Class EigenDecompositor

java.lang.Object

org.la4j.decomposition.AbstractDecompositor

org.la4j.decomposition.EigenDecompositor

All Implemented Interfaces:

Serializable, MatrixDecompositor

public class EigenDecompositor
extends AbstractDecompositor
implements MatrixDecompositor

This class represents Eigen decomposition of matrices. More details

here.

See Also:

• Serialized Form

Field Summary

Fields inherited from class AbstractDecompositor

matrix

Constructor Summary

Constructors

Constructor	Description
EigenDecompositor(Matrix matrix)

Method Summary

Modifier and Type	Method	Description
boolean	applicableTo(Matrix matrix)	Checks whether this decompositor is applicable to given matrix or not.
private double[]	cdiv(double xr, double xi, double yr, double yi)
Matrix[]	decompose()	Returns the result of Eigen (EVD) decomposition of given matrix
private Matrix[]	decomposeNonSymmetricMatrix(Matrix matrix)	Returns the result of Eigen decomposition for non-symmetric matrix
private Matrix[]	decomposeSymmetricMatrix(Matrix matrix)	Returns the result of Eigen decomposition for symmetric matrix
private int	findMax(Matrix matrix, int i)
private int	findMax(Vector vector)
private Vector	generateR(Matrix matrix)
private double	generateRi(Matrix matrix, int i)
private void	hqr2(Matrix H, Matrix V, Vector d, Vector e)
private void	orthes(Matrix h, Matrix v, Vector ort)
private void	regenerateU(Matrix u, Matrix matrix, int k, int l, int kk, int ll)

Methods inherited from class AbstractDecompositor

fail, self

Methods inherited from class Object

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

Methods inherited from interface MatrixDecompositor

self

Constructor Details

EigenDecompositor

public EigenDecompositor(Matrix matrix)

Method Details

decompose

public Matrix[] decompose()

Returns the result of Eigen (EVD) decomposition of given matrix

See http://mathworld.wolfram.com/EigenDecomposition.html for more details.

Specified by:

decompose in interface MatrixDecompositor

Returns:

{ V, D }

applicableTo

public boolean applicableTo(Matrix matrix)

Description copied from interface: MatrixDecompositor

Checks whether this decompositor is applicable to given matrix or not.

Specified by:

applicableTo in interface MatrixDecompositor

Parameters:

matrix -

Returns:

decomposeSymmetricMatrix

private Matrix[] decomposeSymmetricMatrix(Matrix matrix)

Returns the result of Eigen decomposition for symmetric matrix

See http://mathworld.wolfram.com/EigenDecomposition.html for more details.

Parameters:

matrix -

Returns:

{ V, D }

findMax

private int findMax(Vector vector)

findMax

private int findMax(Matrix matrix,
 int i)

generateR

private Vector generateR(Matrix matrix)

generateRi

private double generateRi(Matrix matrix,
 int i)

regenerateU

private void regenerateU(Matrix u,
 Matrix matrix,
 int k,
 int l,
 int kk,
 int ll)

decomposeNonSymmetricMatrix

private Matrix[] decomposeNonSymmetricMatrix(Matrix matrix)

Returns the result of Eigen decomposition for non-symmetric matrix

See http://mathworld.wolfram.com/EigenDecomposition.html for more details.

Parameters:

matrix -

Returns:

{ P, D }

orthes

private void orthes(Matrix h,
 Matrix v,
 Vector ort)

hqr2

private void hqr2(Matrix H,
 Matrix V,
 Vector d,
 Vector e)

cdiv

private double[] cdiv(double xr,
 double xi,
 double yr,
 double yi)