JAMA::SVD< Real > Class Template Reference

Singular Value Decomposition. More...

#include <solvers/gain/wasiak/wzmocnienie/jama/jama_svd.h>

Public Member Functions
	SVD (const Array2D< Real > &Arg)
void	getU (Array2D< Real > &A)
void	getV (Array2D< Real > &A)
void	getSingularValues (Array1D< Real > &x)
	Return the one-dimensional array of singular values.
void	getS (Array2D< Real > &A)
	Return the diagonal matrix of singular values.
double	norm2 ()
	Two norm (max(S))
double	cond ()
	Two norm of condition number (max(S)/min(S))
int	rank ()
	Effective numerical matrix rank.

Detailed Description

template<class Real>
class JAMA::SVD< Real >

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 decomposition always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

(Adapted from JAMA, a Java Matrix Library, developed by jointly by the Mathworks and NIST; see http://math.nist.gov/javanumerics/jama).

Definition at line 43 of file jama_svd.h.

Constructor & Destructor Documentation

SVD()

template<class Real >

JAMA::SVD< Real >::SVD ( const Array2D< Real > &  Arg )

inline

Definition at line 54 of file jama_svd.h.

Member Function Documentation

cond()

template<class Real >

double JAMA::SVD< Real >::cond ( )

inline

Two norm of condition number (max(S)/min(S))

Definition at line 518 of file jama_svd.h.

getS()

template<class Real >

void JAMA::SVD< Real >::getS ( Array2D< Real > &  A )

inline

Return the diagonal matrix of singular values.

Returns

S

Definition at line 500 of file jama_svd.h.

getSingularValues()

template<class Real >

void JAMA::SVD< Real >::getSingularValues ( Array1D< Real > &  x )

inline

Return the one-dimensional array of singular values.

Definition at line 491 of file jama_svd.h.

getU()

template<class Real >

void JAMA::SVD< Real >::getU ( Array2D< Real > &  A )

inline

Definition at line 470 of file jama_svd.h.

getV()

template<class Real >

void JAMA::SVD< Real >::getV ( Array2D< Real > &  A )

inline

Definition at line 484 of file jama_svd.h.

norm2()

template<class Real >

double JAMA::SVD< Real >::norm2 ( )

inline

Two norm (max(S))

Definition at line 512 of file jama_svd.h.

rank()

template<class Real >

int JAMA::SVD< Real >::rank ( )

inline

Effective numerical matrix rank.

Returns

Number of nonnegligible singular values.

Definition at line 526 of file jama_svd.h.

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The documentation for this class was generated from the following file:

• solvers/gain/wasiak/wzmocnienie/jama/jama_svd.h