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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.


Constructor Index

 o KarhunenLoeve(double[][])

Method Index

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

Constructors

 o KarhunenLoeve
 public KarhunenLoeve(double v[][])

Methods

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

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

 o 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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