scalation.linalgebra

SVD3

class SVD3 extends SVDecomp with Error

The SVD3 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 = u * b * v.t

where 'u' is a matrix of orthogonal eigenvectors of 'aa * aa.t' (LEFT SINGULAR VECTORS) 'v' is a matrix of orthogonal eigenvectors of 'aa.t * aa' (RIGHT SINGULAR VECTORS) and 'b' 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 SVD3(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. def deflate(): VectorD

    Deflate matrix 'aa' forming a diagonal matrix consisting of singular values and return the singular values in a vector.

    Deflate matrix 'aa' forming a diagonal matrix consisting of singular values and return the singular values in a vector.

    Definition Classes
    SVD3SVDecomp
  7. def deflateV(): (MatrixD, MatrixD, MatrixD)

    Deflate matrix 'aa' and dempose it using a Singular Value Decomposition (SVD) algorithm.

    Deflate matrix 'aa' and dempose it using a Singular Value Decomposition (SVD) algorithm. Then return the three factors: 'u, b, v'.

    Definition Classes
    SVD3SVDecomp
    See also

    Matrix Computation: Algorithm 8.6.2 SVD Algorithm.

  8. final def eq(arg0: AnyRef): Boolean

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

    Definition Classes
    AnyRef → Any
  10. def finalize(): Unit

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

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

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

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

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

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    AnyRef
  17. final def notifyAll(): Unit

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

    Definition Classes
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  19. def toString(): String

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  20. final def wait(): Unit

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    @throws( ... )
  21. final def wait(arg0: Long, arg1: Int): Unit

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    @throws( ... )
  22. final def wait(arg0: Long): Unit

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Inherited from Error

Inherited from SVDecomp

Inherited from AnyRef

Inherited from Any

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