Package org.drip.numerical.eigen

Class PowerIterationComponentExtractor

java.lang.Object
org.drip.numerical.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 Description
    PowerIterationComponentExtractor​(int maxIterations, double tolerance, boolean isToleranceAbsolute)
    PowerIterationComponentExtractor Constructor

  • Method Summary

    Modifier and Type Method Description
    EigenOutput eigenize​(double[][] a)
    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[][] a)
    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 Details

    • PowerIterationComponentExtractor

      public PowerIterationComponentExtractor​(int maxIterations, double tolerance, boolean isToleranceAbsolute) throws java.lang.Exception
      PowerIterationComponentExtractor Constructor
      Parameters:
      maxIterations - Maximum Number of Iterations
      tolerance - Tolerance
      isToleranceAbsolute - Is Tolerance Absolute
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • 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[][] a)
      Description copied from interface: ComponentExtractor
      Compute the Principal Component of the Specified Matrix
      Specified by:
      principalComponent in interface ComponentExtractor
      Parameters:
      a - The Input Matrix
      Returns:
      The Principal EigenComponent Instance

    • eigenize

      public EigenOutput eigenize​(double[][] a)
      Description copied from interface: ComponentExtractor
      Eigenize and Extract the Components of the Specified Matrix
      Specified by:
      eigenize in interface ComponentExtractor
      Parameters:
      a - The Input Matrix
      Returns:
      The EigenComponents