Example usage for org.apache.commons.math.linear SingularValueDecomposition getSingularValues

List of usage examples for org.apache.commons.math.linear SingularValueDecomposition getSingularValues

Introduction

In this page you can find the example usage for org.apache.commons.math.linear SingularValueDecomposition getSingularValues.

Prototype

double[] getSingularValues();

Source Link

Document

Returns the diagonal elements of the matrix Σ of the decomposition.

Usage

From source file:com.opengamma.analytics.math.linearalgebra.SVDecompositionCommonsResult.java

/**
 * @param svd The result of the SV decomposition, not null
 *///from ww w . j  a v a 2  s  .c  o  m
public SVDecompositionCommonsResult(final SingularValueDecomposition svd) {
    Validate.notNull(svd);
    _condition = svd.getConditionNumber();
    _norm = svd.getNorm();
    _rank = svd.getRank();
    _s = CommonsMathWrapper.unwrap(svd.getS());
    _singularValues = svd.getSingularValues();
    _u = CommonsMathWrapper.unwrap(svd.getU());
    _uTranspose = CommonsMathWrapper.unwrap(svd.getUT());
    _v = CommonsMathWrapper.unwrap(svd.getV());
    _vTranspose = CommonsMathWrapper.unwrap(svd.getVT());
    _solver = svd.getSolver();
}