Package | Description |
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org.drip.quant.eigen |
Modifier and Type | Method and Description |
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EigenComponent[] |
QREigenComponentExtractor.orderedComponents(double[][] aadblA)
Generate the Ordered List of Eigen Components arranged by Ascending Eigenvalue
|
EigenComponent |
QREigenComponentExtractor.principalComponent(double[][] aadblA) |
EigenComponent |
PowerIterationComponentExtractor.principalComponent(double[][] aadblA) |
EigenComponent |
ComponentExtractor.principalComponent(double[][] aadblA)
Compute the Principal Component of the Specified Matrix
|