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java.lang.ObjectJampack.Zsvd
public class Zsvd
Zsvd implements the singular value decomposion of a Zmat. Specifically if X is an mxn matrix with m>=n there are unitary matrices U and V such that
U^H*X*V = | S | | 0 |where S = diag(s1,...,sm) with
s1 >= s2 >= ... >= sn >=0.If m<n the decomposition has the form
U^H*X*V = | S 0 |,where S is diagonal of order m. The diagonals of S are the singular values of A. The columns of U are the left singular vectors of A and the columns of V are the right singular vectors.
Field Summary | |
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static int |
MAXITER
Limits the number of iterations in the SVD algorithm |
Zdiagmat |
S
The diagonal matrix of singular values |
Zmat |
U
The matrix of left singular vectors |
Zmat |
V
The matrix of right singular vectore |
Constructor Summary | |
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Zsvd(Zmat XX)
Computes the SVD of a Zmat XX. |
Method Summary |
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Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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public static int MAXITER
public Zmat U
public Zmat V
public Zdiagmat S
Constructor Detail |
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public Zsvd(Zmat XX) throws JampackException
XX
- A Zmat
JampackException
- Thrown if maximimum number of iterations is
exceeded.
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