Interface Eigenvalue.Spectral<N extends Comparable<N>>
- All Superinterfaces:
DeterminantTask<N>, Eigenvalue<N>, InverterTask<N>, InvertibleFactor<N>, MatrixDecomposition<N>, MatrixDecomposition.Determinant<N>, MatrixDecomposition.EconomySize<N>, MatrixDecomposition.Hermitian<N>, MatrixDecomposition.Ordered<N>, MatrixDecomposition.RankRevealing<N>, MatrixDecomposition.Solver<N>, MatrixDecomposition.Values<N>, MatrixTask<N>, Provider2D, Provider2D.Condition, Provider2D.Determinant<N>, Provider2D.Eigenpairs, Provider2D.Inverse<Optional<MatrixStore<N>>>, Provider2D.Rank, Provider2D.Solution<Optional<MatrixStore<N>>>, SingularValue<N>, SolverTask<N>, Structure1D, Structure2D
- All Known Implementing Classes:
HermitianEvD, HermitianEvD.C128, HermitianEvD.H256, HermitianEvD.Q128, HermitianEvD.R064, HermitianEvD.R128, RawEigenvalue.Symmetric
- Enclosing interface:
Eigenvalue<N extends Comparable<N>>
public static interface Eigenvalue.Spectral<N extends Comparable<N>>
extends Eigenvalue<N>, SingularValue<N>
“Spectral decomposition” refers specifically to the orthogonal/unitary eigen-decomposition of a normal
matrix (most commonly Hermitian / symmetric).
Eigenvalue decomposition of a normal matrix = spectral decomposition.
If, in addition to the matrix being normal, all eigenvalues are real and nonnegative, then the matrix is positive semidefinite, and the decomposition coincides with the SVD. If some eigenvalues are negative, the decomposition is still valid, and can be tweaked to yield a valid SVD by taking absolute values of the eigenvalues and adjusting the signs of the corresponding eigenvectors (on one side).
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Nested Class Summary
Nested classes/interfaces inherited from interface Eigenvalue
Eigenvalue.Eigenpair, Eigenvalue.Factory<N>, Eigenvalue.Generalisation, Eigenvalue.Generalised<N>, Eigenvalue.Spectral<N>Nested classes/interfaces inherited from interface InvertibleFactor
InvertibleFactor.IdentityFactor<N>Nested classes/interfaces inherited from interface MatrixDecomposition
MatrixDecomposition.Determinant<N>, MatrixDecomposition.EconomySize<N>, MatrixDecomposition.Hermitian<N>, MatrixDecomposition.Ordered<N>, MatrixDecomposition.Pivoting<N>, MatrixDecomposition.RankRevealing<N>, MatrixDecomposition.Solver<N>, MatrixDecomposition.Updatable<N>, MatrixDecomposition.Values<N>Nested classes/interfaces inherited from interface Provider2D
Provider2D.Condition, Provider2D.Determinant<N>, Provider2D.Eigenpairs, Provider2D.Hermitian, Provider2D.Inverse<M>, Provider2D.Rank, Provider2D.Solution<M>, Provider2D.Symmetric, Provider2D.Trace<N>Nested classes/interfaces inherited from interface SingularValue
SingularValue.Factory<N>Nested classes/interfaces inherited from interface Structure1D
Structure1D.BasicMapper<T>, Structure1D.IndexMapper<T>, Structure1D.IntIndex, Structure1D.LongIndex, Structure1D.LoopCallbackNested classes/interfaces inherited from interface Structure2D
Structure2D.IntRowColumn, Structure2D.Logical<S,B>, Structure2D.LongRowColumn, Structure2D.ReducibleTo1D<R>, Structure2D.Reshapable, Structure2D.RowColumnKey<R, C>, Structure2D.RowColumnMapper<R, C> -
Field Summary
Fields inherited from interface Eigenvalue
C128, DESCENDING_NORM, H256, Q128, R064, R128Fields inherited from interface MatrixDecomposition
TYPICAL -
Method Summary
Modifier and TypeMethodDescriptionbooleanisSPD()A symmetric (Hermitian) matrix is positive definite if all its eigenvalues are positive.default MatrixStore<N> Methods inherited from interface DeterminantTask
calculateDeterminantMethods inherited from interface Eigenvalue
getD, getEigenpair, getEigenpairs, getEigenvalues, getEigenvalues, getEigenvectors, getTrace, getV, isHermitian, isOrderedMethods inherited from interface InverterTask
invert, invert, preallocateMethods inherited from interface InvertibleFactor
btran, btran, ftranMethods inherited from interface MatrixDecomposition
decompose, isComputed, resetMethods inherited from interface MatrixDecomposition.Determinant
getDeterminant, toDeterminantProviderMethods inherited from interface MatrixDecomposition.EconomySize
isFullSizeMethods inherited from interface MatrixDecomposition.Hermitian
checkAndDecomposeMethods inherited from interface MatrixDecomposition.RankRevealing
countSignificant, getRank, getRankThreshold, isFullRankMethods inherited from interface MatrixDecomposition.Solver
compute, getInverse, getInverse, getSolution, getSolution, invert, isSolvable, preallocate, solve, toInverseProvider, toSolutionProviderMethods inherited from interface MatrixDecomposition.Values
computeValuesOnlyMethods inherited from interface SingularValue
ftran, getCondition, getCovariance, getD, getFrobeniusNorm, getKyFanNorm, getOperatorNorm, getS, getSingularValues, getSingularValues, getTraceNorm, getU, getV, reconstructMethods inherited from interface SolverTask
preallocate, preallocate, solve, solveMethods inherited from interface Structure2D
count, countColumns, countRows, firstInColumn, firstInRow, getColDim, getMaxDim, getMinDim, getRowDim, isEmpty, isFat, isScalar, isSquare, isTall, isVector, limitOfColumn, limitOfRow, size
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Method Details
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isSPD
boolean isSPD()A symmetric (Hermitian) matrix is positive definite if all its eigenvalues are positive. -
reconstruct
- Specified by:
reconstructin interfaceEigenvalue<N extends Comparable<N>>- Specified by:
reconstructin interfaceMatrixDecomposition<N extends Comparable<N>>- Specified by:
reconstructin interfaceSingularValue<N extends Comparable<N>>
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