Examples of org.ejml.alg.dense.decomposition.svd.SvdImplicitQrDecompose

Package org.ejml.alg.dense.decomposition.svd

Examples of org.ejml.alg.dense.decomposition.svd.SvdImplicitQrDecompose

org.ejml.alg.dense.decomposition.svd.SvdImplicitQrDecompose

Computes the Singular value decomposition of a matrix using the implicit QR algorithm for singular value decomposition. It works by first by transforming the matrix to a bidiagonal A=U*B*V^T form, then it implicitly computing the eigenvalues of the B^TB matrix, which are the same as the singular values in the original A matrix.

Based off of the description provided in:

David S. Watkins, "Fundamentals of Matrix Computations," Second Edition. Page 404-411
@author Peter Abeles

     * @return
     */
    public static SingularValueDecomposition<DenseMatrix64F> svd( int numRows , int numCols , 
                                                                  boolean needU , boolean needV , boolean compact ) {
        // Don't allow the tall decomposition by default since it *might* be less stable
        return new SvdImplicitQrDecompose(compact,needU,needV,false);
    }

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Related Classes of org.ejml.alg.dense.decomposition.svd.SvdImplicitQrDecompose

org.ejml.alg.dense.decomposition.bidiagonal.BidiagonalDecompositionRow

org.ejml.alg.dense.decomposition.bidiagonal.BidiagonalDecompositionTall

org.ejml.data.DenseMatrix64F

org.ejml.factory.DecompositionFactory

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