Package org.ejml.dense.row.decomposition.eig.symm

Class SymmetricQREigenHelper_DDRM

java.lang.Object
org.ejml.dense.row.decomposition.eig.symm.SymmetricQREigenHelper_DDRM
public class SymmetricQREigenHelper_DDRM
extends java.lang.Object
A helper class for the symmetric matrix implicit QR algorithm for eigenvalue decomposition. Performs most of the basic operations needed to extract eigenvalues and eigenvectors.

  • Field Summary

    Fields 
    Modifier and Type Field Description
    protected double[] diag  
    protected EigenvalueSmall_F64 eigenSmall  
    protected int lastExceptional  
    protected int N  
    protected int numExceptional  
    protected int numSplits  
    protected double[] off  
    protected @Nullable org.ejml.data.DMatrixRMaj Q  
    protected java.util.Random rand  
    protected int[] splits  
    protected int steps  
    protected int x1  
    protected int x2  

  • Constructor Summary

    Constructors 
    Constructor Description
    SymmetricQREigenHelper_DDRM()  

  • Method Summary

    Modifier and Type Method Description
    double computeShift()  
    double computeWilkinsonShift()  
    double[] copyDiag​(double[] ret)  
    double[] copyEigenvalues​(double[] ret)  
    double[] copyOff​(double[] ret)  
    protected void createBulge​(int x1, double p, boolean byAngle)
    Performs a similar transform on A-pI
    protected void createBulge2by2​(int x1, double p, boolean byAngle)  
    protected void eigenvalue2by2​(int x1)
    Computes the eigenvalue of the 2 by 2 matrix.
    void exceptionalShift()
    Perform a shift in a random direction that is of the same magnitude as the elements in the matrix.
    int getMatrixSize()  
    void incrementSteps()  
    void init​(double[] diag, double[] off, int numCols)
    Sets up and declares internal data structures.
    protected boolean isZero​(int index)
    Checks to see if the specified off diagonal element is zero using a relative metric.
    boolean nextSplit()
    Tells it to process the submatrix at the next split.
    protected void performImplicitSingleStep​(double lambda, boolean byAngle)  
    void printMatrix()  
    protected void removeBulge​(int x1)  
    protected void removeBulgeEnd​(int x1)
    Rotator to remove the bulge
    void reset​(int N)
    Sets the size of the matrix being decomposed, declares new memory if needed, and sets all helper functions to their initial value.
    void resetSteps()  
    void setQ​(org.ejml.data.DMatrixRMaj q)  
    void setSubmatrix​(int x1, int x2)
    Sets which submatrix is being processed.
    double[] swapDiag​(double[] diag)
    Exchanges the internal array of the diagonal elements for the provided one.
    double[] swapOff​(double[] off)
    Exchanges the internal array of the off diagonal elements for the provided one.
    protected void updateQ​(int m, int n, double c, double s)  

    Methods inherited from class java.lang.Object

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

  • Field Details

  • Constructor Details

  • Method Details

    • printMatrix

      public void printMatrix()

    • setQ

      public void setQ​(org.ejml.data.DMatrixRMaj q)

    • incrementSteps

      public void incrementSteps()

    • init

      public void init​(double[] diag, double[] off, int numCols)
      Sets up and declares internal data structures.
      Parameters:
      diag - Diagonal elements from tridiagonal matrix. Modified.
      off - Off diagonal elements from tridiagonal matrix. Modified.
      numCols - number of columns (and rows) in the matrix.

    • swapDiag

      public double[] swapDiag​(double[] diag)
      Exchanges the internal array of the diagonal elements for the provided one.

    • swapOff

      public double[] swapOff​(double[] off)
      Exchanges the internal array of the off diagonal elements for the provided one.

    • reset

      public void reset​(int N)
      Sets the size of the matrix being decomposed, declares new memory if needed, and sets all helper functions to their initial value.

    • copyDiag

      public double[] copyDiag​(double[] ret)

    • copyOff

      public double[] copyOff​(double[] ret)

    • copyEigenvalues

      public double[] copyEigenvalues​(double[] ret)

    • setSubmatrix

      public void setSubmatrix​(int x1, int x2)
      Sets which submatrix is being processed.
      Parameters:
      x1 - Lower bound, inclusive.
      x2 - Upper bound, inclusive.

    • isZero

      protected boolean isZero​(int index)
      Checks to see if the specified off diagonal element is zero using a relative metric.

    • performImplicitSingleStep

      protected void performImplicitSingleStep​(double lambda, boolean byAngle)

    • updateQ

      protected void updateQ​(int m, int n, double c, double s)

    • createBulge

      protected void createBulge​(int x1, double p, boolean byAngle)
      Performs a similar transform on A-pI

    • createBulge2by2

      protected void createBulge2by2​(int x1, double p, boolean byAngle)

    • removeBulge

      protected void removeBulge​(int x1)

    • removeBulgeEnd

      protected void removeBulgeEnd​(int x1)
      Rotator to remove the bulge

    • eigenvalue2by2

      protected void eigenvalue2by2​(int x1)
      Computes the eigenvalue of the 2 by 2 matrix.

    • exceptionalShift

      public void exceptionalShift()
      Perform a shift in a random direction that is of the same magnitude as the elements in the matrix.

    • nextSplit

      public boolean nextSplit()
      Tells it to process the submatrix at the next split. Should be called after the current submatrix has been processed.

    • computeShift

      public double computeShift()

    • computeWilkinsonShift

      public double computeWilkinsonShift()

    • getMatrixSize

      public int getMatrixSize()

    • resetSteps

      public void resetSteps()