Module ojalgo

Package org.ojalgo.matrix.decomposition

Class GeneralisedEvD<N extends Comparable<N>>

java.lang.Object

org.ojalgo.matrix.decomposition.AbstractDecomposition<N,DecompositionStore<N>>

org.ojalgo.matrix.decomposition.DenseEigenvalue<N>

org.ojalgo.matrix.decomposition.GeneralisedEvD<N>

All Implemented Interfaces:

Eigenvalue<N>, Eigenvalue.Generalised<N>, MatrixDecomposition<N>, MatrixDecomposition.Determinant<N>, MatrixDecomposition.Hermitian<N>, MatrixDecomposition.Ordered<N>, MatrixDecomposition.Values<N>, Provider2D, Provider2D.Determinant<N>, Provider2D.Eigenpairs, DeterminantTask<N>, MatrixTask<N>, Structure1D, Structure2D

final class GeneralisedEvD<N extends Comparable<N>>
extends DenseEigenvalue<N>
implements Eigenvalue.Generalised<N>

Nested Class Summary

Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue

Eigenvalue.Eigenpair, Eigenvalue.Factory<N extends Comparable<N>>, Eigenvalue.Generalisation, Eigenvalue.Generalised<N extends Comparable<N>>, Eigenvalue.Spectral<N extends Comparable<N>>

Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

MatrixDecomposition.Determinant<N extends Comparable<N>>, MatrixDecomposition.EconomySize<N extends Comparable<N>>, MatrixDecomposition.Factory<D extends MatrixDecomposition<?>>, MatrixDecomposition.Hermitian<N extends Comparable<N>>, MatrixDecomposition.Ordered<N extends Comparable<N>>, MatrixDecomposition.Pivoting<N extends Comparable<N>>, MatrixDecomposition.RankRevealing<N extends Comparable<N>>, MatrixDecomposition.Solver<N extends Comparable<N>>, MatrixDecomposition.Updatable<N extends Comparable<N>>, MatrixDecomposition.Values<N extends Comparable<N>>

Nested classes/interfaces inherited from interface org.ojalgo.matrix.Provider2D

Provider2D.Condition, Provider2D.Determinant<N extends Comparable<N>>, Provider2D.Eigenpairs, Provider2D.Hermitian, Provider2D.Inverse<M>, Provider2D.Rank, Provider2D.Solution<M>, Provider2D.Symmetric, Provider2D.Trace<N extends Comparable<N>>

Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure1D

Structure1D.BasicMapper<T>, Structure1D.IndexMapper<T>, Structure1D.IntIndex, Structure1D.LongIndex, Structure1D.LoopCallback

Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure2D

Structure2D.IntRowColumn, Structure2D.Logical<S extends Structure2D,B extends Structure2D.Logical<S,B>>, Structure2D.LongRowColumn, Structure2D.ReducibleTo1D<R extends Structure1D>, Structure2D.Reshapable, Structure2D.RowColumnKey<R,C>, Structure2D.RowColumnMapper<R,C>

Field Summary

Fields

Modifier and Type	Field	Description
private final Cholesky<N>	myCholesky
private final Eigenvalue<N>	myEigenvalue
private final PhysicalStore.Factory<N,? extends DecompositionStore<N>>	myFactory
private PhysicalStore<N>	myRecovered
private PhysicalStore<N>	myReduced	C
private final Eigenvalue.Generalisation	myType

Fields inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue

C128, DESCENDING_NORM, H256, Q128, R064, R128

Fields inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

TYPICAL

Constructor Summary

Constructors

Constructor	Description
GeneralisedEvD(PhysicalStore.Factory<N,? extends DecompositionStore<N>> factory, Cholesky<N> cholesky, Eigenvalue<N> eigenvalue, Eigenvalue.Generalisation type)

Method Summary

Modifier and Type	Method	Description
protected boolean	doDecompose(Access2D.Collectable<N,? super TransformableRegion<N>> matrix, boolean valuesOnly)
N	getDeterminant()	A matrix' determinant is the product of its eigenvalues.
Eigenvalue.Eigenpair	getEigenpair(int index)
ComplexNumber	getTrace()	A matrix' trace is the sum of the diagonal elements.
boolean	isHermitian()	If [A] is hermitian then [V][D][V]-1 becomes [Q][D][Q]H...
boolean	isOrdered()	The eigenvalues in D (and the eigenvectors in V) are not necessarily ordered.
protected MatrixStore<N>	makeD()
protected Array1D<ComplexNumber>	makeEigenvalues()
protected MatrixStore<N>	makeV()
boolean	prepare(Access2D.Collectable<N,? super TransformableRegion<N>> matrixB)
MatrixStore<N>	reconstruct()
(package private) MatrixStore<N>	recover(MatrixStore<N> reduced)
(package private) PhysicalStore<N>	reduce(Access2D.Collectable<N,? super PhysicalStore<N>> original)
void	reset()	Delete computed results, and resets attributes to default values

Methods inherited from class org.ojalgo.matrix.decomposition.DenseEigenvalue

calculateDeterminant, computeValuesOnly, decompose, getColDim, getD, getEigenvalues, getMaxDim, getMinDim, getRowDim, getV, isValuesOnly, setD, setEigenvalues, setV

