/**
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.mahout.math.ssvd;
import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.EigenDecomposition;
import org.apache.commons.math3.linear.RealMatrix;
/**
* wraps appropriate eigen solver for BBt matrix. Can be either colt or apache
* commons math.
* <P>
*
* At the moment it is apache commons math which is only in mahout-math
* dependencies.
* <P>
*
* I will be happy to switch this to Colt eigensolver if it is proven reliable
* (i experience internal errors and unsorted singular values at some point).
*
* But for now commons-math seems to be more reliable.
*
*
*/
public class EigenSolverWrapper {
private final double[] eigenvalues;
private final double[][] uHat;
public EigenSolverWrapper(double[][] bbt) {
int dim = bbt.length;
EigenDecomposition evd2 = new EigenDecomposition(new Array2DRowRealMatrix(bbt));
eigenvalues = evd2.getRealEigenvalues();
RealMatrix uHatrm = evd2.getV();
uHat = new double[dim][];
for (int i = 0; i < dim; i++) {
uHat[i] = uHatrm.getRow(i);
}
}
public double[][] getUHat() {
return uHat;
}
public double[] getEigenValues() {
return eigenvalues;
}
}