Package org.drip.numerical.eigenization

Eigen-value and Eigen-component Extraction Schemes
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    ComponentExtractor
    ComponentExtractor Interface exposes the Methods that extract the Linear System Components using the Power Iteration Method.
  • Class Summary
    Class Description
    EigenComponent
    EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.
    EigenOutput
    EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues.
    PowerIterationComponentExtractor
    PowerIterationComponentExtractor extracts the Linear System Components using the Power Iteration Method.
    QREigenComponentExtractor
    QREigenComponentExtractor extracts the Eigenvalues and Eigenvectors using QR Decomposition.