org.jscience.mathematics.statistics
Class KarhunenLoeve

java.lang.Object
  extended by org.jscience.mathematics.statistics.KarhunenLoeve

public final class KarhunenLoeve
extends java.lang.Object

This class implements the Karhunen-Loeve expansion.


Constructor Summary
KarhunenLoeve(double[][] v)
          Creates a new KarhunenLoeve object.
 
Method Summary
 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()
          DOCUMENT ME!
static double[][] getProductMatrix(double[] v)
          DOCUMENT ME!
static double[][] getProductMatrix(double[][] v)
          DOCUMENT ME!
 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)
Creates a new KarhunenLoeve object.

Parameters:
v - DOCUMENT ME!
Method Detail

getProductMatrix

public double[][] getProductMatrix()
DOCUMENT ME!

Returns:
DOCUMENT ME!

getProductMatrix

public static double[][] getProductMatrix(double[][] v)
DOCUMENT ME!

Parameters:
v - DOCUMENT ME!
Returns:
DOCUMENT ME!

getProductMatrix

public static double[][] getProductMatrix(double[] v)
DOCUMENT ME!

Parameters:
v - DOCUMENT ME!
Returns:
DOCUMENT ME!

getData

public double[][] getData()
Careful: doesn't generate a copy.

Returns:
DOCUMENT ME!

setData

public void setData(double[][] v)
Careful: doesn't generate a copy.

Parameters:
v - DOCUMENT ME!

getEigenvectors

public double[][] getEigenvectors()
                           throws MaximumIterationsExceededException
Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).

Returns:
DOCUMENT ME!
Throws:
MaximumIterationsExceededException - if it can't compute the eigenvectors within the limited number of iterations allowed.