jsci.maths.linalg
Class EigenDecomposition

java.lang.Object
  jsci.maths.linalg.EigenDecomposition

public class EigenDecomposition
extends java.lang.Object

Nested Class Summary

static interface

EigenDecomposition.Algorithms

Constructor Summary

EigenDecomposition(DoubleMatrix<? extends DoubleArray2D,? extends DoubleArray1D> matrix, boolean eigenvectors)

EigenDecomposition(DoubleMatrix<? extends DoubleArray2D,? extends DoubleArray1D> matrix, boolean eigenvectors, int maxIters)

Method Summary

static void	diagonalizeSymmetricTridiagonal(DoubleArray2D array, DoubleArray1D offdiag, int start, int end, int maxIters) Diagonalizes a symmetric tridiagonal matrix in-place.
double[]	getEigenvalues()
DoubleVector[]	getEigenvectors()
static void	reduceSymmetricToTridiagonal(DoubleArray2D array, DoubleArray1D offdiag, int start, int end) Reduces a symmetric matrix to a tridiagonal matrix in-place.

Methods inherited from class java.lang.Object

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

Constructor Detail

EigenDecomposition

public EigenDecomposition(DoubleMatrix<? extends DoubleArray2D,? extends DoubleArray1D> matrix,
                          boolean eigenvectors)
                   throws MaximumIterationsExceededException

Throws:

MaximumIterationsExceededException

EigenDecomposition

public EigenDecomposition(DoubleMatrix<? extends DoubleArray2D,? extends DoubleArray1D> matrix,
                          boolean eigenvectors,
                          int maxIters)
                   throws MaximumIterationsExceededException

Throws:

MaximumIterationsExceededException

Method Detail

getEigenvalues

public double[] getEigenvalues()

getEigenvectors

public DoubleVector[] getEigenvectors()

reduceSymmetricToTridiagonal

public static void reduceSymmetricToTridiagonal(DoubleArray2D array,
                                                DoubleArray1D offdiag,
                                                int start,
                                                int end)
                                         throws MaximumIterationsExceededException

Reduces a symmetric matrix to a tridiagonal matrix in-place. Resumable/optimised method for finding the eigenvalues of a (large) symmetric matrix.

Parameters:

array - a symmetric square array.

offdiag - an array to hold the off-diagonal elements.

start - 0 < start <= n-1

end - 0 <= end < start

Throws:

MaximumIterationsExceededException

diagonalizeSymmetricTridiagonal

public static void diagonalizeSymmetricTridiagonal(DoubleArray2D array,
                                                   DoubleArray1D offdiag,
                                                   int start,
                                                   int end,
                                                   int maxIters)
                                            throws MaximumIterationsExceededException

Diagonalizes a symmetric tridiagonal matrix in-place. Resumable/optimised method for finding the eigenvalues of a (large) symmetric matrix.

Parameters:

array - an array processed by reduceSymmetricToTridiagonal().

offdiag - an array processed by reduceSymmetricToTridiagonal().

start - 0 <= start < matrix.rows()

end - start < end <= matrix.rows()

Throws:

MaximumIterationsExceededException