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| <div class="subTitle">org.apache.ignite.ml.math.decompositions</div> |
| <h2 title="Class SingularValueDecomposition" class="title">Class SingularValueDecomposition</h2> |
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| <li>org.apache.ignite.ml.math.decompositions.SingularValueDecomposition</li> |
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| <pre>public class <span class="typeNameLabel">SingularValueDecomposition</span> |
| extends <a href="http://docs.oracle.com/javase/8/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> |
| implements <a href="../../../../../../org/apache/ignite/ml/math/Destroyable.html" title="interface in org.apache.ignite.ml.math">Destroyable</a></pre> |
| <div class="block">Compute a singular value decomposition (SVD) of <code>(l x k)</code> matrix <code>m</code>. |
| <p>This decomposition can be thought |
| as an extension of <a href="../../../../../../org/apache/ignite/ml/math/decompositions/EigenDecomposition.html" title="class in org.apache.ignite.ml.math.decompositions"><code>EigenDecomposition</code></a> to rectangular matrices. The factorization we get is following:</p> |
| <p><code>m = u * s * v^{*}</code>, where</p> |
| <ul><li><code>u</code> is a real or complex unitary matrix.</li> |
| <li><code>s</code> is a rectangular diagonal matrix with non-negative real numbers on diagonal |
| (these numbers are singular values of <code>m</code>).</li> |
| <li><code>v</code> is a real or complex unitary matrix.</li></ul> |
| <p>If <code>m</code> is real then <code>u</code> and <code>v</code> are also real.</p> |
| <p>See also: <a href="https://en.wikipedia.org/wiki/Singular_value_decomposition">Wikipedia article on SVD</a>.</p> |
| <p>Note: complex case is currently not supported.</p></div> |
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| <td class="colOne"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#SingularValueDecomposition-org.apache.ignite.ml.math.Matrix-">SingularValueDecomposition</a></span>(<a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a> arg)</code> |
| <div class="block">Singular value decomposition object.</div> |
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| <table class="memberSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span id="t0" class="activeTableTab"><span>All Methods</span><span class="tabEnd"> </span></span><span id="t2" class="tableTab"><span><a href="javascript:show(2);">Instance Methods</a></span><span class="tabEnd"> </span></span><span id="t4" class="tableTab"><span><a href="javascript:show(8);">Concrete Methods</a></span><span class="tabEnd"> </span></span></caption> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
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| <tr id="i0" class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#cond--">cond</a></span>()</code> |
| <div class="block">Gets the two norm condition number, which is <code>max(S) / min(S)</code> .</div> |
| </td> |
| </tr> |
| <tr id="i1" class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a></code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#getS--">getS</a></span>()</code> </td> |
| </tr> |
| <tr id="i2" class="altColor"> |
| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#getSingularValues--">getSingularValues</a></span>()</code> |
| <div class="block">Gets the diagonal of <code>S</code>, which is a one-dimensional array of |
| singular values.</div> |
| </td> |
| </tr> |
| <tr id="i3" class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a></code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#getU--">getU</a></span>()</code> |
| <div class="block">Gets the left singular vectors <code>U</code>.</div> |
| </td> |
| </tr> |
| <tr id="i4" class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a></code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#getV--">getV</a></span>()</code> |
| <div class="block">Gets the right singular vectors <code>V</code>.</div> |
| </td> |
| </tr> |
| <tr id="i5" class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#norm2--">norm2</a></span>()</code> |
| <div class="block">Gets the two norm, which is <code>max(S)</code>.</div> |
| </td> |
| </tr> |
| <tr id="i6" class="altColor"> |
| <td class="colFirst"><code>int</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../../org/apache/ignite/ml/math/decompositions/SingularValueDecomposition.html#rank--">rank</a></span>()</code> |
| <div class="block">Gets effective numerical matrix rank.</div> |
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| <h4>SingularValueDecomposition</h4> |
| <pre>public SingularValueDecomposition(<a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a> arg)</pre> |
| <div class="block">Singular value decomposition object.</div> |
| <dl> |
| <dt><span class="paramLabel">Parameters:</span></dt> |
| <dd><code>arg</code> - A rectangular matrix.</dd> |
| </dl> |
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| <h4>cond</h4> |
| <pre>public double cond()</pre> |
| <div class="block">Gets the two norm condition number, which is <code>max(S) / min(S)</code> .</div> |
| </li> |
| </ul> |
| <a name="getS--"> |
| <!-- --> |
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| <h4>getS</h4> |
| <pre>public <a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a> getS()</pre> |
| <dl> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>the diagonal matrix of singular values.</dd> |
| </dl> |
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| </ul> |
| <a name="getSingularValues--"> |
| <!-- --> |
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| <h4>getSingularValues</h4> |
| <pre>public double[] getSingularValues()</pre> |
| <div class="block">Gets the diagonal of <code>S</code>, which is a one-dimensional array of |
| singular values.</div> |
| <dl> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>diagonal of <code>S</code>.</dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="getU--"> |
| <!-- --> |
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| <h4>getU</h4> |
| <pre>public <a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a> getU()</pre> |
| <div class="block">Gets the left singular vectors <code>U</code>.</div> |
| <dl> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd><code>U</code></dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="getV--"> |
| <!-- --> |
| </a> |
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| <h4>getV</h4> |
| <pre>public <a href="../../../../../../org/apache/ignite/ml/math/Matrix.html" title="interface in org.apache.ignite.ml.math">Matrix</a> getV()</pre> |
| <div class="block">Gets the right singular vectors <code>V</code>.</div> |
| <dl> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd><code>V</code></dd> |
| </dl> |
| </li> |
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| <h4>norm2</h4> |
| <pre>public double norm2()</pre> |
| <div class="block">Gets the two norm, which is <code>max(S)</code>.</div> |
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| <h4>rank</h4> |
| <pre>public int rank()</pre> |
| <div class="block">Gets effective numerical matrix rank.</div> |
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