程序包 weka.core.matrix

类 SingularValueDecomposition

java.lang.Object
weka.core.matrix.SingularValueDecomposition
所有已实现的接口:
Serializable, RevisionHandler

public class SingularValueDecomposition extends Object implements 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.

版本:
$Revision: 11815 $
作者:
The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz), eibe@cs.waikato.ac.nz
另请参阅:
  • 构造器详细资料

    • SingularValueDecomposition

      public SingularValueDecomposition(Matrix Arg)
      Construct the singular value decomposition
      参数:
      Arg - Rectangular matrix
  • 方法详细资料

    • getU

      public Matrix getU()
      Return the left singular vectors
      返回:
      U
    • getV

      public Matrix getV()
      Return the right singular vectors
      返回:
      V
    • getSingularValues

      public double[] getSingularValues()
      Return the one-dimensional array of singular values
      返回:
      diagonal of S.
    • getS

      public Matrix getS()
      Return the diagonal matrix of singular values
      返回:
      S
    • norm2

      public double norm2()
      Two norm
      返回:
      max(S)
    • cond

      public double cond()
      Two norm condition number
      返回:
      max(S)/min(S)
    • rank

      public int rank()
      Effective numerical matrix rank
      返回:
      Number of nonnegligible singular values.
    • getRevision

      public String getRevision()
      Returns the revision string.
      指定者:
      getRevision 在接口中 RevisionHandler
      返回:
      the revision