Class PsdMatrices.Eigen

java.lang.Object
com.quantfinlib.risk.PsdMatrices.Eigen
Enclosing class:
PsdMatrices
public static final class PsdMatrices.Eigen extends Object
Eigenvalues (descending) and matching unit eigenvectors vectors[k].

  • Constructor Details

    • Eigen

      public Eigen(double[] values, double[][] vectors)
      Creates the value; array and collection arguments are copied.

  • Method Details

    • values

      public double values(int i)
      Element i of values.

    • valuesLength

      public int valuesLength()
      Length of values.

    • valuesCopy

      public double[] valuesCopy()
      A fresh copy of values.

    • vectors

      public double vectors(int i, int j)
      Element [i][j] of vectors.

    • vectorsRows

      public int vectorsRows()
      Number of rows of vectors.

    • vectorsCopy

      public double[][] vectorsCopy()
      A deep copy of vectors.

    • equals

      public boolean equals(Object other)
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object