Package org.ejml.dense.row.decomposition.bidiagonal

Class BidiagonalDecompositionTall_MT_DDRM

java.lang.Object
org.ejml.dense.row.decomposition.bidiagonal.BidiagonalDecompositionTall_MT_DDRM
All Implemented Interfaces:
org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>, org.ejml.interfaces.decomposition.BidiagonalDecomposition_F64<org.ejml.data.DMatrixRMaj>, org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>
@Generated("org.ejml.dense.row.decomposition.bidiagonal.BidiagonalDecompositionTall_DDRM")
public class BidiagonalDecompositionTall_MT_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 Summary

    Constructors 
    Constructor Description
    BidiagonalDecompositionTall_MT_DDRM()  

  • Method Summary

    Modifier and Type Method Description
    boolean decompose​(org.ejml.data.DMatrixRMaj orig)  
    org.ejml.data.DMatrixRMaj getB​(@Nullable org.ejml.data.DMatrixRMaj B, boolean compact)  
    void getDiagonal​(double[] diag, double[] off)  
    org.ejml.data.DMatrixRMaj getU​(@Nullable org.ejml.data.DMatrixRMaj U, boolean transpose, boolean compact)  
    org.ejml.data.DMatrixRMaj getV​(@Nullable org.ejml.data.DMatrixRMaj V, boolean transpose, boolean compact)  
    boolean inputModified()  

    Methods inherited from class java.lang.Object

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

  • Constructor Details

  • Method Details

    • getDiagonal

      public void getDiagonal​(double[] diag, double[] off)
      Specified by:
      getDiagonal in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition_F64<org.ejml.data.DMatrixRMaj>

    • getB

      public org.ejml.data.DMatrixRMaj getB​(@Nullable @Nullable org.ejml.data.DMatrixRMaj B, boolean compact)
      Specified by:
      getB in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>

    • getU

      public org.ejml.data.DMatrixRMaj getU​(@Nullable @Nullable org.ejml.data.DMatrixRMaj U, boolean transpose, boolean compact)
      Specified by:
      getU in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>

    • getV

      public org.ejml.data.DMatrixRMaj getV​(@Nullable @Nullable org.ejml.data.DMatrixRMaj V, boolean transpose, boolean compact)
      Specified by:
      getV in interface org.ejml.interfaces.decomposition.BidiagonalDecomposition<org.ejml.data.DMatrixRMaj>

    • decompose

      public boolean decompose​(org.ejml.data.DMatrixRMaj orig)
      Specified by:
      decompose in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>

    • inputModified

      public boolean inputModified()
      Specified by:
      inputModified in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>