Example usage for org.apache.commons.math3.linear SingularValueDecomposition getNorm

Introduction

In this page you can find the example usage for org.apache.commons.math3.linear SingularValueDecomposition getNorm.

Prototype

public double getNorm() 

Source Link

Document

Returns the L₂ norm of the matrix.

Usage

From source file:com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult.java

/**
 * @param svd The result of the SV decomposition, not null
 *//*from  w ww. java  2  s .c o  m*/
public SVDecompositionCommonsResult(SingularValueDecomposition svd) {
    ArgChecker.notNull(svd, "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();
}

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From source file:com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra.java

@Override
public double getNorm2(Matrix m) {
    ArgChecker.notNull(m, "m");
    if (m instanceof DoubleArray) {
        RealVector temp = CommonsMathWrapper.wrap((DoubleArray) m);
        return temp.getNorm();
    } else if (m instanceof DoubleMatrix) {
        RealMatrix temp = CommonsMathWrapper.wrap((DoubleMatrix) m);
        SingularValueDecomposition svd = new SingularValueDecomposition(temp);
        return svd.getNorm();
    }/*from  ww  w.  j  a v  a 2 s.  c o m*/
    throw new IllegalArgumentException("Can only find norm2 of DoubleMatrix; have " + m.getClass());
}

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