Interface SVD<T>
- 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 -
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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INSTANCE
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UJMP
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MATRIXSMALLSINGLETHREADED
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MATRIXLARGESINGLETHREADED
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MATRIXSMALLMULTITHREADED
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MATRIXLARGEMULTITHREADED
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Method Details
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calc
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