/**
* <p>
* Used to retrieve real valued eigenvectors. If an eigenvector is associated with a complex eigenvalue
* then null is returned instead.
* </p>
*
* @param index Index of the eigenvalue eigenvector pair.
* @return If the associated eigenvalue is real then an eigenvector is returned, null otherwise.
*/
public SimpleBase <T> getEigenVector(int index)
{
T v = eig.getEigenVector(index);
if (v == null)
{
return(null);
}
return(SimpleMatrix <T> .wrap(v));
}
public /**/ double quality()
{
if (is64)
{
var m = mat as DMatrixRMaj;
var um = U.getMatrix() as DMatrixRMaj;
var wm = W.getMatrix() as DMatrixRMaj;
var vmt = V.transpose().getMatrix() as DMatrixRMaj;
return(DecompositionFactory_DDRM.quality(m, um, wm, vmt));
}
else
{
var m = mat as FMatrixRMaj;
var um = U.getMatrix() as FMatrixRMaj;
var wm = W.getMatrix() as FMatrixRMaj;
var vmt = V.transpose().getMatrix() as FMatrixRMaj;
return(DecompositionFactory_FDRM.quality(m, um, wm, vmt));
}
}
/**
* Computes the null space from an SVD. For more information see {@link SingularOps_DDRM#nullSpace}.
* @return Null space vector.
*/
public SimpleMatrix <T> nullSpace()
{
// TODO take advantage of the singular values being ordered already
if (is64)
{
var ns = SingularOps_DDRM.nullSpace((SingularValueDecomposition_F64 <DMatrixRMaj>)svd,
null, tol);
return(SimpleMatrix <T> .wrap(ns as T));
}
else
{
var ns = SingularOps_FDRM.nullSpace((SingularValueDecomposition_F32 <FMatrixRMaj>)svd,
null, (float)tol);
return(SimpleMatrix <T> .wrap(ns as T));
}
}
public SimpleSVD(Matrix mat, bool compact)
{
this.mat = mat;
this.is64 = mat is DMatrixRMaj;
if (is64)
{
DMatrixRMaj m = (DMatrixRMaj)mat;
svd = (SingularValueDecomposition <T>)DecompositionFactory_DDRM.svd(m.numRows, m.numCols, true, true, compact);
}
else
{
FMatrixRMaj m = (FMatrixRMaj)mat;
svd = (SingularValueDecomposition <T>)DecompositionFactory_FDRM.svd(m.numRows, m.numCols, true, true, compact);
}
if (!svd.decompose((T)mat))
{
throw new InvalidOperationException("Decomposition failed");
}
U = SimpleMatrix <T> .wrap(svd.getU(null, false));
W = SimpleMatrix <T> .wrap(svd.getW(null));
V = SimpleMatrix <T> .wrap(svd.getV(null, false));
// order singular values from largest to smallest
if (is64)
{
var um = U.getMatrix() as DMatrixRMaj;
var wm = W.getMatrix() as DMatrixRMaj;
var vm = V.getMatrix() as DMatrixRMaj;
SingularOps_DDRM.descendingOrder(um, false, wm, vm, false);
tol = SingularOps_DDRM.singularThreshold((SingularValueDecomposition_F64 <DMatrixRMaj>)svd);
}
else
{
var um = U.getMatrix() as FMatrixRMaj;
var wm = W.getMatrix() as FMatrixRMaj;
var vm = V.getMatrix() as FMatrixRMaj;
SingularOps_FDRM.descendingOrder(um, false, wm, vm, false);
tol = SingularOps_FDRM.singularThreshold((SingularValueDecomposition_F32 <FMatrixRMaj>)svd);
}
}
/**
* <p>Converts the block matrix into a SimpleMatrix.</p>
*
* @param A Block matrix that is being converted. Not modified.
* @return Equivalent SimpleMatrix.
*/
public static SimpleMatrix <T> convertSimple <T>(DMatrixRBlock A) where T : class, Matrix
{
var B = ConvertDMatrixStruct.convert(A, null) as T;
return(SimpleMatrix <T> .wrap(B));
}