| Package | Description | 
|---|---|
| org.ojalgo.matrix.decomposition | 
| Modifier and Type | Interface and Description | 
|---|---|
static interface  | 
MatrixDecomposition.Factory<D extends MatrixDecomposition<?>>  | 
| Modifier and Type | Interface and Description | 
|---|---|
interface  | 
Bidiagonal<N extends Number>
A general matrix [A] can be factorized by similarity transformations into the form [A]=[Q1][D][Q2]
 -1 where:
 
 [A] (m-by-n) is any, real or complex, matrix
 [D] (r-by-r) or (m-by-n) is, upper or lower, bidiagonal
 [Q1] (m-by-r) or (m-by-m) is orthogonal
 [Q2] (n-by-r) or (n-by-n) is orthogonal
 r = min(m,n)
  
 | 
interface  | 
Cholesky<N extends Number>
 Cholesky: [A] = [L][L]H (or [R]H[R]) 
 | 
interface  | 
Eigenvalue<N extends Number>
[A] = [V][D][V]-1 ([A][V] = [V][D])
 
 [A] = any square matrix.
 [V] = contains the eigenvectors as columns.
 [D] = a diagonal matrix with the eigenvalues on the diagonal (possibly in blocks).
  
 | 
interface  | 
Hessenberg<N extends Number>
Hessenberg: [A] = [Q][H][Q]T A general square matrix [A] can be decomposed by orthogonal
 similarity transformations into the form [A]=[Q][H][Q]T where
 
 [H] is upper (or lower) hessenberg matrix
 [Q] is orthogonal/unitary
  
 | 
interface  | 
LDL<N extends Number>
 LDL: [A] = [L][D][L]H (or [R]H[D][R]) 
 | 
interface  | 
LDU<N extends Number>
 LDU: [A] = [L][D][U] ( [P1][L][D][U][P2] ) 
 | 
interface  | 
LU<N extends Number>
LU: [A] = [L][U] 
 | 
static interface  | 
MatrixDecomposition.Determinant<N extends Number>  | 
static interface  | 
MatrixDecomposition.EconomySize<N extends Number>
Several matrix decompositions can be expressed "economy sized" - some rows or columns of the decomposed
 matrix parts are not needed for the most releveant use cases, and can therefore be left out. 
 | 
static interface  | 
MatrixDecomposition.Hermitian<N extends Number>
Some matrix decompositions are only available with hermitian (symmetric) matrices or different
 decomposition algorithms could be used depending on if the matrix is hemitian or not. 
 | 
static interface  | 
MatrixDecomposition.Ordered<N extends Number>  | 
static interface  | 
MatrixDecomposition.RankRevealing<N extends Number>
A rank-revealing matrix decomposition of a matrix [A] is a decomposition that is, or can be transformed
 to be, on the form [A]=[X][D][Y]T where:
 
 [X] and [Y] are square and well conditioned.
 [D] is diagonal with nonnegative and non-increasing values on the diagonal.
  
 | 
static interface  | 
MatrixDecomposition.Solver<N extends Number>  | 
static interface  | 
MatrixDecomposition.Values<N extends Number>
Eigenvalue and Singular Value decompositions can calculate the "values" only, and the resulting
 matrices and arrays can have their elements sorted (descending) or not. 
 | 
interface  | 
QR<N extends Number>
QR: [A] = [Q][R] Decomposes [this] into [Q] and [R] where:
 
 [Q] is an orthogonal matrix (orthonormal columns). 
 | 
interface  | 
Schur<N extends Number>
Deprecated. 
 
v43 Use Eigenvalue instead 
 | 
interface  | 
SingularValue<N extends Number>
Singular Value: [A] = [Q1][D][Q2]T Decomposes [this] into [Q1], [D] and [Q2] where:
 
 [Q1] is an orthogonal matrix. 
 | 
interface  | 
Tridiagonal<N extends Number>
Tridiagonal: [A] = [Q][D][Q]H Any square symmetric (hermitian) matrix [A] can be factorized by
 similarity transformations into the form, [A]=[Q][D][Q]-1 where [Q] is an orthogonal (unitary)
 matrix and [D] is a real symmetric tridiagonal matrix. 
 | 
| Modifier and Type | Class and Description | 
|---|---|
class  | 
HermitianEvD<N extends Number>
Eigenvalues and eigenvectors of a real matrix. 
 | 
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