Class SingularValueDecomposition

  • All Implemented Interfaces:
    java.io.Serializable

    public class SingularValueDecomposition
    extends java.lang.Object
    implements java.io.Serializable
    Singular Value Decomposition.

    For an m-by-n matrix A with m >= n, the singular value decomposition is an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and an n-by-n orthogonal matrix V so that A = U*S*V'.

    The singular values, sigma[k] = S[k][k], are ordered so that sigma[0] >= sigma[1] >= ... >= sigma[n-1].

    The singular value decompostion always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

    See Also:
    Serialized Form
    • Field Summary

      Fields 
      Modifier and Type Field Description
      private int m
      Row and column dimensions.
      private int n
      Row and column dimensions.
      private double[] s
      Array for internal storage of singular values.
      private double[][] U
      Arrays for internal storage of U and V.
      private double[][] V
      Arrays for internal storage of U and V.
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double cond()
      Two norm condition number
      CVisDVector getS()
      Return the diagonal matrix of singular values
      double[] getSingularValues()
      Return the one-dimensional array of singular values
      CVisDMatrix getU()
      Return the left singular vectors
      CVisDMatrix getV()
      Return the right singular vectors
      double norm2()
      Two norm
      int rank()
      Effective numerical matrix rank
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Field Detail

      • U

        private double[][] U
        Arrays for internal storage of U and V.
      • V

        private double[][] V
        Arrays for internal storage of U and V.
      • s

        private double[] s
        Array for internal storage of singular values.
      • m

        private int m
        Row and column dimensions.
      • n

        private int n
        Row and column dimensions.
    • Constructor Detail

      • SingularValueDecomposition

        public SingularValueDecomposition​(CVisDMatrix Arg)
        Construct the singular value decomposition
        Parameters:
        A - Rectangular matrix
    • Method Detail

      • getU

        public CVisDMatrix getU()
        Return the left singular vectors
        Returns:
        U
      • getV

        public CVisDMatrix getV()
        Return the right singular vectors
        Returns:
        V
      • getSingularValues

        public double[] getSingularValues()
        Return the one-dimensional array of singular values
        Returns:
        diagonal of S.
      • getS

        public CVisDVector getS()
        Return the diagonal matrix of singular values
        Returns:
        S
      • norm2

        public double norm2()
        Two norm
        Returns:
        max(S)
      • cond

        public double cond()
        Two norm condition number
        Returns:
        max(S)/min(S)
      • rank

        public int rank()
        Effective numerical matrix rank
        Returns:
        Number of nonnegligible singular values.