public class DecompositionFactory_DDRM
extends java.lang.Object
Contains operations related to creating and evaluating the quality of common matrix decompositions. Except in specialized situations, matrix decompositions should be instantiated from this factory instead of being directly constructed. Low level implementations are more prone to changes and new algorithms will be automatically placed here.
Several functions are also provided to evaluate the quality of a decomposition. This is provided as a way to sanity check a decomposition. Often times a significant error in a decomposition will result in a poor (larger) quality value. Typically a quality value of around 1e-15 means it is within machine precision.
Constructor and Description |
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DecompositionFactory_DDRM() |
Modifier and Type | Method and Description |
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static org.ejml.interfaces.decomposition.CholeskyDecomposition_F64<org.ejml.data.DMatrixRMaj> |
chol(int matrixSize,
boolean lower)
Returns a
CholeskyDecomposition_F64 that has been optimized for the specified matrix size. |
static org.ejml.interfaces.decomposition.CholeskyLDLDecomposition_F64<org.ejml.data.DMatrixRMaj> |
cholLDL(int matrixSize)
Returns a
CholeskyDecompositionLDL_DDRM that has been optimized for the specified matrix size. |
static <T extends org.ejml.data.DMatrix> |
decomposeSafe(org.ejml.interfaces.decomposition.DecompositionInterface<T> decomp,
T M)
A simple convinience function that decomposes the matrix but automatically checks the input ti make
sure is not being modified.
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static org.ejml.interfaces.decomposition.EigenDecomposition_F64<org.ejml.data.DMatrixRMaj> |
eig(int matrixSize,
boolean needVectors)
Returns an
EigenDecomposition that has been optimized for the specified matrix size. |
static org.ejml.interfaces.decomposition.EigenDecomposition_F64<org.ejml.data.DMatrixRMaj> |
eig(int matrixSize,
boolean computeVectors,
boolean isSymmetric)
Returns an
EigenDecomposition which is specialized for symmetric matrices or the general problem. |
static org.ejml.interfaces.decomposition.LUDecomposition_F64<org.ejml.data.DMatrixRMaj> |
lu(int numRows,
int numCol)
Returns a
LUDecomposition that has been optimized for the specified matrix size. |
static org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.DMatrixRMaj> |
qr(int numRows,
int numCols)
Returns a
QRDecomposition that has been optimized for the specified matrix size. |
static org.ejml.interfaces.decomposition.QRPDecomposition_F64<org.ejml.data.DMatrixRMaj> |
qrp(int numRows,
int numCols)
Returns a
QRPDecomposition_F64 that has been optimized for the specified matrix size. |
static double |
quality(org.ejml.data.DMatrixRMaj orig,
org.ejml.data.DMatrixRMaj U,
org.ejml.data.DMatrixRMaj W,
org.ejml.data.DMatrixRMaj Vt) |
static double |
quality(org.ejml.data.DMatrixRMaj orig,
org.ejml.interfaces.decomposition.EigenDecomposition_F64<org.ejml.data.DMatrixRMaj> eig)
Computes a metric which measures the the quality of an eigen value decomposition.
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static double |
quality(org.ejml.data.DMatrixRMaj orig,
org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DMatrixRMaj> svd)
Computes a metric which measures the the quality of a singular value decomposition.
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static org.ejml.interfaces.decomposition.SingularValueDecomposition_F64<org.ejml.data.DMatrixRMaj> |
svd(int numRows,
int numCols,
boolean needU,
boolean needV,
boolean compact)
Returns a
SingularValueDecomposition that has been optimized for the specified matrix size. |
static org.ejml.interfaces.decomposition.TridiagonalSimilarDecomposition_F64<org.ejml.data.DMatrixRMaj> |
tridiagonal(int matrixSize)
Checks to see if the passed in tridiagonal decomposition is of the appropriate type
for the matrix of the provided size.
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public static org.ejml.interfaces.decomposition.CholeskyDecomposition_F64<org.ejml.data.DMatrixRMaj> chol(int matrixSize, boolean lower)
Returns a CholeskyDecomposition_F64
that has been optimized for the specified matrix size.
matrixSize
- Number of rows and columns that the returned decomposition is optimized for.lower
- should a lower or upper triangular matrix be used. If not sure set to true.public static org.ejml.interfaces.decomposition.CholeskyLDLDecomposition_F64<org.ejml.data.DMatrixRMaj> cholLDL(int matrixSize)
Returns a CholeskyDecompositionLDL_DDRM
that has been optimized for the specified matrix size.
