Jama.SingularValueDecomposition Class Reference

Inheritance diagram for Jama.SingularValueDecomposition:

Collaboration diagram for Jama.SingularValueDecomposition:

Public Member Functions
	SingularValueDecomposition (Matrix Arg)
Matrix	getU ()
Matrix	getV ()
double[]	getSingularValues ()
Matrix	getS ()
double	norm2 ()
double	cond ()
int	rank ()

Detailed Description

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.

Constructor & Destructor Documentation

Jama.SingularValueDecomposition.SingularValueDecomposition

(

Matrix

Arg

)

Construct the singular value decomposition

Parameters

A	Rectangular matrix

Returns

Structure to access U, S and V.

Member Function Documentation

double Jama.SingularValueDecomposition.cond

(

)

Two norm condition number

Returns

max(S)/min(S)

Matrix Jama.SingularValueDecomposition.getS

(

)

Return the diagonal matrix of singular values

Returns

S

double [] Jama.SingularValueDecomposition.getSingularValues

(

)

Return the one-dimensional array of singular values

Returns

diagonal of S.

Matrix Jama.SingularValueDecomposition.getU

(

)

Return the left singular vectors

Returns

U

Matrix Jama.SingularValueDecomposition.getV

(

)

Return the right singular vectors

Returns

V

double Jama.SingularValueDecomposition.norm2

(

)

Two norm

Returns

max(S)

int Jama.SingularValueDecomposition.rank

(

)

Effective numerical matrix rank

Returns

Number of nonnegligible singular values.

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The documentation for this class was generated from the following file:

• java/Jama/SingularValueDecomposition.java