JSci.maths

Class KarhunenLoeve

java.lang.Object

JSci.maths.KarhunenLoeve

public final class KarhunenLoeve
extends java.lang.Object

This class implements the Karhunen-Loeve expansion.

Author:

Daniel Lemire

Constructor Summary

Constructors

Constructor and Description
KarhunenLoeve(double[][] v)

Method Summary

Methods

Modifier and Type	Method and Description
double[][]	getData() Careful: doesn't generate a copy.
double[][]	getEigenvectors() Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).
double[][]	getProductMatrix()
static double[][]	getProductMatrix(double[] v)
static double[][]	getProductMatrix(double[][] v)
void	setData(double[][] v) Careful: doesn't generate a copy.

Methods inherited from class java.lang.Object

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

Constructor Detail

KarhunenLoeve

public KarhunenLoeve(double[][] v)

Method Detail

getProductMatrix

public double[][] getProductMatrix()

getProductMatrix

public static double[][] getProductMatrix(double[][] v)

getProductMatrix

public static double[][] getProductMatrix(double[] v)

getData

public double[][] getData()

Careful: doesn't generate a copy.

setData

public void setData(double[][] v)

Careful: doesn't generate a copy.

getEigenvectors

public double[][] getEigenvectors()
                           throws MaximumIterationsExceededException

Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).

Throws:

MaximumIterationsExceededException - if it can't compute the eigenvectors within the limited number of iterations allowed.