/src/main/java/net/finmath/functions/LinearAlgebra.java
eigenValues = svd.getSingularValues ( ) ; eigenVectorMatrix = svd.getV ( ) .getData ( ) ;
} private static double[][] getFactorMatrixUsingCommonsMath(final double[][] correlationMatrix, final int numberOfFactors) { double[] eigenValues; double[][] eigenVectorMatrix; if(isEigenvalueDecompositionViaSVD) { final SingularValueDecomposition svd = new SingularValueDecomposition(new Array2DRowRealMatrix(correlationMatrix)); <extra_id_0> } else { final EigenDecomposition eigenDecomp = new EigenDecomposition(new Array2DRowRealMatrix(correlationMatrix, false)); eigenValues = eigenDecomp.getRealEigenvalues(); eigenVectorMatrix = eigenDecomp.getV().getData(); }