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 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 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 DMatrixRMaj q)

Methods inherited from class java.lang.Object

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

Constructor Details

SymmetricQrAlgorithm_DDRM

public SymmetricQrAlgorithm_DDRM(SymmetricQREigenHelper_DDRM helper)

SymmetricQrAlgorithm_DDRM

public SymmetricQrAlgorithm_DDRM()

Creates a new SymmetricQREigenvalue class that declares its own SymmetricQREigenHelper.

Method Details

setMaxIterations

public void setMaxIterations(int maxIterations)

getQ

@Nullable
public @Nullable DMatrixRMaj getQ()

setQ

public void setQ(@Nullable
 @Nullable 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.