Class SingularValueDecomposer

java.lang.Object
org.drip.numerical.decomposition.SingularValueDecomposer

public class SingularValueDecomposer
extends java.lang.Object
SingularValueDecomposer runs the Singular Value Decomposition on a specified Matrix. The References are:

  • Alon, N., and A. Naor (2004): Approximating the Cut-norm via Grothendieck Inequality Proceedings of the 36th Annual ACM Symposium on Theory of Computing STOC’04 ACM Chicago IL
  • Golub, G. H., and C. F. van Loan (1996): Matrix Computations 3rd Edition Johns Hopkins University Press Baltimore MD
  • Horn, R. A., and C. R. Johnson (2013): Matrix Analysis 2nd Edition Cambridge University Press Cambridge UK
  • Lazslo, L. (2012): Large Networks and Graph Limits American Mathematical Society Providence RI
  • Wikipedia (2024): Matrix Norm https://en.wikipedia.org/wiki/Matrix_norm




Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    SingularValueDecomposer()  
  • Method Summary

    Modifier and Type Method Description
    UV decompose​(R1Square r1Square)
    Run a Singular Value Decomposition on a specified Matrix

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • SingularValueDecomposer

      public SingularValueDecomposer()
  • Method Details

    • decompose

      public UV decompose​(R1Square r1Square)
      Run a Singular Value Decomposition on a specified Matrix
      Parameters:
      r1Square - R1 Square Matrix
      Returns:
      The UV Result