scalation.linalgebra

SVD

Related Docs: object SVD | package linalgebra

class SVD extends SVDecomp with Error

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).

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Error, SVDecomp, AnyRef, Any
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Instance Constructors

  1. new SVD(aa: MatrixD)

    aa

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

Value Members

  1. final def !=(arg0: Any): Boolean

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

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

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

    Definition Classes
    Any
  5. def clone(): AnyRef

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

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

    Definition Classes
    AnyRef → Any
  8. 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
    SVDSVDecomp
  9. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. 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
  11. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  12. def hashCode(): Int

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

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

    Definition Classes
    AnyRef
  15. final def notify(): Unit

    Definition Classes
    AnyRef
  16. final def notifyAll(): Unit

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

    Definition Classes
    AnyRef
  18. def toString(): String

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

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Error

Inherited from SVDecomp

Inherited from AnyRef

Inherited from Any

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