RdcPanda
Class SingularValueDecomposition

java.lang.Object
  extended by RdcPanda.SingularValueDecomposition
All Implemented Interfaces:
java.io.Serializable

public class SingularValueDecomposition
extends java.lang.Object
implements java.io.Serializable

This class provides functions for SVD operations (from Jama package). Written by Lincong Wang (2001-2005).

See Also:
Serialized Form

Constructor Summary
SingularValueDecomposition(Matrix Arg)
          Construct the singular value decomposition.
 
Method Summary
 double cond()
          Two norm condition number.
 Matrix getS()
          Return the diagonal matrix of singular values.
 double[] getSingularValues()
          Return the one-dimensional array of singular values.
 Matrix getU()
          Return the left singular vectors.
 Matrix getV()
          Return the right singular vectors.
 double norm2()
          Two norm.
 int rank()
          Effective numerical matrix rank.
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

SingularValueDecomposition

public SingularValueDecomposition(Matrix Arg)
Construct the singular value decomposition.

Parameters:
Arg - the arg
Method Detail

getU

public Matrix getU()
Return the left singular vectors.

Returns:
U

getV

public Matrix getV()
Return the right singular vectors.

Returns:
V

getSingularValues

public double[] getSingularValues()
Return the one-dimensional array of singular values.

Returns:
diagonal of S.

getS

public Matrix getS()
Return the diagonal matrix of singular values.

Returns:
S

norm2

public double norm2()
Two norm.

Returns:
max(S)

cond

public double cond()
Two norm condition number.

Returns:
max(S)/min(S)

rank

public int rank()
Effective numerical matrix rank.

Returns:
Number of nonnegligible singular values.