org.encog.mathutil.matrices.decomposition
public class EigenvalueDecomposition extends Object
If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is diagonal and the eigenvector matrix V is orthogonal. I.e. A = V.times(D.times(V.transpose())) and V.times(V.transpose()) equals the identity matrix.
If A is not symmetric, then the eigenvalue matrix D is block diagonal with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues, lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The columns of V represent the eigenvectors in the sense that A*V = V*D, i.e. A.times(V) equals V.times(D). The matrix V may be badly conditioned, or even singular, so the validity of the equation A = V*D*inverse(V) depends upon V.cond(). This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/
Constructor and Description |
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EigenvalueDecomposition(Matrix matrix)
Check for symmetry, then construct the eigenvalue decomposition Structure
to access D and V.
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Modifier and Type | Method and Description |
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Matrix |
getD()
Return the block diagonal eigenvalue matrix
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double[] |
getImagEigenvalues()
Return the imaginary parts of the eigenvalues.
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double[] |
getRealEigenvalues()
Return the real parts of the eigenvalues.
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Matrix |
getV()
Return the eigenvector matrix.
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public EigenvalueDecomposition(Matrix matrix)
matrix
- Square matrixpublic Matrix getD()
public double[] getImagEigenvalues()
public double[] getRealEigenvalues()
public Matrix getV()
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