matrixSize
- Number of rows and columns that the returned decomposition is optimized for.public static org.ejml.interfaces.decomposition.LUDecomposition_F64<org.ejml.data.DMatrixRMaj> lu(int numRows, int numCol)
Returns a LUDecomposition
that has been optimized for the specified matrix size.
numRows
- Shape of the matrix that the code should be targeted towards. Does not need to be exact.numCol
- Shape of the matrix that the code should be targeted towards. Does not need to be exact.public static org.ejml.interfaces.decomposition.SingularValueDecomposition_F64<org.ejml.data.DMatrixRMaj> svd(int numRows, int numCols, boolean needU, boolean needV, boolean compact)
Returns a SingularValueDecomposition
that has been optimized for the specified matrix size.
For improved performance only the portion of the decomposition that the user requests will be computed.
numRows
- Number of rows the returned decomposition is optimized for.numCols
- Number of columns that the returned decomposition is optimized for.needU
- Should it compute the U matrix. If not sure set to true.needV
- Should it compute the V matrix. If not sure set to true.compact
- Should it compute the SVD in compact form. If not sure set to false.public static org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.DMatrixRMaj> qr(int numRows, int numCols)
Returns a QRDecomposition
that has been optimized for the specified matrix size.
numRows
- Number of rows the returned decomposition is optimized for.numCols
- Number of columns that the returned decomposition is optimized for.public static org.ejml.interfaces.decomposition.QRPDecomposition_F64<org.ejml.data.DMatrixRMaj> qrp(int numRows, int numCols)
Returns a QRPDecomposition_F64
that has been optimized for the specified matrix size.
numRows
- Number of rows the returned decomposition is optimized for.numCols
- Number of columns that the returned decomposition is optimized for.public static org.ejml.interfaces.decomposition.EigenDecomposition_F64<org.ejml.data.DMatrixRMaj> eig(int matrixSize, boolean needVectors)
Returns an EigenDecomposition
that has been optimized for the specified matrix size.
If the input matrix is symmetric within tolerance then the symmetric algorithm will be used, otherwise
a general purpose eigenvalue decomposition is used.
matrixSize
- Number of rows and columns that the returned decomposition is optimized for.needVectors
- Should eigenvectors be computed or not. If not sure set to true.public static org.ejml.interfaces.decomposition.EigenDecomposition_F64<org.ejml.data.DMatrixRMaj> eig(int matrixSize, boolean computeVectors, boolean isSymmetric)
Returns an EigenDecomposition
which is specialized for symmetric matrices or the general problem.
matrixSize
- Number of rows and columns that the returned decomposition is optimized for.computeVectors
- Should it compute the eigenvectors or just eigenvalues.isSymmetric
- If true then the returned algorithm is specialized only for symmetric matrices, if false
then a general purpose algorithm is returned.public static double quality(org.ejml.data.DMatrixRMaj orig, org.ejml.interfaces.decomposition.SingularValueDecomposition<org.ejml.data.DMatrixRMaj> svd)
Computes a metric which measures the the quality of a singular value decomposition. If a value is returned that is close to or smaller than 1e-15 then it is within machine precision.
SVD quality is defined as:
Quality = || A - U W VT|| / || A ||
where A is the original matrix , U W V is the decomposition, and ||A|| is the norm-f of A.
orig
- The original matrix which was decomposed. Not modified.svd
- The decomposition after processing 'orig'. Not modified.public static double quality(org.ejml.data.DMatrixRMaj orig, org.ejml.data.DMatrixRMaj U, org.ejml.data.DMatrixRMaj W, org.ejml.data.DMatrixRMaj Vt)
public static double quality(org.ejml.data.DMatrixRMaj orig, org.ejml.interfaces.decomposition.EigenDecomposition_F64<org.ejml.data.DMatrixRMaj> eig)
Computes a metric which measures the the quality of an eigen value decomposition. If a value is returned that is close to or smaller than 1e-15 then it is within machine precision.
EVD quality is defined as:
Quality = ||A*V - V*D|| / ||A*V||.
orig
- The original matrix. Not modified.eig
- EVD of the original matrix. Not modified.public static org.ejml.interfaces.decomposition.TridiagonalSimilarDecomposition_F64<org.ejml.data.DMatrixRMaj> tridiagonal(int matrixSize)
matrixSize
- Number of rows and columns that the returned decomposition is optimized for.public static <T extends org.ejml.data.DMatrix> boolean decomposeSafe(org.ejml.interfaces.decomposition.DecompositionInterface<T> decomp, T M)
T
- Matrix type.decomp
- Decomposition which is being wrappedM
- THe matrix being decomposed.