smile.netlib

Class ARPACK

java.lang.Object

smile.netlib.ARPACK

public class ARPACK
extends java.lang.Object

ARPACK based eigen decomposition. Currently support only symmetric matrix.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ARPACK.Ritz Specify which of the Ritz values of OP to compute.

Constructor Summary

Constructors

Constructor and Description
ARPACK()

Method Summary

Modifier and Type	Method and Description
static smile.math.matrix.EVD	eigen(smile.math.matrix.Matrix A, int k, ARPACK.Ritz ritz) Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.
static smile.math.matrix.EVD	eigen(smile.math.matrix.Matrix A, int k, ARPACK.Ritz ritz, double kappa, int maxIter) Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.
static smile.math.matrix.EVD	eigen(smile.math.matrix.Matrix A, int k, java.lang.String which) Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.
static smile.math.matrix.EVD	eigen(smile.math.matrix.Matrix A, int k, java.lang.String which, double kappa, int maxIter) Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.

Methods inherited from class java.lang.Object

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

Constructor Detail

ARPACK

public ARPACK()

Method Detail

eigen

public static smile.math.matrix.EVD eigen(smile.math.matrix.Matrix A,
                                          int k,
                                          ARPACK.Ritz ritz)

Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.

Parameters:

k - Number of eigenvalues of OP to be computed. 0 < k < N.

ritz - Specify which of the Ritz values to compute.

eigen

public static smile.math.matrix.EVD eigen(smile.math.matrix.Matrix A,
                                          int k,
                                          java.lang.String which)

Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.

Parameters:

k - Number of eigenvalues of OP to be computed. 0 < k < N.

which - Specify which of the Ritz values to compute.

eigen

public static smile.math.matrix.EVD eigen(smile.math.matrix.Matrix A,
                                          int k,
                                          ARPACK.Ritz ritz,
                                          double kappa,
                                          int maxIter)

Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.

Parameters:

k - Number of eigenvalues of OP to be computed. 0 < k < N.

ritz - Specify which of the Ritz values to compute.

kappa - Relative accuracy of ritz values acceptable as eigenvalues.

maxIter - Maximum number of iterations.

eigen

public static smile.math.matrix.EVD eigen(smile.math.matrix.Matrix A,
                                          int k,
                                          java.lang.String which,
                                          double kappa,
                                          int maxIter)

Find k approximate eigen pairs of a symmetric matrix by the Lanczos algorithm.

Parameters:

k - Number of eigenvalues of OP to be computed. 0 < NEV < N.

which - Specify which of the Ritz values to compute.

kappa - Relative accuracy of ritz values acceptable as eigenvalues.

maxIter - Maximum number of iterations.