mpv2
Class SingularValueDecomposition

java.lang.Object
  mpv2.SingularValueDecomposition

All Implemented Interfaces:

java.io.Serializable

public class SingularValueDecomposition
extends java.lang.Object
implements java.io.Serializable

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.

See Also:

Serialized Form

Constructor Summary

SingularValueDecomposition(JamaMatrix Arg)
Construct the singular value decomposition Constructor returns a structure to access U, S and V.

Method Summary

double	cond() Two norm condition number
JamaMatrix	getS() Return the diagonal matrix of singular values
double[]	getSingularValues() Return the one-dimensional array of singular values
JamaMatrix	getU() Return the left singular vectors
JamaMatrix	getV() Return the right singular vectors
double	norm2() Two norm
int	rank() Effective numerical matrix rank

Methods inherited from class java.lang.Object

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

Constructor Detail

SingularValueDecomposition

public SingularValueDecomposition(JamaMatrix Arg)

Construct the singular value decomposition Constructor returns a structure to access U, S and V.

Parameters:

Arg - Rectangular matrix

Method Detail

getU

public JamaMatrix getU()

Return the left singular vectors

Returns:

U

getV

public JamaMatrix getV()

Return the right singular vectors

Returns:

V

getSingularValues

public double[] getSingularValues()

Return the one-dimensional array of singular values

Returns:

diagonal of S.

getS

public JamaMatrix getS()

Return the diagonal matrix of singular values

Returns:

S

norm2

public double norm2()

Two norm

Returns:

max(S)

cond

public double cond()

Two norm condition number

Returns:

max(S)/min(S)

rank

public int rank()

Effective numerical matrix rank

Returns:

Number of nonnegligible singular values.