org.ejml.simple.SimpleEVD Maven / Gradle / Ivy
/*
* Copyright (c) 2009-2014, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ejml.simple;
import org.ejml.data.Complex64F;
import org.ejml.data.DenseMatrix64F;
import org.ejml.factory.DecompositionFactory;
import org.ejml.interfaces.decomposition.EigenDecomposition;
/**
* Wrapper around EigenDecomposition for SimpleMatrix
*
* @author Peter Abeles
*/
@SuppressWarnings({"unchecked"})
public class SimpleEVD
{
private EigenDecomposition eig;
DenseMatrix64F mat;
public SimpleEVD( DenseMatrix64F mat )
{
this.mat = mat;
eig = DecompositionFactory.eig(mat.numCols,true);
if( !eig.decompose(mat))
throw new RuntimeException("Eigenvalue Decomposition failed");
}
/**
* Returns the number of eigenvalues/eigenvectors. This is the matrix's dimension.
*
* @return number of eigenvalues/eigenvectors.
*/
public int getNumberOfEigenvalues() {
return eig.getNumberOfEigenvalues();
}
/**
*
* Returns an eigenvalue as a complex number. For symmetric matrices the returned eigenvalue will always be a real
* number, which means the imaginary component will be equal to zero.
*
*
*
* NOTE: The order of the eigenvalues is dependent upon the decomposition algorithm used. This means that they may
* or may not be ordered by magnitude. For example the QR algorithm will returns results that are partially
* ordered by magnitude, but this behavior should not be relied upon.
*
*
* @param index Index of the eigenvalue eigenvector pair.
* @return An eigenvalue.
*/
public Complex64F getEigenvalue( int index ) {
return eig.getEigenvalue(index);
}
/**
*
* Used to retrieve real valued eigenvectors. If an eigenvector is associated with a complex eigenvalue
* then null is returned instead.
*
*
* @param index Index of the eigenvalue eigenvector pair.
* @return If the associated eigenvalue is real then an eigenvector is returned, null otherwise.
*/
public T getEigenVector( int index ) {
return (T)SimpleMatrix.wrap(eig.getEigenVector(index));
}
/**
*
* Computes the quality of the computed decomposition. A value close to or less than 1e-15
* is considered to be within machine precision.
*
*
*
* This function must be called before the original matrix has been modified or else it will
* produce meaningless results.
*
*
* @return Quality of the decomposition.
*/
public double quality() {
return DecompositionFactory.quality(mat,eig);
}
/**
* Returns the underlying decomposition that this is a wrapper around.
*
* @return EigenDecomposition
*/
public EigenDecomposition getEVD() {
return eig;
}
/**
* Returns the index of the eigenvalue which has the largest magnitude.
*
* @return index of the largest magnitude eigen value.
*/
public int getIndexMax() {
int indexMax = 0;
double max = getEigenvalue(0).getMagnitude2();
final int N = getNumberOfEigenvalues();
for( int i = 1; i < N; i++ ) {
double m = getEigenvalue(i).getMagnitude2();
if( m > max ) {
max = m;
indexMax = i;
}
}
return indexMax;
}
/**
* Returns the index of the eigenvalue which has the smallest magnitude.
*
* @return index of the smallest magnitude eigen value.
*/
public int getIndexMin() {
int indexMin = 0;
double min = getEigenvalue(0).getMagnitude2();
final int N = getNumberOfEigenvalues();
for( int i = 1; i < N; i++ ) {
double m = getEigenvalue(i).getMagnitude2();
if( m < min ) {
min = m;
indexMin = i;
}
}
return indexMin;
}
}