Uses of Class
com.irurueta.algebra.Matrix
Packages that use Matrix
Package
Description
This package contains classes related to algebra, such as Matrix class
to contains matrices data and simple operations or Complex to handle
computations with Complex numbers.
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Uses of Matrix in com.irurueta.algebra
Fields in com.irurueta.algebra declared as MatrixModifier and TypeFieldDescriptionprotected Matrix
Decomposer.inputMatrix
Reference to input matrix to be decomposed.private Matrix
LUDecomposer.lu
Internal matrix containing results of decomposition.private Matrix
QRDecomposer.q
Internal matrix containing Q factor.private Matrix
EconomyQRDecomposer.qr
Internal matrix containing results of decomposition.private Matrix
CholeskyDecomposer.r
Internal storage of Cholesky decomposition for provided input matrix.private Matrix
QRDecomposer.r
Internal matrix containing R factor.private Matrix
SingularValueDecomposer.u
Internal storage of U.private Matrix
SingularValueDecomposer.v
Internal storage of V.Methods in com.irurueta.algebra that return MatrixModifier and TypeMethodDescriptionMatrix.addAndReturnNew
(Matrix other) Adds provided matrix to this instance and returns the result as a new matrix instance.Matrix.clone()
Returns a new matrix instance containing the same data as this instance.static Matrix
Matrix.createWithGaussianRandomValues
(int rows, int columns, double mean, double standardDeviation) Creates new matrix instance using provided size and containing gaussian/normal distributed random values with provided median and standard deviation.static Matrix
Matrix.createWithGaussianRandomValues
(int rows, int columns, double mean, double standardDeviation, Random random) Creates new matrix instance using provided size and containing gaussian/normal distributed random values with provided median and standard deviation and using provided random generatorstatic Matrix
Matrix.createWithUniformRandomValues
(int rows, int columns, double minValue, double maxValue) Creates new matrix instance using provided size and containing uniformly distributed random values with provided range.static Matrix
Matrix.createWithUniformRandomValues
(int rows, int columns, double minValue, double maxValue, Random random) Creates new matrix instance using provided size and containing uniformly distributed random values with provided range and using provided random generatorstatic Matrix
Utils.crossProduct
(double[] v, Matrix m) Computes the cross product of one vector of length 3 and N vectors of length 3.static Matrix
Matrix.diagonal
(double[] diagonal) Creates a diagonal matrix having all the elements in provided array in its diagonal and the remaining elements equal to zero.Matrix.elementByElementProductAndReturnNew
(Matrix other) Computes element by element product (i.e.EconomyQRDecomposer.getH()
Returns the Householder vectors.Decomposer.getInputMatrix()
Returns a reference to input matrix to be decomposed.CholeskyDecomposer.getL()
Returns Cholesky matrix factor corresponding to a Lower triangular matrix following this expression: A = L * L'.LUDecomposer.getL()
Returns a new matrix instance containing the pivot corrected Lower triangular matrix resulting from LU decomposition for provided input matrix.SingularValueDecomposer.getNullspace()
Returns matrix containing null-space of provided input matrix, which spans a subspace of dimension equal to the nullity of input matrix.SingularValueDecomposer.getNullspace
(double singularValueThreshold) Returns matrix containing null-space of provided input matrix, which spans a subspace of dimension equal to the nullity of input matrix.LUDecomposer.getPivottedL()
Returns a new matrix instance containing the Lower triangular matrix resulting from LU decomposition before correcting any possible pivots.EconomyQRDecomposer.getQ()
Return the economy-sized orthogonal factor matrix.QRDecomposer.getQ()
Returns the economy-sized orthogonal factor matrix.RQDecomposer.getQ()
Returns the economy-sized orthogonal factor matrix.CholeskyDecomposer.getR()
Returns Cholesky matrix factor corresponding to an upper triangular matrix following this expression: A = R' * R.EconomyQRDecomposer.getR()
Return upper triangular factor matrix.QRDecomposer.getR()
Returns upper triangular factor matrix.RQDecomposer.getR()
Returns upper triangular factor matrix.SingularValueDecomposer.getRange()
Return matrix containing Range space of provided input matrix, which spans a subspace of dimension equal to the rank of input matrix.SingularValueDecomposer.getRange
(double singularValueThreshold) Returns matrix containing Range space of provided input matrix, which spans a subspace of dimension equal to the rank of input matrix.Matrix.getSubmatrix
(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn) Obtains a sub-matrix of current matrix instance.LUDecomposer.getU()
Returns a new matrix instance containing the Upper triangular matrix resulting from LU decomposition for provided input matrix.SingularValueDecomposer.getU()
Returns a new matrix instance containing the left singular vector (U factor) from Singular Value matrix decomposition, which consists on decomposing a matrix using the following expression: A = U * S * V'.SingularValueDecomposer.getV()
