Module ojalgo
Package org.ojalgo.matrix.decomposition

Interface SingularValue<N extends java.lang.Comparable<N>>

    • Method Detail

      • reconstruct

        static <N extends java.lang.Comparable<N>> MatrixStore<N> reconstruct​(SingularValue<N> decomposition)

      • ftran

        default void ftran​(PhysicalStore<N> arg)
        Description copied from interface: InvertibleFactor
        Forward-transformation

        Solve [A][x] = [b] by transforming [b] into [x] in-place.

        Specified by:
        ftran in interface InvertibleFactor<N extends java.lang.Comparable<N>>
        Parameters:
        arg - [b] transformed into [x]

      • getCondition

        double getCondition()
        The condition number.
        Specified by:
        getCondition in interface Provider2D.Condition
        Returns:
        The largest singular value divided by the smallest singular value.

      • getCovariance

        MatrixStore<N> getCovariance()
        Returns:
        [[A]T[A]]-1 Where [A] is the original matrix.

      • getD

        @Deprecated
MatrixStore<N> getD()
        Deprecated.
        Use getS() instead
        Returns:
        The diagonal matrix of singular values.

      • getFrobeniusNorm

        double getFrobeniusNorm()
        Sometimes also called the Schatten 2-norm or Hilbert-Schmidt norm.
        Returns:
        The square root of the sum of squares of the singular values.

      • getKyFanNorm

        double getKyFanNorm​(int k)

        Ky Fan k-norm.

        The first Ky Fan k-norm is the operator norm (the largest singular value), and the last is called the trace norm (the sum of all singular values).

        Parameters:
        k - The number of singular values to add up.
        Returns:
        The sum of the k largest singular values.

      • getOperatorNorm

        double getOperatorNorm()
        Returns:
        2-norm

      • getS

        MatrixStore<N> getS()
        Returns:
        The diagonal matrix of singular values.

      • getSingularValues

        Array1D<java.lang.Double> getSingularValues()
        Returns:
        The singular values ordered in descending order.

      • getSingularValues

        default void getSingularValues​(double[] values)
        Parameters:
        values - An array that will receive the singular values

      • getTraceNorm

        double getTraceNorm()

      • getU

        MatrixStore<N> getU()
        If [A] is m-by-n and its rank is r, then:
        • The first r columns of [U] span the column space, range or image of [A].
        • The last m-r columns of [U] span the left nullspace or cokernel of [A].
        Calculating the QR decomposition of [A] is a faster alternative.

      • getV

        MatrixStore<N> getV()
        If [A] is m-by-n and its rank is r, then:
        • The first r columns of [V] span the row space or coimage of [A].
        • The last n-r columns of [V] span the nullspace or kernel of [A].
        Calculating the QR decomposition of [A]T is a faster alternative.

      • reconstruct

        default MatrixStore<N> reconstruct​(int k)