org.drip.quant.eigen

Class PowerIterationComponentExtractor

java.lang.Object

org.drip.quant.eigen.PowerIterationComponentExtractor

All Implemented Interfaces:

ComponentExtractor

public class PowerIterationComponentExtractor
extends java.lang.Object
implements ComponentExtractor

PowerIterationComponentExtractor extracts the Linear System Components using the Power Iteration Method.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
PowerIterationComponentExtractor(int iMaxIteration, double dblTolerance, boolean bToleranceAbsolute) PowerIterationComponentExtractor Constructor

Method Summary

Modifier and Type	Method and Description
EigenOutput	eigenize(double[][] aadblA) Eigenize and Extract the Components of the Specified Matrix
boolean	isToleranceAbsolute() Indicate if the specified Tolerance is Absolute
int	maxIterations() Retrieve the Maximum Number of Iterations
EigenComponent	principalComponent(double[][] aadblA) Compute the Principal Component of the Specified Matrix
double	tolerance() Retrieve the Tolerance Level

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PowerIterationComponentExtractor

public PowerIterationComponentExtractor(int iMaxIteration,
                                        double dblTolerance,
                                        boolean bToleranceAbsolute)
                                 throws java.lang.Exception

PowerIterationComponentExtractor Constructor

Parameters:

iMaxIteration - Maximum Number of Iterations

dblTolerance - Tolerance

bToleranceAbsolute - Is Tolerance Absolute

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

maxIterations

public int maxIterations()

Retrieve the Maximum Number of Iterations

Returns:

The Maximum Number of Iterations

tolerance

public double tolerance()

Retrieve the Tolerance Level

Returns:

The Tolerance Level

isToleranceAbsolute

public boolean isToleranceAbsolute()

Indicate if the specified Tolerance is Absolute

Returns:

TRUE - The specified Tolerance is Absolute

principalComponent

public EigenComponent principalComponent(double[][] aadblA)

Description copied from interface: ComponentExtractor

Compute the Principal Component of the Specified Matrix

Specified by:

principalComponent in interface ComponentExtractor

Parameters:

aadblA - The Input Matrix

Returns:

The Principal EigenComponent Instance

eigenize

public EigenOutput eigenize(double[][] aadblA)

Description copied from interface: ComponentExtractor

Eigenize and Extract the Components of the Specified Matrix

Specified by:

eigenize in interface ComponentExtractor

Parameters:

aadblA - The Input Matrix

Returns:

The EigenComponents