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 x.
static INDArray	symmetricGeneralizedEigenvalues(INDArray A, boolean calculateVectors) Compute generalized eigenvalues of the problem A x = L x.
static INDArray	symmetricGeneralizedEigenvalues(INDArray A, INDArray B) Compute generalized eigenvalues of the problem A x = L B x.
static INDArray	symmetricGeneralizedEigenvalues(INDArray A, INDArray B, boolean calculateVectors) 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 x. Matrix A is modified in the process, holding eigenvectors after execution.

Parameters:

A - symmetric Matrix A. After execution, A will contain the eigenvectors as columns

Returns:

a vector of eigenvalues L.

symmetricGeneralizedEigenvalues

public static INDArray symmetricGeneralizedEigenvalues(INDArray A,
                                                       boolean calculateVectors)

Compute generalized eigenvalues of the problem A x = L x. Matrix A is modified in the process, holding eigenvectors as columns after execution.

Parameters:

A - symmetric Matrix A. After execution, A will contain the eigenvectors as columns

calculateVectors - if false, it will not modify A and calculate eigenvectors

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. The data will be unchanged, no eigenvectors returned.

Parameters:

A - symmetric Matrix A.

B - symmetric Matrix B.

Returns:

a vector of eigenvalues L.

symmetricGeneralizedEigenvalues

public static INDArray symmetricGeneralizedEigenvalues(INDArray A,
                                                       INDArray B,
                                                       boolean calculateVectors)

Compute generalized eigenvalues of the problem A x = L B x. The data will be unchanged, no eigenvectors returned unless calculateVectors is true. If calculateVectors == true, A will contain a matrix with the eigenvectors as columns.

Parameters:

A - symmetric Matrix A.

B - symmetric Matrix B.

Returns:

a vector of eigenvalues L.