Math.NET Numerics
You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
 
 
 

364 lines
15 KiB

<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Frameset//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-frameset.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
<head>
<title>Evd&lt;T&gt; - Math.NET Numerics Documentation</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8"/>
<link type="text/css" rel="stylesheet" href="../main.css"/>
<script type="text/javascript" src="../js/jquery-1.3.2.min.js"></script>
<script type="text/javascript" src="../js/jquery.scrollTo-min.js"></script>
<script type="text/javascript" src="../js/navigation.js"></script>
<script type="text/javascript" src="../js/example.js"></script>
</head>
<body><div id="namespaces">
<h2 class="fixed">Namespaces</h2>
<div class="scroll">
<ul>
<li>
<a href="../MathNet.Numerics/index.htm">MathNet.Numerics</a>
</li>
<li>
<a href="../MathNet.Numerics.Differentiation/index.htm">MathNet.Numerics.Differentiation</a>
</li>
<li>
<a href="../MathNet.Numerics.Distributions/index.htm">MathNet.Numerics.Distributions</a>
</li>
<li>
<a href="../MathNet.Numerics.Financial/index.htm">MathNet.Numerics.Financial</a>
</li>
<li>
<a href="../MathNet.Numerics.IntegralTransforms/index.htm">MathNet.Numerics.IntegralTransforms</a>
</li>
<li>
<a href="../MathNet.Numerics.Integration/index.htm">MathNet.Numerics.Integration</a>
</li>
<li>
<a href="../MathNet.Numerics.Interpolation/index.htm">MathNet.Numerics.Interpolation</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra/index.htm">MathNet.Numerics.LinearAlgebra</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Complex/index.htm">MathNet.Numerics.LinearAlgebra.Complex</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Complex.Solvers/index.htm">MathNet.Numerics.LinearAlgebra.Complex.Solvers</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Complex32/index.htm">MathNet.Numerics.LinearAlgebra.Complex32</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Complex32.Solvers/index.htm">MathNet.Numerics.LinearAlgebra.Complex32.Solvers</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Double/index.htm">MathNet.Numerics.LinearAlgebra.Double</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Double.Solvers/index.htm">MathNet.Numerics.LinearAlgebra.Double.Solvers</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/index.htm" class="current">MathNet.Numerics.LinearAlgebra.Factorization</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Single/index.htm">MathNet.Numerics.LinearAlgebra.Single</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Single.Solvers/index.htm">MathNet.Numerics.LinearAlgebra.Single.Solvers</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Solvers/index.htm">MathNet.Numerics.LinearAlgebra.Solvers</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Storage/index.htm">MathNet.Numerics.LinearAlgebra.Storage</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearRegression/index.htm">MathNet.Numerics.LinearRegression</a>
</li>
<li>
<a href="../MathNet.Numerics.OdeSolvers/index.htm">MathNet.Numerics.OdeSolvers</a>
</li>
<li>
<a href="../MathNet.Numerics.Optimization/index.htm">MathNet.Numerics.Optimization</a>
</li>
<li>
<a href="../MathNet.Numerics.Optimization.LineSearch/index.htm">MathNet.Numerics.Optimization.LineSearch</a>
</li>
<li>
<a href="../MathNet.Numerics.Optimization.ObjectiveFunctions/index.htm">MathNet.Numerics.Optimization.ObjectiveFunctions</a>
</li>
<li>
<a href="../MathNet.Numerics.Optimization.TrustRegion/index.htm">MathNet.Numerics.Optimization.TrustRegion</a>
</li>
<li>
<a href="../MathNet.Numerics.Providers/index.htm">MathNet.Numerics.Providers</a>
</li>
<li>
<a href="../MathNet.Numerics.Providers.FourierTransform/index.htm">MathNet.Numerics.Providers.FourierTransform</a>
</li>
<li>
<a href="../MathNet.Numerics.Providers.LinearAlgebra/index.htm">MathNet.Numerics.Providers.LinearAlgebra</a>
</li>
<li>
<a href="../MathNet.Numerics.Providers.SparseSolver/index.htm">MathNet.Numerics.Providers.SparseSolver</a>
</li>
<li>
<a href="../MathNet.Numerics.Random/index.htm">MathNet.Numerics.Random</a>
</li>
<li>
<a href="../MathNet.Numerics.RootFinding/index.htm">MathNet.Numerics.RootFinding</a>
</li>
<li>
<a href="../MathNet.Numerics.Statistics/index.htm">MathNet.Numerics.Statistics</a>
</li>
<li>
<a href="../MathNet.Numerics.Statistics.Mcmc/index.htm">MathNet.Numerics.Statistics.Mcmc</a>
</li>
</ul>
</div>
</div><div id="types">
<h2 class="fixed">Types in MathNet.Numerics.LinearAlgebra.Factorization</h2>
<div class="scroll">
<ul>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/Cholesky`1.htm">Cholesky&lt;T&gt;</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm" class="current">Evd&lt;T&gt;</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/GramSchmidt`1.htm">GramSchmidt&lt;T&gt;</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/ISolver`1.htm">ISolver&lt;T&gt;</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/LU`1.htm">LU&lt;T&gt;</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/QR`1.htm">QR&lt;T&gt;</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/QRMethod.htm">QRMethod</a>
</li>
<li>
<a href="../MathNet.Numerics.LinearAlgebra.Factorization/Svd`1.htm">Svd&lt;T&gt;</a>
</li>
</ul>
</div>
</div>
<div class="header">
<p class="class"><strong>Type</strong> Evd&lt;T&gt;</p>
<p><strong>Namespace</strong> MathNet.Numerics.LinearAlgebra.Factorization</p>
<p><strong>Interfaces</strong> <a href="../MathNet.Numerics.LinearAlgebra.Factorization/ISolver`1.htm">ISolver&lt;T&gt;</a></p>
</div>
<div class="sub-header">
<div id="summary">Eigenvalues and eigenvectors of a real matrix. <blockquote class="remarks">
If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is
diagonal and the eigenvector matrix V is orthogonal.
I.e. A = V*D*V' and V*VT=I.
If A is not symmetric, then the eigenvalue matrix D is block diagonal
with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues,
lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The
columns of V represent the eigenvectors in the sense that A*V = V*D,
i.e. A.Multiply(V) equals V.Multiply(D). The matrix V may be badly
conditioned, or even singular, so the validity of the equation
A = V*D*Inverse(V) depends upon V.Condition().
</blockquote>
</div>
<h3 class="section">Methods</h3>
