程序代写 TemplateJAMA::SVD class Reference

TemplateJAMA::SVD class Reference

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JAMA::SVD Class Template Reference
#include

List of all members.
Public Methods

  SVD (const Array2D< Real > &Arg)
void  getU (Array2D< Real > &A)
void  getV (Array2D< Real > &A)
void  getSingularValues (Array1D< Real > &x)
void  getS (Array2D< Real > &A)
double  norm2 ()
double  cond ()
int  rank ()

Detailed Description

template class JAMA::SVD

Singular Value Decomposition.

For an m-by-n matrix A with m >= n, the singular value decomposition is an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and an n-by-n orthogonal matrix V so that A = U*S*V’.

The singular values, sigma[k] = S[k][k], are ordered so that sigma[0] >= sigma[1] >= … >= sigma[n-1].

The singular value decompostion always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

(Adapted from JAMA, a Java Matrix Library, developed by jointly by the Mathworks and NIST; see http://math.nist.gov/javanumerics/jama).

Constructor & Destructor Documentation

template

JAMA::SVD::SVD (

const Array2D< Real > & Arg ) [inline]

 

Member Function Documentation

template

double JAMA::SVD::cond (

) [inline]

 

Two norm of condition number (max(S)/min(S))

template

void JAMA::SVD::getS (

Array2D< Real > & A ) [inline]

 

Return the diagonal matrix of singular values

template

void JAMA::SVD::getSingularValues (

Array1D< Real > & x ) [inline]

 

Return the one-dimensional array of singular values

template

void JAMA::SVD::getU (

Array2D< Real > & A ) [inline]

 

template

void JAMA::SVD::getV (

Array2D< Real > & A ) [inline]

 

template

double JAMA::SVD::norm2 (

) [inline]

 

Two norm (max(S))

template

int JAMA::SVD::rank (

) [inline]

 

Effective numerical matrix rank

Number of nonnegligible singular values.

The documentation for this class was generated from the following file: jama_svd.h

Generated at Mon Jan 20 07:47:18 2003 for JAMA/C++ by

1.2.5 written by Dimitri van Heesch,
© 1997-2001

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