/src/main/java/net/finmath/functions/LinearAlgebra.java
final DecompositionSolver solver = new QRDecomposition( new Array2DRowRealMatrix( matrixRegularized, false) ).getSolver( ) ;final EigenDecomposition eigenDecomp = new EigenDecomposition( new Array2DRowRealMatrix( correlationMatrix, false) ) ;
final EigenDecomposition eigenDecomp = new EigenDecomposition ( new Array2DRowRealMatrix ( correlationMatrix, false ) ) ;
if(isEigenvalueDecompositionViaSVD) { final SingularValueDecomposition svd = new SingularValueDecomposition(new Array2DRowRealMatrix(correlationMatrix)); eigenValues = svd.getSingularValues(); eigenVectorMatrix = svd.getV().getData(); } else { <extra_id_0> eigenValues = eigenDecomp.getRealEigenvalues(); eigenVectorMatrix = eigenDecomp.getV().getData(); } class EigenValueIndex implements Comparable<EigenValueIndex> { private final int index; private final Double value;