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org.jeometry.math.decomposition.SVDDecomposition Maven / Gradle / Ivy

package org.jeometry.math.decomposition;

import org.jeometry.Geometry;
import org.jeometry.math.Matrix;

/**
 * This interface describes a Singular Values Decomposition (SVD).
*
* Let A be a real matrix that has a matrix of {@link EigenDecomposition Eigen vectors} P that is not invertible * (no {@link EigenDecomposition Eigen decomposition} can be computed). *

* If A is an m × n real matrix with m > n, then A can be written using a so-called singular value decomposition of the form * A = UDVT
*
* where:
*
    *
  • U is a m × m matrix with orthogonal columns (UTU = I) *
  • D is a m × n diagonal matrix *
  • V is a n × n matrix with orthogonal columns (VTV = I) *
*
*
* source: Wolfram math * @author Julien Seinturier - COMEX S.A. - [email protected] - https://github.com/jorigin/jeometry * @version {@value Geometry#version} b{@value Geometry#BUILD} * @since 1.0.0 */ public interface SVDDecomposition extends Decomposition { /** * Get the U matrix that is a m × m matrix with orthogonal columns (UTU = I). * @return the U matrix * @see #getD() * @see #getV() */ public Matrix getU(); /** * Get the D matrix that is is a m × n diagonal matrix. * @return the D matrix * @see #getU() * @see #getV() */ public Matrix getD(); /** * Get the V matrix that is a n × n matrix with orthogonal columns (VTV = I). * @return the V matrix * @see #getU() * @see #getD() */ public Matrix getV(); }




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