org.nd4j.linalg.eigen

Class Eigen

java.lang.Object

org.nd4j.linalg.eigen.Eigen

public class Eigen
extends Object

Compute eigen values

Author:

Adam Gibson

Field Summary

Fields

Modifier and Type	Field and Description
static INDArray	dummy

Constructor Summary

Constructors

Constructor and Description
Eigen()

Method Summary

Modifier and Type	Method and Description
static IComplexNDArray	eigenvalues(INDArray A) Computes the eigenvalues of a general matrix.
static IComplexNDArray[]	eigenvectors(INDArray A) Computes the eigenvalues and eigenvectors of a general matrix.
static INDArray	symmetricGeneralizedEigenvalues(INDArray A) Compute generalized eigenvalues of the problem A x = L B x.
static INDArray	symmetricGeneralizedEigenvalues(INDArray A, INDArray B) Compute generalized eigenvalues of the problem A x = L B x.

Methods inherited from class java.lang.Object

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

Field Detail

dummy

public static INDArray dummy

Constructor Detail

Eigen

public Eigen()

Method Detail

eigenvalues

public static IComplexNDArray eigenvalues(INDArray A)

Computes the eigenvalues of a general matrix.

symmetricGeneralizedEigenvalues

public static INDArray symmetricGeneralizedEigenvalues(INDArray A)

Compute generalized eigenvalues of the problem A x = L B x.

Parameters:

A - symmetric Matrix A. Only the upper triangle will be considered.

Returns:

a vector of eigenvalues L.

eigenvectors

public static IComplexNDArray[] eigenvectors(INDArray A)

Computes the eigenvalues and eigenvectors of a general matrix.

For matlab users note the following from their documentation: The columns of V present eigenvectors of A. The diagonal matrix D contains eigenvalues.

This is in reverse order of the matlab eig(A) call.

Parameters:

A - the ndarray to getFloat the eigen vectors for

Returns:

2 arrays representing W (eigen vectors) and V (normalized eigen vectors)

symmetricGeneralizedEigenvalues

public static INDArray symmetricGeneralizedEigenvalues(INDArray A,
                                                       INDArray B)

Compute generalized eigenvalues of the problem A x = L B x.

Parameters:

A - symmetric Matrix A. Only the upper triangle will be considered.

B - symmetric Matrix B. Only the upper triangle will be considered.

Returns:

a vector of eigenvalues L.