Packages

trait SVDecomp extends Factorization

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
Factorization, AnyRef, Any
Known Subclasses
SVD, SVD2, SVD3, SVD4, SVDImputed, SVD_2by2, SVDecomp
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. SVDecomp
  2. Factorization
  3. AnyRef
  4. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Type Members

  1. type FactorType = (MatriD, VectoD, MatriD)

    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 = (MatriD, MatriD, MatriD)

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
    @native() @throws( ... )
  6. def conditionNum: Double

    Compute the condition number of 'this' matrix, i.e., the ratio of the largest singular value to the smallest.

    Compute the condition number of 'this' matrix, i.e., the ratio of the largest singular value to the smallest. Note, if not of full rank, it will be infinity.

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

    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.

    Definition Classes
    SVDecomp → Factorization
  10. def factor1(): MatriD

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

    Definition Classes
    Factorization
  11. def factor12(): (MatriD, MatriD)

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

    Definition Classes
    Factorization
  12. def factor123(): 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.

  13. def factor2(): MatriD

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

    Definition Classes
    Factorization
  14. val factored: Boolean

    Flag indicating whether the matrix has been factored

    Flag indicating whether the matrix has been factored

    Attributes
    protected
    Definition Classes
    Factorization
  15. def factors: (MatriD, MatriD)

    Return the two factored matrices.

    Return the two factored matrices.

    Definition Classes
    SVDecomp → Factorization
  16. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  17. def flip(u: MatriD, v: MatriD): 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

  18. def flip(u: MatriD, s: VectoD): 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

  19. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  20. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  21. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  22. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  23. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  24. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  25. 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)

  26. def solve(b: VectoD): VectoD

    Solve for 'x' in 'a^t*a*x = b' using SVD.

    Solve for 'x' in 'a^t*a*x = b' using SVD.

    b

    the constant vector

    Definition Classes
    SVDecomp → Factorization
  27. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  28. def toString(): String
    Definition Classes
    AnyRef → Any
  29. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  30. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  31. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from Factorization

Inherited from AnyRef

Inherited from Any

Ungrouped