Examples of org.apache.commons.math.linear.EigenDecomposition

org.apache.commons.math.linear.EigenDecomposition
nist.gov/javanumerics/jama/">JAMA library, with the following changes:
- a {@link #getVT() getVt} method has been added,
- two {@link #getRealEigenvalue(int) getRealEigenvalue} and {@link #getImagEigenvalue(int) getImagEigenvalue} methods to pick up a single eigenvalue have been added,
- a {@link #getEigenvector(int) getEigenvector} method to pick up a singleeigenvector has been added,
- a {@link #getDeterminant() getDeterminant} method has been added.
- a {@link #getSolver() getSolver} method has been added.
@see MathWorld @see Wikipedia @version $Revision: 997726 $ $Date: 2010-09-16 14:39:51 +0200 (jeu. 16 sept. 2010) $ @since 2.0

        }
    }


    /** test A = VDVt */
    public void testAEqualVDVt() {
        EigenDecomposition ed = new EigenDecompositionImpl(matrix, MathUtils.SAFE_MIN);
        RealMatrix v  = ed.getV();
        RealMatrix d  = ed.getD();
        RealMatrix vT = ed.getVT();
        double norm = v.multiply(d).multiply(vT).subtract(matrix).getNorm();
        assertEquals(0, norm, 6.0e-13);
    }

View Full Code Here


    /** test diagonal matrix */
    public void testDiagonal() {
        double[] diagonal = new double[] { -3.0, -2.0, 2.0, 5.0 };
        RealMatrix m = createDiagonalMatrix(diagonal, diagonal.length, diagonal.length);
        EigenDecomposition ed = new EigenDecompositionImpl(m, MathUtils.SAFE_MIN);
        assertEquals(diagonal[0], ed.getRealEigenvalue(3), 2.0e-15);
        assertEquals(diagonal[1], ed.getRealEigenvalue(2), 2.0e-15);
        assertEquals(diagonal[2], ed.getRealEigenvalue(1), 2.0e-15);
        assertEquals(diagonal[3], ed.getRealEigenvalue(0), 2.0e-15);
    }

View Full Code Here

        RealMatrix repeated = MatrixUtils.createRealMatrix(new double[][] {
                {3,  2,  4},
                {2,  0,  2},
                {4,  2,  3}
        }); 
        EigenDecomposition ed = new EigenDecompositionImpl(repeated, MathUtils.SAFE_MIN);
        checkEigenValues((new double[] {8, -1, -1}), ed, 1E-12);
        checkEigenVector((new double[] {2, 1, 2}), ed, 1E-12);
    }

View Full Code Here

        RealMatrix distinct = MatrixUtils.createRealMatrix(new double[][] {
                {3, 1, -4},  
                {1, 3, -4}, 
                {-4, -4, 8}
        });
        EigenDecomposition ed = new EigenDecompositionImpl(distinct, MathUtils.SAFE_MIN);
        checkEigenValues((new double[] {2, 0, 12}), ed, 1E-12);
        checkEigenVector((new double[] {1, -1, 0}), ed, 1E-12);
        checkEigenVector((new double[] {1, 1, 1}), ed, 1E-12);
        checkEigenVector((new double[] {-1, -1, 2}), ed, 1E-12);
    }

View Full Code Here

  private final double[] eigenvalues;
  private final double[][] uHat;


  public EigenSolverWrapper(double[][] bbt) {
    int dim = bbt.length;
    EigenDecomposition evd2 = new EigenDecompositionImpl(
        new Array2DRowRealMatrix(bbt), 0);
    eigenvalues = evd2.getRealEigenvalues();
    RealMatrix uHatrm = evd2.getV();
    uHat = new double[dim][];
    for (int i = 0; i < dim; i++) {
      uHat[i] = uHatrm.getRow(i);
    }
  }

View Full Code Here

   */
  @Override
  public DoubleMatrix2D getPower(final Matrix<?> m, final double p) {
    if (m instanceof DoubleMatrix2D) {
      final RealMatrix temp = CommonsMathWrapper.wrap((DoubleMatrix2D) m);
      final EigenDecomposition eigen = new EigenDecompositionImpl(temp, 0.0);
      final double[] rEigenValues = eigen.getRealEigenvalues();
      final double[] iEigenValues = eigen.getImagEigenvalues();
      final int n = rEigenValues.length;
      final double[][] d = new double[n][n];
      for (int i = n - 1; i >= 0; --i) {
        d[i][i] = Math.pow(rEigenValues[i], p);
        if (iEigenValues[i] != 0.0) {
          throw new NotImplementedException("Cannot handle complex eigenvalues in getPower");
        }
      }
      final RealMatrix res = eigen.getV().multiply((new Array2DRowRealMatrix(d)).multiply(eigen.getVT()));
      return CommonsMathWrapper.unwrap(res);
    }
    throw new IllegalArgumentException("Can only find pow of DoubleMatrix2D; have " + m.getClass());
  }

View Full Code Here

0 1 2

TOP

Related Classes of org.apache.commons.math.linear.EigenDecomposition

com.opengamma.analytics.math.matrix.CommonsMatrixAlgebra

org.apache.commons.math.linear.EigenDecompositionImplTest

org.apache.mahout.math.ssvd.EigenSolverWrapper

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.