Package org.biojava.nbio.structure.jama
Class SingularValueDecomposition
- java.lang.Object
-
- org.biojava.nbio.structure.jama.SingularValueDecomposition
-
- All Implemented Interfaces:
Serializable
public class SingularValueDecomposition extends Object implements 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
Constructors Constructor Description SingularValueDecomposition(Matrix Arg)
Construct the singular value decomposition.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
cond()
Two norm condition numberMatrix
getS()
Return the diagonal matrix of singular valuesdouble[]
getSingularValues()
Return the one-dimensional array of singular valuesMatrix
getU()
Return the left singular vectorsMatrix
getV()
Return the right singular vectorsdouble
norm2()
Two normint
rank()
Effective numerical matrix rank
-
-
-
Constructor Detail
-
SingularValueDecomposition
public SingularValueDecomposition(Matrix Arg)
Construct the singular value decomposition. Provides a data structure to access U, S and V.- Parameters:
Arg
- Rectangular matrix
-
-
Method Detail
-
getSingularValues
public double[] getSingularValues()
Return the one-dimensional array of singular values- Returns:
- diagonal of 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.
-
-