Interface Eig<T>
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- 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 Modifier and Type Interface Description static class
Eig.EigMatrix
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Field Summary
Fields Modifier and Type Field Description static Eig<Matrix>
INSTANCE
static Eig<Matrix>
MATRIX
static Eig<Matrix>
MATRIXLARGEMULTITHREADED
static Eig<Matrix>
MATRIXLARGESINGLETHREADED
static Eig<Matrix>
MATRIXSMALLMULTITHREADED
static Eig<Matrix>
MATRIXSMALLSINGLETHREADED
static int
THRESHOLD
static Eig<Matrix>
UJMP
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description T[]
calc(T source)
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Field Detail
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THRESHOLD
static final int THRESHOLD
- See Also:
- Constant Field Values
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