Methods inherited from class org.ojalgo.matrix.decomposition.AbstractDecomposition

aggregator, applyPivotOrder, applyReverseOrder, checkSolvability, collect, computed, copyColumn, copyRow, function, getDimensionalEpsilon, isAspectRatioNormal, isComputed, isSolvable, makeArray, makeDiagonal, makeEye, makeHouseholder, makeIdentity, makeRotation, makeRotation, makeZero, makeZero, scalar, wrap

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.matrix.task.DeterminantTask

calculateDeterminant

Methods inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue

getD, getEigenpairs, getEigenvalues, getEigenvalues, getEigenvectors, getV

Methods inherited from interface org.ojalgo.matrix.decomposition.Eigenvalue.Generalised

computeValuesOnly, decompose

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

decompose, isComputed

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Determinant

toDeterminantProvider

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Hermitian

checkAndDecompose

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Values

computeValuesOnly

Methods inherited from interface org.ojalgo.structure.Structure2D

count, countColumns, countRows, firstInColumn, firstInRow, getColDim, getMaxDim, getMinDim, getRowDim, isEmpty, isFat, isScalar, isSquare, isTall, isVector, limitOfColumn, limitOfRow, size

Field Details

myCholesky

private final Cholesky<N extends Comparable<N>> myCholesky

myEigenvalue

private final Eigenvalue<N extends Comparable<N>> myEigenvalue

myFactory

private final PhysicalStore.Factory<N extends Comparable<N>,? extends DecompositionStore<N extends Comparable<N>>> myFactory

myRecovered

private transient PhysicalStore<N extends Comparable<N>> myRecovered

myReduced

private transient PhysicalStore<N extends Comparable<N>> myReduced

C

myType

private final Eigenvalue.Generalisation myType

Constructor Details

GeneralisedEvD

GeneralisedEvD(PhysicalStore.Factory<N,? extends DecompositionStore<N>> factory,
 Cholesky<N> cholesky,
 Eigenvalue<N> eigenvalue,
 Eigenvalue.Generalisation type)

Method Details

getDeterminant

public N getDeterminant()

Description copied from interface: MatrixDecomposition.Determinant

A matrix' determinant is the product of its eigenvalues.

Specified by:

getDeterminant in interface MatrixDecomposition.Determinant<N extends Comparable<N>>

Specified by:

getDeterminant in interface Provider2D.Determinant<N extends Comparable<N>>

Returns:

The matrix' determinant

getEigenpair

public Eigenvalue.Eigenpair getEigenpair(int index)

Specified by:

getEigenpair in interface Eigenvalue<N extends Comparable<N>>

getTrace

public ComplexNumber getTrace()

Description copied from interface: Eigenvalue

A matrix' trace is the sum of the diagonal elements. It is also the sum of the eigenvalues. This method should return the sum of the eigenvalues.

Specified by:

getTrace in interface Eigenvalue<N extends Comparable<N>>

Returns:

The matrix' trace

isHermitian

public boolean isHermitian()

Description copied from interface: Eigenvalue

If [A] is hermitian then [V][D][V]^-1 becomes [Q][D][Q]^H...

Specified by:

isHermitian in interface Eigenvalue<N extends Comparable<N>>

isOrdered

public boolean isOrdered()

Description copied from interface: Eigenvalue

The eigenvalues in D (and the eigenvectors in V) are not necessarily ordered. This is a property of the algorithm/implementation, not the data.

Specified by:

isOrdered in interface Eigenvalue<N extends Comparable<N>>

Specified by:

isOrdered in interface MatrixDecomposition.Ordered<N extends Comparable<N>>

Returns:

true if they are ordered

prepare

public boolean prepare(Access2D.Collectable<N,? super TransformableRegion<N>> matrixB)

Specified by:

prepare in interface Eigenvalue.Generalised<N extends Comparable<N>>

reconstruct

public MatrixStore<N> reconstruct()

Specified by:

reconstruct in interface Eigenvalue<N extends Comparable<N>>

Specified by:

reconstruct in interface MatrixDecomposition<N extends Comparable<N>>

reset

public void reset()

Description copied from interface: MatrixDecomposition

Delete computed results, and resets attributes to default values

Specified by:

reset in interface MatrixDecomposition<N extends Comparable<N>>

Overrides:

reset in class DenseEigenvalue<N extends Comparable<N>>

doDecompose

protected boolean doDecompose(Access2D.Collectable<N,? super TransformableRegion<N>> matrix,
 boolean valuesOnly)

Specified by:

doDecompose in class DenseEigenvalue<N extends Comparable<N>>

makeD

protected MatrixStore<N> makeD()

Specified by:

makeD in class DenseEigenvalue<N extends Comparable<N>>

makeEigenvalues

protected Array1D<ComplexNumber> makeEigenvalues()

Specified by:

makeEigenvalues in class DenseEigenvalue<N extends Comparable<N>>

makeV

protected MatrixStore<N> makeV()

Specified by:

makeV in class DenseEigenvalue<N extends Comparable<N>>

recover

MatrixStore<N> recover(MatrixStore<N> reduced)

reduce

PhysicalStore<N> reduce(Access2D.Collectable<N,? super PhysicalStore<N>> original)