Package | Description |
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org.ojalgo.matrix.decomposition |
Modifier and Type | Interface and Description |
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static interface |
MatrixDecomposition.Factory<D extends MatrixDecomposition<?>> |
Modifier and Type | Interface and Description |
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interface |
Bidiagonal<N extends Number>
A general matrix [A] can be factorized by similarity transformations into the form [A]=[Q1][D][Q2]
-1 where:
[A] (m-by-n) is any, real or complex, matrix
[D] (r-by-r) or (m-by-n) is, upper or lower, bidiagonal
[Q1] (m-by-r) or (m-by-m) is orthogonal
[Q2] (n-by-r) or (n-by-n) is orthogonal
r = min(m,n)
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interface |
Cholesky<N extends Number>
Cholesky: [A] = [L][L]H (or [R]H[R])
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interface |
Eigenvalue<N extends Number>
[A] = [V][D][V]-1 ([A][V] = [V][D])
[A] = any square matrix.
[V] = contains the eigenvectors as columns.
[D] = a diagonal matrix with the eigenvalues on the diagonal (possibly in blocks).
|
interface |
Hessenberg<N extends Number>
Hessenberg: [A] = [Q][H][Q]T A general square matrix [A] can be decomposed by orthogonal
similarity transformations into the form [A]=[Q][H][Q]T where
[H] is upper (or lower) hessenberg matrix
[Q] is orthogonal/unitary
|
interface |
LDL<N extends Number>
LDL: [A] = [L][D][L]H (or [R]H[D][R])
|
interface |
LDU<N extends Number>
LDU: [A] = [L][D][U] ( [PL][L][D][U][PU] )
|
interface |
LU<N extends Number>
LU: [A] = [L][U]
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static interface |
MatrixDecomposition.Determinant<N extends Number> |
static interface |
MatrixDecomposition.EconomySize<N extends Number>
Several matrix decompositions can be expressed "economy sized" - some rows or columns of the decomposed
matrix parts are not needed for the most releveant use cases, and can therefore be left out.
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static interface |
MatrixDecomposition.Hermitian<N extends Number>
Some matrix decompositions are only available with hermitian (symmetric) matrices or different
decomposition algorithms could be used depending on if the matrix is hemitian or not.
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static interface |
MatrixDecomposition.Ordered<N extends Number> |
static interface |
MatrixDecomposition.Pivoting<N extends Number>
The pivot or pivot element is the element of a matrix, or an array, which is selected first by an
algorithm (e.g.
|
static interface |
MatrixDecomposition.RankRevealing<N extends Number>
A rank-revealing matrix decomposition of a matrix [A] is a decomposition that is, or can be transformed
to be, on the form [A]=[X][D][Y]T where:
[X] and [Y] are square and well conditioned.
[D] is diagonal with nonnegative and non-increasing values on the diagonal.
|
static interface |
MatrixDecomposition.Solver<N extends Number> |
static interface |
MatrixDecomposition.Values<N extends Number>
Eigenvalue and Singular Value decompositions can calculate the "values" only.
|
interface |
QR<N extends Number>
QR: [A] = [Q][R] Decomposes [this] into [Q] and [R] where:
[Q] is an orthogonal matrix (orthonormal columns).
|
interface |
SingularValue<N extends Number>
Singular Value: [A] = [Q1][D][Q2]T Decomposes [this] into [Q1], [D] and [Q2] where:
[Q1] is an orthogonal matrix.
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interface |
Tridiagonal<N extends Number>
Tridiagonal: [A] = [Q][D][Q]H Any square symmetric (hermitian) matrix [A] can be factorized by
similarity transformations into the form, [A]=[Q][D][Q]-1 where [Q] is an orthogonal (unitary)
matrix and [D] is a real symmetric tridiagonal matrix.
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Modifier and Type | Class and Description |
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class |
HermitianEvD<N extends Number>
Eigenvalues and eigenvectors of a real matrix.
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