Calculating the principal axis/eigenvalues and -vectors of large dataset in Java

Question

I have a large dataset (>500.000 elements) that contains the stress values (σ_xx, σ_yy, σ_zz, τ_xy, τ_yz, τ_xz) of FEM-Elements. These stress values are given in the global xyz-coordinate space of the model. I want to calculate the main axis stress values and directions from those. If you're not that familiar with the physics behind it, this means taking the symmetric matrix

| σ_xx τ_xy τ_xz |
| τ_xy σ_yy τ_yz |
| τ_xz τ_yz σ_zz |

and calculating its eigenvalues and eigenvectors. Calculating each set of eigenvalues and -vectors on its own is too slow. I'm looking for a library, an algorithm or something in Java that would allow me to do this as array calculations. As an example, in python/numpy I could just take all my 3x3-matrices, stack them along a third dimension to get a nx3x3-array, and pass that to np.linalg.eig(arr), and it automatically gives me an nx3-array for the three eigenvalues and an nx3x3-array for the three eigenvectors.

Things I tried:

• nd4j has an Eigen-module for calculating eigenvalues and -vectors, but only supports a single square array at a time.
• Calculate the characteristic polynomial and use cardanos formula to get the roots/eigenvalues - possible to do for the whole array at once, but I'm stuck now on how to get the corresponding eigenvectors. Is there maybe a general simple algorithm to get from those to the eigenvectors?
• Looking for an analytical form of the eigenvalues and -vectors that can be calculated directly: It does exist, but just no.

Answer 1

Follow-up: This is the way that worked best for me, as I can do all operations without iterating over every element. As stated above, I'm using Nd4j, which seems to be limited in its possibilities compared to numpy (or maybe I just didn't read the documentation thoroughly enough). The following method uses only basic array operations:

1. From the given stress values, calculate the eigenvalues using Cardano's formula. Only element wise instructions are needed to do that (add, sub, mul, div, pow). The result should be three vectors of size n, each containing one eigenvalue for all elements.

2. Use the formula given here to calculate the matrix S for each eigenvalue. Like step 1, this can obviously also be done using only element-wise operations with the stress value- and eigenvalue-vectors, in order to avoid specifiying some complicated instructions on which array to multiply according to which axis while keeping whatever other axis.

3. Take one column from S and normalize it to get a normalized eigenvector for the given eigenvalue.

Note that this method only works if you have a real symmetric matrix. You also should make sure to properly deal with cases where the same eigenvalue appears multiple times.

Answer 2

You'll need to write a little code.

I'd create or use a Matrix class as a dependency and find methods to give you eigenvalues and eigenvectors. The ones you found in nd4j sound like great candidates. You might also consider the Linear Algebra For Java (LA4J) dependency.

Load the dataset into a List<Matrix>.

Use functional Java methods to apply a map to give you a List of eigenvalues as a vector per stress matrix and a List of eigenvectors as a matrix per stress matrix.

You can optimize this calculation to the greatest extent possible by applying the map function to a stream. Java will parallelize the calculation under the covers to leverage available cores to the greatest extent possible.