited from class org.la4j.decomposition.AbstractDecompositor
matrix
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Constructor Summary
Constructors Constructor Description EigenDecompositor(Matrix matrix)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description boolean
applicableTo(Matrix matrix)
Checks whether this decompositor is applicable to given matrix or not.private double[]
cdiv(double xr, double xi, double yr, double yi)
Matrix[]
decompose()
Returns the result of Eigen (EVD) decomposition of given matrixprivate Matrix[]
decomposeNonSymmetricMatrix(Matrix matrix)
Returns the result of Eigen decomposition for non-symmetric matrixprivate Matrix[]
decomposeSymmetricMatrix(Matrix matrix)
Returns the result of Eigen decomposition for symmetric matrixprivate int
findMax(Matrix matrix, int i)
private int
findMax(Vector vector)
private Vector
generateR(Matrix matrix)
private double
generateRi(Matrix matrix, int i)
private void
hqr2(Matrix H, Matrix V, Vector d, Vector e)
private void
orthes(Matrix h, Matrix v, Vector ort)
private void
regenerateU(Matrix u, Matrix matrix, int k, int l, int kk, int ll)
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Methods inherited from class org.la4j.decomposition.AbstractDecompositor
fail, self
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.la4j.decomposition.MatrixDecompositor
self
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Constructor Detail
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EigenDecompositor
public EigenDecompositor(Matrix matrix)
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Method Detail
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decompose
public Matrix[] decompose()
Returns the result of Eigen (EVD) decomposition of given matrixSee http://mathworld.wolfram.com/EigenDecomposition.html for more details.
- Specified by:
decompose
in interfaceMatrixDecompositor
- Returns:
- { V, D }
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applicableTo
public boolean applicableTo(Matrix matrix)
Description copied from interface:MatrixDecompositor
Checks whether this decompositor is applicable to given matrix or not.- Specified by:
applicableTo
in interfaceMatrixDecompositor
- Returns:
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decomposeSymmetricMatrix
private Matrix[] decomposeSymmetricMatrix(Matrix matrix)
Returns the result of Eigen decomposition for symmetric matrixSee http://mathworld.wolfram.com/EigenDecomposition.html for more details.
- Parameters:
matrix
-- Returns:
- { V, D }
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findMax
private int findMax(Vector vector)
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findMax
private int findMax(Matrix matrix, int i)
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generateRi
private double generateRi(Matrix matrix, int i)
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decomposeNonSymmetricMatrix
private Matrix[] decomposeNonSymmetricMatrix(Matrix matrix)
Returns the result of Eigen decomposition for non-symmetric matrixSee http://mathworld.wolfram.com/EigenDecomposition.html for more details.
- Parameters:
matrix
-- Returns:
- { P, D }
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cdiv
private double[] cdiv(double xr, double xi, double yr, double yi)
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