linear_algebra
Class SVDCTest_j

java.lang.Object
  |
  +--linear_algebra.SVDCTest_j

public class SVDCTest_j
extends java.lang.Object

This class tests the (LINPACK) SVDC method. It

  1. Randomly fills an n by n matrix, X.
  2. Randomly generates a vector b0.
  3. Calculates the vector y = X(b0).
  4. Performs a UDV´ decomposition of X.
  5. Solves the system Xb = y in an effort to recover b0.
  6. Handles the regression equation y = a0 + a1*x + a2*x^2 + e where a0 = a1 = a2 = 1. Its estimates of the parameters should be close to 1. Its estimate of the standard deviation should be close to the input value.
  7. It tests the ability of the method to obtain the eigenvalues and eigenvectors of a symmetric, positive definite matrix.


Constructor Summary
SVDCTest_j()
           
 
Method Summary
static void main(java.lang.String[] args)
           
static double normi(double u)
           This is a normal cdf inverse routine.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

SVDCTest_j

public SVDCTest_j()
Method Detail

main

public static void main(java.lang.String[] args)

normi

public static double normi(double u)

This is a normal cdf inverse routine. Created by Steve Verrill, March 1997.

Parameters:
u - The value (between 0 and 1) to invert.