public class BidiagonalDecompositionTall_DDRM
extends java.lang.Object
implements org.ejml.interfaces.decomposition.BidiagonalDecomposition_F64<org.ejml.data.DMatrixRMaj>
BidiagonalDecomposition_F64
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_F64. 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 |
---|
BidiagonalDecompositionTall_DDRM() |
Modifier and Type | Method and Description |
---|---|
boolean |
decompose(org.ejml.data.DMatrixRMaj orig) |
org.ejml.data.DMatrixRMaj |
getB(org.ejml.data.DMatrixRMaj B,
boolean compact) |
void |
getDiagonal(double[] diag,
double[] off) |
org.ejml.data.DMatrixRMaj |
getU(org.ejml.data.DMatrixRMaj U,
boolean transpose,
boolean compact) |
org.ejml.data.DMatrixRMaj |
getV(org.ejml.data.DMatrixRMaj V,
boolean transpose,
boolean compact) |
boolean |
inputModified() |
public void getDiagonal(double[] diag, double[] off)
getDiagonal
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition_F64<org.ejml.data.DMatrixRMaj>
public org.ejml.data.DMatrixRMaj getB(org.ejml.data.DMatrixRMaj B, boolean compact)
getB
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>
public org.ejml.data.DMatrixRMaj getU(org.ejml.data.DMatrixRMaj U, boolean transpose, boolean compact)
getU
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>
public org.ejml.data.DMatrixRMaj getV(org.ejml.data.DMatrixRMaj V, boolean transpose, boolean compact)
getV
in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>
public boolean decompose(org.ejml.data.DMatrixRMaj orig)
decompose
in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>
public boolean inputModified()
inputModified
in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>