no.uib.cipr.matrix

Class EVD

java.lang.Object

no.uib.cipr.matrix.EVD

public class EVD
extends Object

Computes eigenvalue decompositions of general matrices

Constructor Summary

Constructors

Constructor and Description
EVD(int n) Creates an empty eigenvalue decomposition which will compute all the eigenvalues and eigenvectors (left and right)
EVD(int n, boolean left, boolean right) Creates an empty eigenvalue decomposition

Method Summary

Methods

Modifier and Type	Method and Description
EVD	factor(DenseMatrix A) Computes the eigenvalue decomposition of the given matrix
static EVD	factorize(Matrix A) Convenience method for computing the complete eigenvalue decomposition of the given matrix
double[]	getImaginaryEigenvalues() Gets the imaginary part of the eigenvalues
DenseMatrix	getLeftEigenvectors() Gets the left eigenvectors, if available
double[]	getRealEigenvalues() Gets the real part of the eigenvalues
DenseMatrix	getRightEigenvectors() Gets the right eigenvectors, if available
boolean	hasLeftEigenvectors() True if the left eigenvectors have been computed
boolean	hasRightEigenvectors() True if the right eigenvectors have been computed

Methods inherited from class java.lang.Object

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

Constructor Detail

EVD

public EVD(int n)

Creates an empty eigenvalue decomposition which will compute all the eigenvalues and eigenvectors (left and right)

Parameters:

n - Size of the matrix

EVD

public EVD(int n,
   boolean left,
   boolean right)

Creates an empty eigenvalue decomposition

Parameters:

n - Size of the matrix

left - Whether to compute the left eigenvectors or not

right - Whether to compute the right eigenvectors or not

Method Detail

factorize

public static EVD factorize(Matrix A)
                     throws NotConvergedException

Convenience method for computing the complete eigenvalue decomposition of the given matrix

Parameters:

A - Matrix to factorize. Not modified

Returns:

Newly allocated decomposition

Throws:

NotConvergedException

factor

public EVD factor(DenseMatrix A)
           throws NotConvergedException

Computes the eigenvalue decomposition of the given matrix

Parameters:

A - Matrix to factorize. Overwritten on return

Returns:

The current decomposition

Throws:

NotConvergedException

getLeftEigenvectors

public DenseMatrix getLeftEigenvectors()

Gets the left eigenvectors, if available

getRightEigenvectors

public DenseMatrix getRightEigenvectors()

Gets the right eigenvectors, if available

getRealEigenvalues

public double[] getRealEigenvalues()

Gets the real part of the eigenvalues

getImaginaryEigenvalues

public double[] getImaginaryEigenvalues()

Gets the imaginary part of the eigenvalues

hasLeftEigenvectors

public boolean hasLeftEigenvectors()

True if the left eigenvectors have been computed

hasRightEigenvectors

public boolean hasRightEigenvectors()

True if the right eigenvectors have been computed