Packages

trait SVDecomp extends AnyRef

The SVDDecomp trait specifies the major methods for Singular Value Decomposition implementations: ------------------------------------------------------------------------------ SVD - Golub-Kahan-Reinsch Algorithm translated from Algol code SVD2 - Compute 'a.t * a', 'a * a.t' and use Eigenvalue and Eigenvector SVD3 - Implicit Zero-Shift 'QR' Algorithm SVD4 - Golub-Kahan-Reinsch Algorithm coded from psuedo-code in Matrix Computations The last three are still under development.

Linear Supertypes
AnyRef, Any
Known Subclasses
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. SVDecomp
  2. AnyRef
  3. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

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.

  2. type FactorTypeFull = (MatrixD, MatrixD, MatrixD)

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(): FactorType

    Factor/deflate the matrix by iteratively turning elements not in the main diagonal to zero.

    Factor/deflate the matrix by iteratively turning elements not in the main diagonal to zero. Then return the vector of singular values (i.e., the main diagonal), along with the left and right singular matrices.

  9. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. 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

  11. 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

  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
    Definition Classes
    AnyRef
  17. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  18. 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)

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

Inherited from AnyRef

Inherited from Any

Ungrouped