Packages

class SVD2 extends SVDecomp

The SVD2 class performs Single Value Decomposition 'SVD' using the Eigen class. For a direct, more robust algorithm that is less sensitive to round-off errors,

See also

the SVD class.

Linear Supertypes
SVDecomp, AnyRef, Any
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Instance Constructors

  1. new SVD2(a: MatrixD)

    a

    the matrix to be factored/decomposed

Type Members

  1. type FactorType = (MatrixD, VectorD, MatrixD)

    Factor type contains 'u, s, v' which are the left orthogonal matrix, the diagonal matrix/vector containing singular values and the right orthogonal matrix.

    Factor type contains 'u, s, v' which are the left orthogonal matrix, the diagonal matrix/vector containing singular values and the right orthogonal matrix.

    Definition Classes
    SVDecomp
  2. type FactorTypeFull = (MatrixD, MatrixD, MatrixD)
    Definition Classes
    SVDecomp

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
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  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(): FactorType

    Deflate matrix 'a' and decompose it into 'u * s * v.t', where 'u's columns are the eigenvectors of 'a * a.t' and 'v's columns are the eigenvectors of 'a.t * a'.

  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  8. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  9. def factor(): FactorType

    Factor matrix 'a' forming a diagonal matrix consisting of singular values and return the singular values in vector 's' along with left and right singular matrices, 'u' and 'v'.

    Factor matrix 'a' forming a diagonal matrix consisting of singular values and return the singular values in vector 's' along with left and right singular matrices, 'u' and 'v'.

    Definition Classes
    SVD2SVDecomp
  10. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  11. def flip(u: MatrixD, v: MatrixD): Unit

    Flip negative main diagonal elements in the singular vectors to positive.

    Flip negative main diagonal elements in the singular vectors to positive.

    u

    the left orthongonal matrix

    v

    the right orthongonal matrix

    Definition Classes
    SVDecomp
  12. def flip(u: MatrixD, s: VectorD): Unit

    Flip negative singular values to positive and set singular values close to zero to zero.

    Flip negative singular values to positive and set singular values close to zero to zero.

    u

    the left orthongonal matrix

    s

    the vector of singular values

    Definition Classes
    SVDecomp
  13. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  14. def hashCode(): Int
    Definition Classes
    AnyRef → Any
  15. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  16. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  17. final def notify(): Unit
    Definition Classes
    AnyRef
  18. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  19. def reorder(ft: FactorType): Unit

    Reorder the singular values to be in non-increasing order.

    Reorder the singular values to be in non-increasing order. Must swap singular vectors in lock step with singular values. To minimize the number of swaps, selection sort is used.

    ft

    the factored matrix (u, s, v)

    Definition Classes
    SVDecomp
  20. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  21. def toString(): String
    Definition Classes
    AnyRef → Any
  22. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  23. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
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    @throws( ... )
  24. final def wait(arg0: Long): Unit
    Definition Classes
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    @throws( ... )

Inherited from SVDecomp

Inherited from AnyRef

Inherited from Any

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