jmathlib.toolbox.jmathlib.matrix._private.Jampack
Class Zsvd

java.lang.Object
  jmathlib.toolbox.jmathlib.matrix._private.Jampack.Zsvd

public class Zsvd
extends java.lang.Object

Zsvd implements the singular value decomposion of a Zmat. Specifically if X is an mxn matrix with m>=n there are unitary matrices U and V such that

     U^H*X*V = | S |
               | 0 |

where S = diag(s1,...,sm) with

     s1 >= s2 >= ... >= sn >=0.

If m<n the decomposition has the form

     U^H*X*V = | S  0 |,

where S is diagonal of order m. The diagonals of S are the singular values of A. The columns of U are the left singular vectors of A and the columns of V are the right singular vectors.

Version:

Pre-alpha

Author:

G. W. Stewart

Field Summary

static int	MAXITER Limits the number of iterations in the SVD algorithm
Zdiagmat	S The diagonal matrix of singular values
Zmat	U The matrix of left singular vectors
Zmat	V The matrix of right singular vectore

Constructor Summary

Zsvd(Zmat XX)
Computes the SVD of a Zmat XX.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

MAXITER

public static int MAXITER

Limits the number of iterations in the SVD algorithm

U

public Zmat U

The matrix of left singular vectors

V

public Zmat V

The matrix of right singular vectore

S

public Zdiagmat S

The diagonal matrix of singular values

Constructor Detail

Zsvd

public Zsvd(Zmat XX)
     throws JampackException

Computes the SVD of a Zmat XX. Throws a JampackException if the maximum number of iterations is exceeded.

Parameters:

XX - A Zmat

Throws:

JampackException - Thrown if maximimum number of iterations is exceeded.
Passed from below.