Examples of org.ejml.alg.dense.decomposition.hessenberg.HessenbergSimilarDecomposition

org.ejml.alg.dense.decomposition.hessenberg.HessenbergSimilarDecomposition

Finds the decomposition of a matrix in the form of:

A = OHO^T

where A is an m by m matrix, O is an orthogonal matrix, and H is an upper Hessenberg matrix.

A matrix is upper Hessenberg if a^ij = 0 for all i > j+1. For example, the following matrix is upper Hessenberg.

WRITE IT OUT USING A TABLE

This decomposition is primarily used as a step for computing the eigenvalue decomposition of a matrix. The basic algorithm comes from David S. Watkins, "Fundamentals of MatrixComputations" Second Edition.


    // should it compute eigenvectors or just eigenvalues
    boolean computeVectors;


    public WatchedDoubleStepQRDecomposition( boolean computeVectors ) {
        hessenberg = new HessenbergSimilarDecomposition(10);
        algValue = new WatchedDoubleStepQREigenvalue();
        algVector = new WatchedDoubleStepQREigenvector();


        this.computeVectors = computeVectors;
    }

Related Classes of org.ejml.alg.dense.decomposition.hessenberg.HessenbergSimilarDecomposition

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.