Class Eig.EigMatrix
java.lang.Object
org.ujmp.core.doublematrix.calculation.general.decomposition.Eig.EigMatrix
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate double
private double
private final double[]
Arrays for internal storage of eigenvalues.private final double[]
Arrays for internal storage of eigenvalues.private static final double
private final double[][]
Array for internal storage of nonsymmetric Hessenberg form.private boolean
Symmetry flag.private final int
Row and column dimension (square matrix).private final double[]
Working storage for nonsymmetric algorithm.static final long
private final double[][]
Array for internal storage of eigenvectors. -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprivate final void
cdiv
(double xr, double xi, double yr, double yi) final DenseDoubleMatrix2D
getD()
Return the block diagonal eigenvalue matrixfinal double[]
Return the imaginary parts of the eigenvaluesfinal double[]
Return the real parts of the eigenvaluesfinal DenseDoubleMatrix2D
getV()
Return the eigenvector matrixprivate final void
hqr2()
private final void
orthes()
private final void
tql2()
private final void
tred2()
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Field Details
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serialVersionUID
public static final long serialVersionUID- See Also:
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EPSILON
private static final double EPSILON -
n
private final int nRow and column dimension (square matrix). -
issymmetric
private boolean issymmetricSymmetry flag. -
d
private final double[] dArrays for internal storage of eigenvalues. -
e
private final double[] eArrays for internal storage of eigenvalues. -
V
private final double[][] VArray for internal storage of eigenvectors. -
H
private final double[][] HArray for internal storage of nonsymmetric Hessenberg form. -
ort
private final double[] ortWorking storage for nonsymmetric algorithm. -
cdivr
private transient double cdivr -
cdivi
private transient double cdivi
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Constructor Details
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EigMatrix
Check for symmetry, then construct the eigenvalue decomposition- Parameters:
A
- Square matrix
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Method Details
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tred2
private final void tred2() -
tql2
private final void tql2() -
orthes
private final void orthes() -
cdiv
private final void cdiv(double xr, double xi, double yr, double yi) -
hqr2
private final void hqr2() -
getV
Return the eigenvector matrix- Returns:
- V
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getRealEigenvalues
public final double[] getRealEigenvalues()Return the real parts of the eigenvalues- Returns:
- real(diag(D))
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getImagEigenvalues
public final double[] getImagEigenvalues()Return the imaginary parts of the eigenvalues- Returns:
- imag(diag(D))
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getD
Return the block diagonal eigenvalue matrix- Returns:
- D
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