org.drip.quant.eigen

Interface ComponentExtractor

All Known Implementing Classes:

PowerIterationComponentExtractor, QREigenComponentExtractor

public interface ComponentExtractor

ComponentExtractor Interface exposes the Methods that extract the Linear System Components using the Power Iteration Method.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
EigenOutput	eigenize(double[][] aadblA) Eigenize and Extract the Components of the Specified Matrix
EigenComponent	principalComponent(double[][] aadblA) Compute the Principal Component of the Specified Matrix

Method Detail

principalComponent

EigenComponent principalComponent(double[][] aadblA)

Compute the Principal Component of the Specified Matrix

Parameters:

aadblA - The Input Matrix

Returns:

The Principal EigenComponent Instance

eigenize

EigenOutput eigenize(double[][] aadblA)

Eigenize and Extract the Components of the Specified Matrix

Parameters:

aadblA - The Input Matrix

Returns:

The EigenComponents