Package org.apache.commons.math.linear

Class SingularValueDecompositionImpl

  • All Implemented Interfaces:
    SingularValueDecomposition
    public class SingularValueDecompositionImpl
extends java.lang.Object
implements SingularValueDecomposition
    Calculates the compact Singular Value Decomposition of a matrix.

    The Singular Value Decomposition of matrix A is a set of three matrices: U, Σ and V such that A = U × Σ × VT. Let A be a m × n matrix, then U is a m × p orthogonal matrix, Σ is a p × p diagonal matrix with positive or null elements, V is a p × n orthogonal matrix (hence VT is also orthogonal) where p=min(m,n).

    Since:
    2.0
    Version:
    $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double getConditionNumber()
      Return the condition number of the matrix.
      RealMatrix getCovariance​(double minSingularValue)
      Returns the n × n covariance matrix.
      double getNorm()
      Returns the L2 norm of the matrix.
      int getRank()
      Return the effective numerical matrix rank.
      RealMatrix getS()
      Returns the diagonal matrix Σ of the decomposition.
      double[] getSingularValues()
      Returns the diagonal elements of the matrix Σ of the decomposition.
      DecompositionSolver getSolver()
      Get a solver for finding the A × X = B solution in least square sense.
      RealMatrix getU()
      Returns the matrix U of the decomposition.
      RealMatrix getUT()
      Returns the transpose of the matrix U of the decomposition.
      RealMatrix getV()
      Returns the matrix V of the decomposition.
      RealMatrix getVT()
      Returns the transpose of the matrix V of the decomposition.

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait