EigenComponent

java.lang.Object

org.drip.numerical.eigen.EigenComponent

public class EigenComponent
extends java.lang.Object

EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.

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

Constructor Summary

Constructors

Constructor Description

EigenComponent(double[] eigenVector, double eigenValue)
EigenComponent Constructor
Method Summary

Modifier and Type Method Description

double eigenValue()
Retrieve the Eigenvalue

double[] eigenVector()
Retrieve the Eigenvector

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- EigenComponent
  
  public EigenComponent(double[] eigenVector, double eigenValue) throws java.lang.Exception
  
  EigenComponent Constructor
  
  Parameters:
  
  eigenVector - The Eigenvector
  
  eigenValue - The Eigenvalue
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are invalid
Method Details
- eigenValue
  
  public double eigenValue()
  
  Retrieve the Eigenvalue
  
  Returns:
  
  The Eigenvalue
- eigenVector
  
  public double[] eigenVector()
  
  Retrieve the Eigenvector
  
  Returns:
  
  The Eigenvector