Package weka.core.matrix
Class SingularValueDecomposition
- java.lang.Object
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- weka.core.matrix.SingularValueDecomposition
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- All Implemented Interfaces:
java.io.Serializable
,RevisionHandler
public class SingularValueDecomposition extends java.lang.Object implements java.io.Serializable, RevisionHandler
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.
Adapted from the JAMA package.- Version:
- $Revision: 11815 $
- Author:
- The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz), eibe@cs.waikato.ac.nz
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description SingularValueDecomposition(Matrix Arg)
Construct the singular value decomposition
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
cond()
Two norm condition numberjava.lang.String
getRevision()
Returns the revision string.Matrix
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
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Constructor Detail
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SingularValueDecomposition
public SingularValueDecomposition(Matrix Arg)
Construct the singular value decomposition- Parameters:
Arg
- Rectangular matrix
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Method Detail
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getU
public Matrix getU()
Return the left singular vectors- Returns:
- U
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getV
public Matrix getV()
Return the right singular vectors- Returns:
- V
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getSingularValues
public double[] getSingularValues()
Return the one-dimensional array of singular values- Returns:
- diagonal of S.
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getS
public Matrix getS()
Return the diagonal matrix of singular values- Returns:
- S
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norm2
public double norm2()
Two norm- Returns:
- max(S)
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cond
public double cond()
Two norm condition number- Returns:
- max(S)/min(S)
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rank
public int rank()
Effective numerical matrix rank- Returns:
- Number of nonnegligible singular values.
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getRevision
public java.lang.String getRevision()
Returns the revision string.- Specified by:
getRevision
in interfaceRevisionHandler
- Returns:
- the revision
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