Package org.drip.numerical.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.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = QR PICE Eigen-Component Extraction Methodologies

Author:

Lakshmi Krishnamurthy

Method Summary

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

Method Details

principalComponent

EigenComponent principalComponent(double[][] a)

Compute the Principal Component of the Specified Matrix

Parameters:

a - The Input Matrix

Returns:

The Principal EigenComponent Instance

eigenize

EigenOutput eigenize(double[][] a)

Eigenize and Extract the Components of the Specified Matrix

Parameters:

a - The Input Matrix

Returns:

The EigenComponents