Package org.drip.numerical.eigenization

Class EigenOutput

java.lang.Object
org.drip.numerical.eigenization.EigenOutput
public class EigenOutput
extends java.lang.Object
EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    EigenOutput​(double[][] eigenVectorArray, double[] eigenValueArray)
    EigenOutput Constructor

  • Method Summary

    Modifier and Type Method Description
    R1ToR1 characteristicPolynomial()
    Retrieve the Characteristic Polynomial of the Eigenvalues
    double conditionNumber()
    Compute the Condition Number using the Eigenvalue Array
    double determinant()
    Compute the Determinant of the Matrix
    int dimension()
    Retrieve the Eigen-Dimension
    double[] eigenValueArray()
    Retrieve the Array of Eigenvalues
    java.util.Map<java.lang.Double,​java.lang.Integer> eigenValueMultiplicityMap()
    Retrieve the Eigenvalue Multiplicity Map
    double[][] eigenVectorArray()
    Retrieve the Array of Eigenvectors
    double frobeniusNorm()
    Compute the Frobenius Norm of the Eigenvalues
    double maximumEigenvalue()
    Compute the Maximum Eigenvalue
    double spectralNorm()
    Compute the Spectral Norm using the Eigenvalue Array
    double spectralRadius()
    Compute the Spectral Radius using the Eigenvalue Array

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • EigenOutput

      public EigenOutput​(double[][] eigenVectorArray, double[] eigenValueArray) throws java.lang.Exception
      EigenOutput Constructor
      Parameters:
      eigenVectorArray - Array of Eigenvectors
      eigenValueArray - Array of Eigenvalues
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • eigenVectorArray

      public double[][] eigenVectorArray()
      Retrieve the Array of Eigenvectors
      Returns:
      The Array of Eigenvectors

    • eigenValueArray

      public double[] eigenValueArray()
      Retrieve the Array of Eigenvalues
      Returns:
      The Array of Eigenvalues

    • dimension

      public int dimension()
      Retrieve the Eigen-Dimension
      Returns:
      The Eigen-Dimension

    • eigenValueMultiplicityMap

      public java.util.Map<java.lang.Double,​java.lang.Integer> eigenValueMultiplicityMap()
      Retrieve the Eigenvalue Multiplicity Map
      Returns:
      Eigenvalue Multiplicity Map

    • determinant

      public double determinant()
      Compute the Determinant of the Matrix
      Returns:
      Determinant of the Matrix

    • characteristicPolynomial

      public R1ToR1 characteristicPolynomial()
      Retrieve the Characteristic Polynomial of the Eigenvalues
      Returns:
      Characteristic Polynomial of the Eigenvalues

    • conditionNumber

      public double conditionNumber()
      Compute the Condition Number using the Eigenvalue Array
      Returns:
      Condition Number

    • maximumEigenvalue

      public double maximumEigenvalue()
      Compute the Maximum Eigenvalue
      Returns:
      Maximum Eigenvalue

    • spectralRadius

      public double spectralRadius()
      Compute the Spectral Radius using the Eigenvalue Array
      Returns:
      Spectral Radius

    • spectralNorm

      public double spectralNorm()
      Compute the Spectral Norm using the Eigenvalue Array
      Returns:
      Spectral Norm

    • frobeniusNorm

      public double frobeniusNorm()
      Compute the Frobenius Norm of the Eigenvalues
      Returns:
      Frobenius Norm of the Eigenvalues