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Class Jampack.Zsvd
java.lang.Object
|
+----Jampack.Zsvd
- public class Zsvd
- extends Object
Zsvd implements the singular value decomposion of a Zmat.
Specifically if X is an mxn matrix with m>=n there are unitary
matrices U and V such that
U^H*X*V = | S |
| 0 |
where S = diag(s1,...,sm) with
s1 >= s2 >= ... >= sn >=0.
If m<n the decomposition has the form
U^H*X*V = | S 0 |,
where S is diagonal of order m. The diagonals of S are the
singular values of A. The columns of U are the left singular
vectors of A and the columns of V are the right singular vectors.
-
MAXITER
- Limits the number of iterations in the SVD algorithm
-
S
- The diagonal matrix of singular values
-
U
- The matrix of left singular vectors
-
V
- The matrix of right singular vectore
-
Zsvd(Zmat)
- Computes the SVD of a Zmat XX.
MAXITER
public static int MAXITER
- Limits the number of iterations in the SVD algorithm
U
public Zmat U
- The matrix of left singular vectors
V
public Zmat V
- The matrix of right singular vectore
S
public Zdiagmat S
- The diagonal matrix of singular values
Zsvd
public Zsvd(Zmat XX) throws JampackException
- Computes the SVD of a Zmat XX. Throws a JampackException
if the maximum number of iterations is exceeded.
- Parameters:
- XX - A Zmat
- Returns:
- The Zsvd of XX
- Throws: JampackException
- Thrown if maximimum number of iterations is
exceeded.
Passed from below.
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