Package org.ojalgo.matrix.decomposition
Class GeneralisedEvD<N extends java.lang.Comparable<N>>
- java.lang.Object
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- org.ojalgo.matrix.decomposition.AbstractDecomposition<N>
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- org.ojalgo.matrix.decomposition.GenericDecomposition<N>
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- org.ojalgo.matrix.decomposition.EigenvalueDecomposition<N>
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- org.ojalgo.matrix.decomposition.GeneralisedEvD<N>
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- All Implemented Interfaces:
Eigenvalue<N>
,Eigenvalue.Generalised<N>
,MatrixDecomposition<N>
,MatrixDecomposition.Determinant<N>
,MatrixDecomposition.Hermitian<N>
,MatrixDecomposition.Ordered<N>
,MatrixDecomposition.Values<N>
,Provider2D
,Provider2D.Determinant<N>
,Provider2D.Eigenpairs
,DeterminantTask<N>
,MatrixTask<N>
,Structure1D
,Structure2D
final class GeneralisedEvD<N extends java.lang.Comparable<N>> extends EigenvalueDecomposition<N> implements Eigenvalue.Generalised<N>
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Nested Class Summary
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Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue
Eigenvalue.Eigenpair, Eigenvalue.Factory<N extends java.lang.Comparable<N>>, Eigenvalue.Generalisation, Eigenvalue.Generalised<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition
MatrixDecomposition.Determinant<N extends java.lang.Comparable<N>>, MatrixDecomposition.EconomySize<N extends java.lang.Comparable<N>>, MatrixDecomposition.Factory<D extends MatrixDecomposition<?>>, MatrixDecomposition.Hermitian<N extends java.lang.Comparable<N>>, MatrixDecomposition.Ordered<N extends java.lang.Comparable<N>>, MatrixDecomposition.Pivoting<N extends java.lang.Comparable<N>>, MatrixDecomposition.RankRevealing<N extends java.lang.Comparable<N>>, MatrixDecomposition.Solver<N extends java.lang.Comparable<N>>, MatrixDecomposition.Values<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.matrix.Provider2D
Provider2D.Condition, Provider2D.Determinant<N extends java.lang.Comparable<N>>, Provider2D.Eigenpairs, Provider2D.Hermitian, Provider2D.Inverse<M>, Provider2D.Rank, Provider2D.Solution<M>, Provider2D.Symmetric, Provider2D.Trace<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure1D
Structure1D.BasicMapper<T>, Structure1D.IndexMapper<T>, Structure1D.IntIndex, Structure1D.LongIndex, Structure1D.LoopCallback
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Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure2D
Structure2D.IntRowColumn, Structure2D.Logical<S extends Structure2D,B extends Structure2D.Logical<S,B>>, Structure2D.LongRowColumn, Structure2D.ReducibleTo1D<R extends Structure1D>, Structure2D.Reshapable, Structure2D.RowColumnKey<R,C>, Structure2D.RowColumnMapper<R,C>
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Field Summary
Fields Modifier and Type Field Description private Cholesky<N>
myCholesky
private Eigenvalue<N>
myEigenvalue
private PhysicalStore.Factory<N,? extends DecompositionStore<N>>
myFactory
private PhysicalStore<N>
myRecovered
private PhysicalStore<N>
myReduced
Cprivate Eigenvalue.Generalisation
myType
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Fields inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue
C128, DESCENDING_NORM, H256, Q128, R064, R128
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Fields inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition
TYPICAL
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Constructor Summary
Constructors Constructor Description GeneralisedEvD(PhysicalStore.Factory<N,? extends DecompositionStore<N>> factory, Cholesky<N> cholesky, Eigenvalue<N> eigenvalue, Eigenvalue.Generalisation type)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected boolean
doDecompose(Access2D.Collectable<N,? super PhysicalStore<N>> matrix, boolean valuesOnly)
N
getDeterminant()
A matrix' determinant is the product of its eigenvalues.Eigenvalue.Eigenpair
getEigenpair(int index)
ComplexNumber
getTrace()
A matrix' trace is the sum of the diagonal elements.boolean
isHermitian()
If [A] is hermitian then [V][D][V]-1 becomes [Q][D][Q]H...boolean
isOrdered()
The eigenvalues in D (and the eigenvectors in V) are not necessarily ordered.protected MatrixStore<N>
makeD()
protected Array1D<ComplexNumber>
makeEigenvalues()
protected MatrixStore<N>
makeV()
boolean
prepare(Access2D.Collectable<N,? super PhysicalStore<N>> matrixB)
MatrixStore<N>
reconstruct()
(package private) MatrixStore<N>
recover(MatrixStore<N> reduced)
(package private) PhysicalStore<N>
reduce(Access2D.Collectable<N,? super PhysicalStore<N>> original)
void
reset()
Delete computed results, and resets attributes to default values-
Methods inherited from class org.ojalgo.matrix.decomposition.EigenvalueDecomposition
calculateDeterminant, computeValuesOnly, decompose, getColDim, getD, getEigenvalues, getMaxDim, getMinDim, getRowDim, getV, setD, setEigenvalues, setV, sort
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Methods inherited from class org.ojalgo.matrix.decomposition.GenericDecomposition
aggregator, allocate, collect, copy, function, makeArray, makeDiagonal, makeEye, makeHouseholder, makeIdentity, makeRotation, makeRotation, makeZero, makeZero, scalar, wrap
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Methods inherited from class org.ojalgo.matrix.decomposition.AbstractDecomposition
checkSolvability, computed, countColumns, countRows, getDimensionalEpsilon, isAspectRatioNormal, isComputed, isSolvable
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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.ojalgo.matrix.task.DeterminantTask
calculateDeterminant
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Methods inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue
