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

java.lang.Object
  extended by 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.

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