org.apache.commons.math3.linear

## Class EigenDecomposition

• ```public class EigenDecomposition
extends Object```
Calculates the eigen decomposition of a real symmetric matrix.

The eigen decomposition of matrix A is a set of two matrices: V and D such that A = V × D × VT. A, V and D are all m × m matrices.

This class is similar in spirit to the `EigenvalueDecomposition` class from the JAMA library, with the following changes:

As of 2.0, this class supports only symmetric matrices, and hence computes only real realEigenvalues. This implies the D matrix returned by `getD()` is always diagonal and the imaginary values returned `getImagEigenvalue(int)` and `getImagEigenvalues()` are always null.

When called with a `RealMatrix` argument, this implementation only uses the upper part of the matrix, the part below the diagonal is not accessed at all.

This implementation is based on the paper by A. Drubrulle, R.S. Martin and J.H. Wilkinson "The Implicit QL Algorithm" in Wilksinson and Reinsch (1971) Handbook for automatic computation, vol. 2, Linear algebra, Springer-Verlag, New-York

Since:
2.0 (changed to concrete class in 3.0)
Version:
\$Id: EigenDecomposition.java 1244107 2012-02-14 16:17:55Z erans \$
MathWorld, Wikipedia
• ### Constructor Summary

Constructors
Constructor and Description
```EigenDecomposition(double[] main, double[] secondary, double splitTolerance)```
Calculates the eigen decomposition of the symmetric tridiagonal matrix.
```EigenDecomposition(RealMatrix matrix, double splitTolerance)```
Calculates the eigen decomposition of the given symmetric matrix.
• ### Method Summary

Methods
Modifier and Type Method and Description
`RealMatrix` `getD()`
Gets the block diagonal matrix D of the decomposition.
`double` `getDeterminant()`
Computes the determinant of the matrix.
`RealVector` `getEigenvector(int i)`
Gets a copy of the ith eigenvector of the original matrix.
`double` `getImagEigenvalue(int i)`
Gets the imaginary part of the ith eigenvalue of the original matrix.
`double[]` `getImagEigenvalues()`
Gets a copy of the imaginary parts of the eigenvalues of the original matrix.
`double` `getRealEigenvalue(int i)`
Returns the real part of the ith eigenvalue of the original matrix.
`double[]` `getRealEigenvalues()`
Gets a copy of the real parts of the eigenvalues of the original matrix.
`DecompositionSolver` `getSolver()`
Gets a solver for finding the A × X = B solution in exact linear sense.
`RealMatrix` `getV()`
Gets the matrix V of the decomposition.
`RealMatrix` `getVT()`
Gets the transpose of the matrix V of the decomposition.
• ### Methods inherited from class java.lang.Object

`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`
• ### Constructor Detail

• #### EigenDecomposition

```public EigenDecomposition(RealMatrix matrix,
double splitTolerance)```
Calculates the eigen decomposition of the given symmetric matrix.
Parameters:
`matrix` - Matrix to decompose. It must be symmetric.
`splitTolerance` - Dummy parameter (present for backward compatibility only).
Throws:
`NonSymmetricMatrixException` - if the matrix is not symmetric.
`MaxCountExceededException` - if the algorithm fails to converge.
• #### EigenDecomposition

```public EigenDecomposition(double[] main,
double[] secondary,
double splitTolerance)```
Calculates the eigen decomposition of the symmetric tridiagonal matrix. The Householder matrix is assumed to be the identity matrix.
Parameters:
`main` - Main diagonal of the symmetric tridiagonal form.
`secondary` - Secondary of the tridiagonal form.
`splitTolerance` - Dummy parameter (present for backward compatibility only).
Throws:
`MaxCountExceededException` - if the algorithm fails to converge.
• ### Method Detail

• #### getV

`public RealMatrix getV()`
Gets the matrix V of the decomposition. V is an orthogonal matrix, i.e. its transpose is also its inverse. The columns of V are the eigenvectors of the original matrix. No assumption is made about the orientation of the system axes formed by the columns of V (e.g. in a 3-dimension space, V can form a left- or right-handed system).
Returns:
the V matrix.
• #### getD

`public RealMatrix getD()`
Gets the block diagonal matrix D of the decomposition. D is a block diagonal matrix. Real eigenvalues are on the diagonal while complex values are on 2x2 blocks { {real +imaginary}, {-imaginary, real} }.
Returns:
the D matrix.
`getRealEigenvalues()`, `getImagEigenvalues()`
• #### getVT

`public RealMatrix getVT()`
Gets the transpose of the matrix V of the decomposition. V is an orthogonal matrix, i.e. its transpose is also its inverse. The columns of V are the eigenvectors of the original matrix. No assumption is made about the orientation of the system axes formed by the columns of V (e.g. in a 3-dimension space, V can form a left- or right-handed system).
Returns:
the transpose of the V matrix.
• #### getEigenvector

`public RealVector getEigenvector(int i)`
Gets a copy of the ith eigenvector of the original matrix.
Parameters:
`i` - Index of the eigenvector (counting from 0).
Returns:
a copy of the ith eigenvector of the original matrix.
`getD()`
• #### getDeterminant

`public double getDeterminant()`
Computes the determinant of the matrix.
Returns:
the determinant of the matrix.
• #### getSolver

`public DecompositionSolver getSolver()`
Gets a solver for finding the A × X = B solution in exact linear sense.
Returns:
a solver.