SVD

The SVD class is used to compute the Singlar Value Decomposition (SVD) of matrix 'aa' using the Golub-Kahan-Reinsch Algorithm. Decompose matrix 'aa' into the product of three matrices:

aa = uu * a * vv.t

where 'uu' is a matrix of orthogonal eigenvectors of 'aa * aa.t' (LEFT SINGULAR VECTORS) 'vv' is a matrix of orthogonal eigenvectors of 'aa.t * aa' (RIGHT SINGULAR VECTORS) and 'a' is a diagonal matrix of square roots of eigenvalues of 'aa.t * aa' &' aa * aa.t' (SINGULAR VALUES).

Linear Supertypes

Error, SVDecomp, AnyRef, Any

Instance Constructors

new SVD(aa: MatrixD)

aa
the m-by-n matrix to deflate/decompose (algorithm requires m >= n)

Value Members

final def !=(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def ##(): Int

Definition Classes
AnyRef → Any
final def ==(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def asInstanceOf[T0]: T0

Definition Classes
Any
def clone(): AnyRef

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( ... )
final def eq(arg0: AnyRef): Boolean

Definition Classes
AnyRef
def equals(arg0: Any): Boolean

Definition Classes
AnyRef → Any
def factor(): (MatrixD, VectorD, MatrixD)

Factor matrix 'aa' into the product of a matrix of left singular vectors 'uu', a vector of singular values 's' and a matrix of right singular vectors 'vv' such that 'aa = uu ** s * vv.t'.
Factor matrix 'aa' into the product of a matrix of left singular vectors 'uu', a vector of singular values 's' and a matrix of right singular vectors 'vv' such that 'aa = uu ** s * vv.t'.

Definition Classes
SVD → SVDecomp
def finalize(): Unit

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( classOf[java.lang.Throwable] )
def flaw(method: String, message: String): Unit

Show the flaw by printing the error message.
Show the flaw by printing the error message.
method
the method where the error occurred
message
the error message

Definition Classes
Error
final def getClass(): Class[_]

Definition Classes
AnyRef → Any
def hashCode(): Int

Definition Classes
AnyRef → Any
final def isInstanceOf[T0]: Boolean

Definition Classes
Any
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def toString(): String

Definition Classes
AnyRef → Any
final def wait(): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long, arg1: Int): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )

Related Docs: object SVD | package linalgebra

class SVD extends SVDecomp with Error

Instance Constructors

new SVD(aa: MatrixD)

Value Members

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: Any): Boolean

final def asInstanceOf[T0]: T0

def clone(): AnyRef

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

def factor(): (MatrixD, VectorD, MatrixD)

def finalize(): Unit

def flaw(method: String, message: String): Unit

final def getClass(): Class[_]

def hashCode(): Int

final def isInstanceOf[T0]: Boolean

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

final def synchronized[T0](arg0: ⇒ T0): T0

def toString(): String

final def wait(): Unit

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

Inherited from Error

Inherited from SVDecomp

Inherited from AnyRef

Inherited from Any

Ungrouped