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

Class SymmetricQrAlgorithm_DDRM

java.lang.Object
org.ejml.dense.row.decomposition.eig.symm.SymmetricQrAlgorithm_DDRM
public class SymmetricQrAlgorithm_DDRM
extends java.lang.Object

Computes the eigenvalues and eigenvectors of a symmetric tridiagonal matrix using the symmetric QR algorithm.

This implementation is based on the algorithm is sketched out in:
David S. Watkins, "Fundamentals of Matrix Computations," Second Edition. page 377-385

  • Constructor Summary

    Constructors 
    Constructor Description
    SymmetricQrAlgorithm_DDRM()
    Creates a new SymmetricQREigenvalue class that declares its own SymmetricQREigenHelper.
    SymmetricQrAlgorithm_DDRM​(SymmetricQREigenHelper_DDRM helper)  

  • Method Summary

    Modifier and Type Method Description
    double getEigenvalue​(int index)
    Returns the eigenvalue at the specified index.
    int getNumberOfEigenvalues()
    Returns the number of eigenvalues available.
    @Nullable org.ejml.data.DMatrixRMaj getQ()  
    void performStep()
    First looks for zeros and then performs the implicit single step in the QR Algorithm.
    boolean process​(int sideLength, @org.jetbrains.annotations.Nullable double[] diag, @org.jetbrains.annotations.Nullable double[] off)  
    boolean process​(int sideLength, @org.jetbrains.annotations.Nullable double[] diag, @org.jetbrains.annotations.Nullable double[] off, double[] eigenvalues)
    Computes the eigenvalue of the provided tridiagonal matrix.
    void setFastEigenvalues​(boolean fastEigenvalues)  
    void setMaxIterations​(int maxIterations)  
    void setQ​(@Nullable org.ejml.data.DMatrixRMaj q)  

    Methods inherited from class java.lang.Object

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

  • Constructor Details

  • Method Details

    • setMaxIterations

      public void setMaxIterations​(int maxIterations)

    • getQ

      @Nullable public @Nullable org.ejml.data.DMatrixRMaj getQ()

    • setQ

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

    • setFastEigenvalues

      public void setFastEigenvalues​(boolean fastEigenvalues)

    • getEigenvalue

      public double getEigenvalue​(int index)
      Returns the eigenvalue at the specified index.
      Parameters:
      index - Which eigenvalue.
      Returns:
      The eigenvalue.

    • getNumberOfEigenvalues

      public int getNumberOfEigenvalues()
      Returns the number of eigenvalues available.
      Returns:
      How many eigenvalues there are.

    • process

      public boolean process​(int sideLength, @Nullable @org.jetbrains.annotations.Nullable double[] diag, @Nullable @org.jetbrains.annotations.Nullable double[] off, double[] eigenvalues)
      Computes the eigenvalue of the provided tridiagonal matrix. Note that only the upper portion needs to be tridiagonal. The bottom diagonal is assumed to be the same as the top.
      Parameters:
      sideLength - Number of rows and columns in the input matrix.
      diag - Diagonal elements from tridiagonal matrix. Modified.
      off - Off diagonal elements from tridiagonal matrix. Modified.
      Returns:
      true if it succeeds and false if it fails.

    • process

      public boolean process​(int sideLength, @Nullable @org.jetbrains.annotations.Nullable double[] diag, @Nullable @org.jetbrains.annotations.Nullable double[] off)

    • performStep

      public void performStep()
      First looks for zeros and then performs the implicit single step in the QR Algorithm.