JSci.maths
Class KarhunenLoeve

java.lang.Object
  JSci.maths.KarhunenLoeve

public final class KarhunenLoeve
extends java.lang.Object

This class implements the Karhunen-Loeve expansion.

Field Summary

(package private) double[][]

data

Constructor Summary

KarhunenLoeve(double[][] v)

Method Summary

double[][]	getData() Careful: doesn't generate a copy.
double[][]	getEigenvectorArrays() Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).
AbstractDoubleVector[]	getEigenvectors() Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).
double[][]	getProductMatrix()
static double[][]	getProductMatrix(double[] v)
static double[][]	getProductMatrix(double[][] v)
void	setData(double[][] v) Careful: doesn't generate a copy.

Methods inherited from class java.lang.Object

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

Field Detail

data

double[][] data

Constructor Detail

KarhunenLoeve

public KarhunenLoeve(double[][] v)

Parameters:

v - an array where [i][j] is the jth component of the ith vector.

Method Detail

getProductMatrix

public double[][] getProductMatrix()

getProductMatrix

public static double[][] getProductMatrix(double[][] v)

Parameters:

v - an array where [i][j] is the jth component of the ith vector.

getProductMatrix

public static double[][] getProductMatrix(double[] v)

getData

public double[][] getData()

Careful: doesn't generate a copy.

setData

public void setData(double[][] v)

Careful: doesn't generate a copy.

Parameters:

v - an array where [i][j] is the jth component of the ith vector.

getEigenvectors

public AbstractDoubleVector[] getEigenvectors()
                                       throws MaximumIterationsExceededException

Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).

Throws:

MaximumIterationsExceededException - if it can't compute the eigenvectors within the limited number of iterations allowed.

getEigenvectorArrays

public double[][] getEigenvectorArrays()
                                throws MaximumIterationsExceededException

Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).

Returns:

an array where [i][j] is the jth component of the ith eigenvector.

Throws:

MaximumIterationsExceededException - if it can't compute the eigenvectors within the limited number of iterations allowed.