/*************************************************************************
* Compilation: javac -classpath .:jama.jar SVD.java
* Execution: java -classpath .:jama.jar SVD
* Dependencies: jama.jar
*
* Test client for computing singular values of a matrix.
*
* http://math.nist.gov/javanumerics/jama/
* http://math.nist.gov/javanumerics/jama/Jama-1.0.1.jar
*
*************************************************************************/
import Jama.Matrix;
import Jama.SingularValueDecomposition;
public class SVD {
public static void main(String[] args) {
// create M-by-N matrix that doesn't have full rank
int M = 8, N = 5;
Matrix B = Matrix.random(5, 3);
Matrix A = Matrix.random(M, N).times(B).times(B.transpose());
System.out.print("A = ");
A.print(9, 6);
// compute the singular vallue decomposition
System.out.println("A = U S V^T");
System.out.println();
SingularValueDecomposition s = A.svd();
System.out.print("U = ");
Matrix U = s.getU();
U.print(9, 6);
System.out.print("Sigma = ");
Matrix S = s.getS();
S.print(9, 6);
System.out.print("V = ");
Matrix V = s.getV();
V.print(9, 6);
System.out.println("rank = " + s.rank());
System.out.println("condition number = " + s.cond());
System.out.println("2-norm = " + s.norm2());
// print out singular values
System.out.print("singular values = ");
Matrix svalues = new Matrix(s.getSingularValues(), 1);
svalues.print(9, 6);
}
}
