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# Class JSci.maths.KarhunenLoeve

    java.lang.Object
       |
       +----JSci.maths.KarhunenLoeve

public final class KarhunenLoeve
extends Object

This class implements the Karhunen-Loeve expansion.

##

KarhunenLoeve(double[][])

##

getData()
  Careful: doesn't generate a copy.
getEigenvectors()
  Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).
getProductMatrix()
getProductMatrix(double[])
getProductMatrix(double[][])
setData(double[][])
  Careful: doesn't generate a copy.

##

KarhunenLoeve

     public KarhunenLoeve(double v[][])

##

getProductMatrix

     public double[][] getProductMatrix()

getProductMatrix

     public static double[][] getProductMatrix(double v[][])

getProductMatrix

     public static double[][] getProductMatrix(double v[])

getData

     public double[][] getData()

  Careful: doesn't generate a copy.

setData

     public void setData(double v[][])

  Careful: doesn't generate a copy.

getEigenvectors

     public double[][] getEigenvectors() throws MaximumIterationsExceededException

  Returns the eigenvectors ordered by the norm of the eigenvalues (from max to min).

  Throws: MaximumIterationsExceededException
    if it can't compute the eigenvectors within the limited number of iterations allowed

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