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java.lang.Objectcern.colt.matrix.linalg.SingularValueDecomposition
For an m x n matrix A with m >= n, the singular value decomposition is an m x n orthogonal matrix U, an n x n diagonal matrix S, and an n x 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 decomposition always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.
| Constructor Summary | |
| SingularValueDecomposition(DoubleMatrix2D Arg)Constructs and returns a new singular value decomposition object; The decomposed matrices can be retrieved via instance methods of the returned decomposition object. | |
| Method Summary | |
|  double | cond()Returns the two norm condition number, which is max(S) / min(S). | 
|  DoubleMatrix2D | getS()Returns the diagonal matrix of singular values. | 
|  double[] | getSingularValues()Returns the diagonal of S, which is a one-dimensional array of singular values | 
|  DoubleMatrix2D | getU()Returns the left singular vectors U. | 
|  DoubleMatrix2D | getV()Returns the right singular vectors V. | 
|  double | norm2()Returns the two norm, which is max(S). | 
|  int | rank()Returns the effective numerical matrix rank, which is the number of nonnegligible singular values. | 
|  String | toString()Returns a String with (propertyName, propertyValue) pairs. | 
| Methods inherited from class java.lang.Object | 
| equals, getClass, hashCode, notify, notifyAll, wait, wait, wait | 
| Constructor Detail | 
public SingularValueDecomposition(DoubleMatrix2D Arg)
IllegalArgumentException - if A.rows() < A.columns().| Method Detail | 
public double cond()
public DoubleMatrix2D getS()
public double[] getSingularValues()
public DoubleMatrix2D getU()
public DoubleMatrix2D getV()
public double norm2()
public int rank()
public String toString()
rank : 3 trace : 0
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