getD, getEigenpairs, getEigenvalues, getEigenvalues, getEigenvectors, getV
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Methods inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue.Generalised
computeValuesOnly, decompose
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition
decompose, isComputed
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Determinant
toDeterminantProvider
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Hermitian
checkAndDecompose
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Values
computeValuesOnly
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Methods inherited from interface org.ojalgo.structure.Structure2D
count, countColumns, countRows, firstInColumn, firstInRow, getColDim, getMaxDim, getMinDim, getRowDim, isEmpty, isFat, isScalar, isSquare, isTall, isVector, limitOfColumn, limitOfRow, size
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Field Detail
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myEigenvalue
private final Eigenvalue<N extends java.lang.Comparable<N>> myEigenvalue
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myFactory
private final PhysicalStore.Factory<N extends java.lang.Comparable<N>,? extends DecompositionStore<N extends java.lang.Comparable<N>>> myFactory
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myRecovered
private transient PhysicalStore<N extends java.lang.Comparable<N>> myRecovered
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myReduced
private transient PhysicalStore<N extends java.lang.Comparable<N>> myReduced
C
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myType
private final Eigenvalue.Generalisation myType
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Constructor Detail
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GeneralisedEvD
GeneralisedEvD(PhysicalStore.Factory<N,? extends DecompositionStore<N>> factory, Cholesky<N> cholesky, Eigenvalue<N> eigenvalue, Eigenvalue.Generalisation type)
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Method Detail
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getDeterminant
public N getDeterminant()
Description copied from interface:MatrixDecomposition.Determinant
A matrix' determinant is the product of its eigenvalues.
- Specified by:
getDeterminant
in interfaceMatrixDecomposition.Determinant<N extends java.lang.Comparable<N>>
- Specified by:
getDeterminant
in interfaceProvider2D.Determinant<N extends java.lang.Comparable<N>>
- Returns:
- The matrix' determinant
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getEigenpair
public Eigenvalue.Eigenpair getEigenpair(int index)
- Specified by:
getEigenpair
in interfaceEigenvalue<N extends java.lang.Comparable<N>>
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getTrace
public ComplexNumber getTrace()
Description copied from interface:Eigenvalue
A matrix' trace is the sum of the diagonal elements. It is also the sum of the eigenvalues. This method should return the sum of the eigenvalues.- Specified by:
getTrace
in interfaceEigenvalue<N extends java.lang.Comparable<N>>
- Returns:
- The matrix' trace
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isHermitian
public boolean isHermitian()
Description copied from interface:Eigenvalue
If [A] is hermitian then [V][D][V]-1 becomes [Q][D][Q]H...- Specified by:
isHermitian
in interfaceEigenvalue<N extends java.lang.Comparable<N>>
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isOrdered
public boolean isOrdered()
Description copied from interface:Eigenvalue
The eigenvalues in D (and the eigenvectors in V) are not necessarily ordered. This is a property of the algorithm/implementation, not the data.- Specified by:
isOrdered
in interfaceEigenvalue<N extends java.lang.Comparable<N>>
- Specified by:
isOrdered
in interfaceMatrixDecomposition.Ordered<N extends java.lang.Comparable<N>>
- Returns:
- true if they are ordered
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prepare
public boolean prepare(Access2D.Collectable<N,? super PhysicalStore<N>> matrixB)
- Specified by:
prepare
in interfaceEigenvalue.Generalised<N extends java.lang.Comparable<N>>
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reconstruct
public MatrixStore<N> reconstruct()
- Specified by:
reconstruct
in interfaceEigenvalue<N extends java.lang.Comparable<N>>
- Specified by:
reconstruct
in interfaceMatrixDecomposition<N extends java.lang.Comparable<N>>
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reset
public void reset()
Description copied from interface:MatrixDecomposition
Delete computed results, and resets attributes to default values- Specified by:
reset
in interfaceMatrixDecomposition<N extends java.lang.Comparable<N>>
- Overrides:
reset
in classEigenvalueDecomposition<N extends java.lang.Comparable<N>>
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doDecompose
protected boolean doDecompose(Access2D.Collectable<N,? super PhysicalStore<N>> matrix, boolean valuesOnly)
- Specified by:
doDecompose
in classEigenvalueDecomposition<N extends java.lang.Comparable<N>>
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makeD
protected MatrixStore<N> makeD()
- Specified by:
makeD
in classEigenvalueDecomposition<N extends java.lang.Comparable<N>>
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makeEigenvalues
protected Array1D<ComplexNumber> makeEigenvalues()
- Specified by:
makeEigenvalues
in classEigenvalueDecomposition<N extends java.lang.Comparable<N>>
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makeV
protected MatrixStore<N> makeV()
- Specified by:
makeV
in classEigenvalueDecomposition<N extends java.lang.Comparable<N>>
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recover
MatrixStore<N> recover(MatrixStore<N> reduced)
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reduce
PhysicalStore<N> reduce(Access2D.Collectable<N,? super PhysicalStore<N>> original)
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