public class BidiagonalDecompositionTall_FDRM
extends java.lang.Object
implements org.ejml.interfaces.decomposition.BidiagonalDecomposition_F32<org.ejml.data.FMatrixRMaj>
BidiagonalDecomposition_F32
specifically designed for tall matrices.
First step is to perform QR decomposition on the input matrix. Then R is decomposed using
a bidiagonal decomposition. By performing the bidiagonal decomposition on the smaller matrix
computations can be saved if m/n > 5/3 and if U is NOT needed.
A = [Q1 Q2][U1 0; 0 I] [B1;0] VT
U=[Q1*U1 Q2]
B=[B1;0]
A = U*B*VT
A QRP decomposition is used internally. That decomposition relies an a fixed threshold for selecting singular values and is known to be less stable than SVD. There is the potential for a degregation of stability by using BidiagonalDecompositionTall instead of BidiagonalDecomposition_F32. A few simple tests have shown that loss in stability to be insignificant.
See page 404 in "Fundamentals of Matrix Computations", 2nd by David S. Watkins.
Constructor and Description |
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BidiagonalDecompositionTall_FDRM() |
Modifier and Type | Method and Description |
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boolean |
decompose(org.ejml.data.FMatrixRMaj orig) |
org.ejml.data.FMatrixRMaj |
getB(org.ejml.data.FMatrixRMaj B,
boolean compact) |
void |
getDiagonal(float[] diag,
float[] off) |
org.ejml.data.FMatrixRMaj |
getU(org.ejml.data.FMatrixRMaj U,
boolean transpose,
boolean compact) |
org.ejml.data.FMatrixRMaj |
getV(org.ejml.data.FMatrixRMaj V,
boolean transpose,
boolean compact) |
boolean |
inputModified() |
public void getDiagonal(float[] diag, float[] off)
getDiagonal
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition_F32<org.ejml.data.FMatrixRMaj>
public org.ejml.data.FMatrixRMaj getB(org.ejml.data.FMatrixRMaj B, boolean compact)
getB
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.FMatrixRMaj>
public org.ejml.data.FMatrixRMaj getU(org.ejml.data.FMatrixRMaj U, boolean transpose, boolean compact)
getU
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.FMatrixRMaj>
public org.ejml.data.FMatrixRMaj getV(org.ejml.data.FMatrixRMaj V, boolean transpose, boolean compact)
getV
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.FMatrixRMaj>
public boolean decompose(org.ejml.data.FMatrixRMaj orig)
decompose
in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>
public boolean inputModified()
inputModified
in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>