<ul>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Equals">Equals</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#GetHashCode">GetHashCode</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#GetType">GetType</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Solve">Solve</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Solve">Solve</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Solve">Solve</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Solve">Solve</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#ToString">ToString</a></li>
</ul>
<h3 class="section">Properties</h3>
<ul>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#D">D</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Determinant">Determinant</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#EigenValues">EigenValues</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#EigenVectors">EigenVectors</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#IsFullRank">IsFullRank</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#IsSymmetric">IsSymmetric</a></li>
<li><a href="../MathNet.Numerics.LinearAlgebra.Factorization/Evd`1.htm#Rank">Rank</a></li>
</ul>
</div>
<h3 class="section">Public Methods</h3>
<div id="Equals" class="method">
<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4>
<div class="content">
</div>
</div>
<div id="GetHashCode" class="method">
<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4>
<div class="content">
</div>
</div>
<div id="GetType" class="method">
<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4>
<div class="content">
</div>
</div>
<div id="Solve" class="method">
<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a> <strong>Solve</strong>(<a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a> input)</h4>
<div class="content">Solves a system of linear equations, , with A EVD factorized.
<div class="parameters">
<h5>Parameters</h5>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a></code> input</h6>
<p class="comments">The right hand side <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix`1</a> , . </p>
</div>
<div class="return">
<h5>Return</h5>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a></code></h6>
<p>The left hand side <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix`1</a> , . </p>
</div>
</div>
</div>
<div id="Solve" class="method">
<h4><span title="System.void">void</span> <strong>Solve</strong>(<a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a> input, <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a> result)</h4>
<div class="content">Solves a system of linear equations, , with A EVD factorized.
<div class="parameters">
<h5>Parameters</h5>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a></code> input</h6>
<p class="comments">The right hand side <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix`1</a> , . </p>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a></code> result</h6>
<p class="comments">The left hand side <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix`1</a> , . </p>
</div>
</div>
</div>
<div id="Solve" class="method">
<h4><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a> <strong>Solve</strong>(<a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a> input)</h4>
<div class="content">Solves a system of linear equations, , with A EVD factorized.
<div class="parameters">
<h5>Parameters</h5>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a></code> input</h6>
<p class="comments">The right hand side vector, . </p>
</div>
<div class="return">
<h5>Return</h5>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a></code></h6>
<p>The left hand side <a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector`1</a> , . </p>
</div>
</div>
</div>
<div id="Solve" class="method">
<h4><span title="System.void">void</span> <strong>Solve</strong>(<a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a> input, <a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a> result)</h4>
<div class="content">Solves a system of linear equations, , with A EVD factorized.
<div class="parameters">
<h5>Parameters</h5>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a></code> input</h6>
<p class="comments">The right hand side vector, . </p>
<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a></code> result</h6>
<p class="comments">The left hand side <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix`1</a> , . </p>
</div>
</div>
</div>
<div id="ToString" class="method">
<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4>
<div class="content">
</div>
</div>
<h3 class="section">Public Properties</h3>
<div id="D" class="method">
<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a> <strong>D</strong> get; </h4>
<div class="content">Gets or sets the block diagonal eigenvalue matrix.
</div>
</div>
<div id="Determinant" class="method">
<h4><span title="MathNet.Numerics.LinearAlgebra.Factorization.T">T</span> <strong>Determinant</strong> get; </h4>
<div class="content">Gets the absolute value of determinant of the square matrix for which the EVD was computed.
</div>
</div>
<div id="EigenValues" class="method">
<h4><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector&lt;T&gt;</a> <strong>EigenValues</strong> get; </h4>
<div class="content">Gets or sets the eigen values (λ) of matrix in ascending value.
</div>
</div>
<div id="EigenVectors" class="method">
<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix&lt;T&gt;</a> <strong>EigenVectors</strong> get; </h4>
<div class="content">Gets or sets eigenvectors.
</div>
</div>
<div id="IsFullRank" class="method">
<h4><span title="System.bool">bool</span> <strong>IsFullRank</strong> get; </h4>
<div class="content">Gets a value indicating whether the matrix is full rank or not.
<blockquote class="value">
<strong>Value: </strong>
</blockquote>
</div>
</div>
<div id="IsSymmetric" class="method">
<h4><span title="System.bool">bool</span> <strong>IsSymmetric</strong> get; </h4>
<div class="content">Gets or sets a value indicating whether matrix is symmetric or not
</div>
</div>
<div id="Rank" class="method">
<h4><span title="System.int">int</span> <strong>Rank</strong> get; </h4>
<div class="content">Gets the effective numerical matrix rank.
<blockquote class="value">
<strong>Value: </strong>
</blockquote>
</div>
</div>
<div id="footer">
<p>Based on v5.0.0.0 of MathNet.Numerics (Math.NET Numerics)</p>
<p>Generated by <a href="http://docu.jagregory.com">docu</a></p>
</div>
</body>
</html>