Package edu.cmu.tetrad.search.test
Class TopEigenvalues
java.lang.Object
edu.cmu.tetrad.search.test.TopEigenvalues
The class is used to find the top eigenvalues and eigenvectors of a given matrix. The top eigenvalues are those that
are greater than a given threshold times the largest eigenvalue.
- Author:
- josephramsey
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Constructor Summary
ConstructorsConstructorDescriptionTopEigenvalues
(org.ejml.simple.SimpleMatrix k) Construct a new object with the given matrix. -
Method Summary
Modifier and TypeMethodDescriptioninvoke
(boolean storeV, double threshold) Performs eigendecomposition on a given matrix and optionally stores the top eigenvalues and (optionaly) eigenvectors.
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Constructor Details
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TopEigenvalues
public TopEigenvalues(org.ejml.simple.SimpleMatrix k) Construct a new object with the given matrix.- Parameters:
k
- the matrix to be decomposed- Throws:
IllegalArgumentException
- if the matrix is empty
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Method Details
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invoke
Performs eigendecomposition on a given matrix and optionally stores the top eigenvalues and (optionaly) eigenvectors.- Parameters:
storeV
- a flag indicating whether to store the eigenvectors- Returns:
- the Eigendecomposition object on which this method is invoked
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