no.uib.cipr.matrix

Class EconomySVD

java.lang.Object

no.uib.cipr.matrix.EconomySVD

public class EconomySVD
extends Object

Computes economy singular value decompositions. Uses DGESDD internally.

Constructor Summary

Constructors

Constructor and Description
EconomySVD(int m, int n) Creates an empty SVD

Method Summary

Modifier and Type	Method and Description
EconomySVD	factor(no.uib.cipr.matrix.DenseMatrix A) Computes an SVD
static EconomySVD	factorize(no.uib.cipr.matrix.Matrix A) Convenience method for computing a full SVD
double[]	getS() Returns the singular values (stored in descending order)
no.uib.cipr.matrix.DenseMatrix	getU() Returns the left singular vectors, column-wise.
no.uib.cipr.matrix.DenseMatrix	getVt() Returns the right singular vectors, row-wise.

Methods inherited from class java.lang.Object

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

Constructor Detail

EconomySVD

public EconomySVD(int m,
                  int n)

Creates an empty SVD

Parameters:

m - Number of rows

n - Number of columns

Method Detail

factorize

public static EconomySVD factorize(no.uib.cipr.matrix.Matrix A)
                            throws no.uib.cipr.matrix.NotConvergedException

Convenience method for computing a full SVD

Parameters:

A - Matrix to decompose, not modified

Returns:

Newly allocated factorization

Throws:

NotConvergedException

factor

public EconomySVD factor(no.uib.cipr.matrix.DenseMatrix A)
                  throws no.uib.cipr.matrix.NotConvergedException

Computes an SVD

Parameters:

A - Matrix to decompose. Size must conform, and it will be overwritten on return. Pass a copy to avoid this

Returns:

The current decomposition

Throws:

NotConvergedException

getU

public no.uib.cipr.matrix.DenseMatrix getU()

Returns the left singular vectors, column-wise. Not available for partial decompositions

Returns:

Matrix of size m*m

getVt

public no.uib.cipr.matrix.DenseMatrix getVt()

Returns the right singular vectors, row-wise. Not available for partial decompositions

Returns:

Matrix of size n*n

getS

public double[] getS()

Returns the singular values (stored in descending order)

Returns:

Array of size min(m,n)