All Classes and Interfaces
Class
Description
Base exception for all exception in the com.irurueta.algebra package
Class containing utility methods for common operations with arrays of values.
Contains build data of this library.
This class allows decomposition of matrices using Cholesky decomposition,
which consists on retrieving a lower or upper triangular matrix so that input
matrix can be decomposed as: A = L * L' = R' * R, where A is provided input
matrix, L is a lower triangular matrix and R is an upper triangular matrix.
Class defining a Complex number having real and imaginary parts.
Exception raised when some decomposer algorithm fails.
Enumerator indicating the possible methods available for matrix decomposition.
This decomposer computes economy QR decomposition, which is faster than
typical QR decomposition.
Class in charge of computing Frobenius norms of vectors and matrices.
Computes Gauss-Jordan elimination for provided matrix using full pivoting,
which provides greater stability.
Class in charge of computing infinity norms of vectors and matrices.
Exception thrown when providing an invalid covariance matrix.
This class allows decomposition of matrices using LU decomposition, which
consists on retrieving two triangular matrices (lower triangular and upper
triangular) as a decomposition of provided input matrix.
Defines a matrix of numerical data.
Generates pseudo-random values following a multivariate Gaussian distribution
having the specified mean and covariance.
Contains methods to work with multivariate normal (i.e.
Interface to evaluate a multivariate function at multivariate point x to
obtain multivariate result y and its corresponding jacobian at point x.
Exception thrown if some decomposer algorithm cannot converge
Exception thrown when requiring symmetric positive definite matrices.
Class in charge of computing norms of arrays and matrices.
Enumerator defining all possible ways of computing norms for matrices and
arrays.
Exception raised when attempting to retrieve something that is not yet
available.
Exception raised when attempting to do an action when something is not ready.
Class in charge of computing one norms of arrays and matrices.
This decomposer computes QR decomposition, which consists on factoring
provided input matrix into an orthogonal matrix (Q) and an upper triangular
matrix (R).
Exception thrown when a matrix does not have full rank.
This decomposer computes RQ decomposition, which consists on factoring
provided input matrix into an upper triangular matrix (R) and an orthogonal
matrix (Q).
Exception thrown when a singular matrix is used.
Computes Singular Value matrix decomposition, which consists
on factoring provided input matrix into three factors consisting of 2
unary matrices and 1 diagonal matrix containing singular values,
following next expression: A = U * S * V'.
This class contains a series of helper statistics methods that can be used
to perform most typical operations in matrix algebra.
Exception thrown when using matrices having wrong size.