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Class linear_algebra.SVDCTest_f77 

java.lang.Object
   |
   +----linear_algebra.SVDCTest_f77
public class SVDCTest_f77
extends 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 Index

o SVDCTest_f77()

Method Index

o main(String[])
o normi(double)

This is a normal cdf inverse routine.

Constructors

o SVDCTest_f77 
 public SVDCTest_f77()

Methods

o main 
 public static void main(String args[])
o 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. 
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