Returns a new matrix instance containing the right singular vectors (V factor) from Singular Value matrix decomposition, which consists on decomposing a matrix using the following expression: A = U * S * V', Where A is provided input matrix of size m-by-n and V' denotes the transpose/conjugate of V, which is an n-by-n unary matrix for m < n.SingularValueDecomposer.getW()
Returns a new diagonal matrix instance containing all singular values on its diagonal after Singular Value matrix decomposition, which consists on decomposing a matrix using the following expression: A = U * S * V'.static Matrix
Matrix.identity
(int rows, int columns) Creates and returns a new matrix instance having all the elements on the diagonal equal to one and the remaining ones equal to zero.static Matrix
Utils.inverse
(double[] array) Computes array pseudo-inverse considering it as a column matrix.static Matrix
Computes matrix inverse if provided matrix is squared, or pseudo-inverse otherwise.Matrix.multiplyAndReturnNew
(Matrix other) Multiplies this matrix with provided matrix and returns the result as a new instance.Matrix.multiplyByScalarAndReturnNew
(double scalar) Computes product by scalar of this instance multiplying all its elements by provided scalar value and returning the result as a new instance.Matrix.multiplyKroneckerAndReturnNew
(Matrix other) Computes the Kronecker product with provided matrix and returns the result as a new instance.static Matrix
Matrix.newFromArray
(double[] array) Instantiates new matrix from array using DEFAULT_USE_COLUMN_ORDERstatic Matrix
Matrix.newFromArray
(double[] array, boolean isColumnOrder) Instantiates new matrix from array using either column or row orderstatic Matrix
Utils.pseudoInverse
(double[] array) Computes Moore-Penrose pseudo-inverse of provided array considering it as a column matrix.static Matrix
Utils.pseudoInverse
(Matrix m) Computes Moore-Penrose pseudo-inverse of provided matrix.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos) Computes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart, boolean sqrt) Computes the Schur complement of a symmetric matrix.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart, boolean sqrt, Matrix iA) Computes the Schur complement of a symmetric matrix.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart, Matrix iA) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, Matrix iA) Computes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.skewMatrix
(double[] array) Computes the skew-symmetric matrix of provided vector of length 3.static Matrix
Utils.skewMatrix
(Matrix m) Computes the skew-symmetric matrix of provided matrix of size 3x1 or 13.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B, where A is the input matrix provided for QR decomposition, X is the solution to the system of equations, and B is the parameters vector/matrix.Solves a linear system of equations of the following form: A * X = B, where A is the input matrix provided for QR decomposition, X is the solution to the system of equations, and B is the parameters vector/matrix.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.Solves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.static Matrix
Solves a linear system of equations of the form: m * x = b.Matrix.subtractAndReturnNew
(Matrix other) Subtracts provided matrix from this instance and returns the result as a new matrix instance.Matrix.symmetrizeAndReturnNew()
Symmetrizes this instance and returns the result as a new matrix instance.Matrix.transposeAndReturnNew()
Transposes current matrix and returns result as a new instance.Methods in com.irurueta.algebra with parameters of type MatrixModifier and TypeMethodDescriptionvoid
Adds provided matrix to this instance.void
Adds another matrix to this matrix instance and stores the result in provided result matrix.Matrix.addAndReturnNew
(Matrix other) Adds provided matrix to this instance and returns the result as a new matrix instance.static double
Computes condition number of provided matrix.void
Copies the contents of provided matrix into this instance.void
Copies this matrix data into provided matrix.static void
Utils.crossProduct
(double[] v1, double[] v2, double[] result, Matrix jacobian1, Matrix jacobian2) Computes the cross product of two vectors of length 3 The cross product of two vectors a and b is denoted as 'axb' or 'a^b', resulting in a perpendicular vector to both a and b vectors.static double[]
Utils.crossProduct
(double[] v1, double[] v2, Matrix jacobian1, Matrix jacobian2) Computes the cross product of two vectors of length 3 The cross product of two vectors a and b is denoted as 'axb' or 'a^b', resulting in a perpendicular vector to both a and b vectors.static Matrix
Utils.crossProduct
(double[] v, Matrix m) Computes the cross product of one vector of length 3 and N vectors of length 3.static void
Utils.crossProduct
(double[] v, Matrix m, Matrix result) Computes the cross product of one vector of length 3 and N vectors of length 3.static double
Computes determinant of provided matrix.static void
Makes provided result matrix a diagonal matrix containing provided elements in the diagonal.static double
ArrayUtils.dotProduct
(double[] firstOperand, double[] secondOperand, Matrix jacobianFirst, Matrix jacobianSecond) Computes the dot product of provided arrays as the sum of the product of the elements of both arrays.static double
Utils.dotProduct
(double[] firstOperand, double[] secondOperand, Matrix jacobianFirst, Matrix jacobianSecond) Computes the dot product of provided arrays as the sum of the product of the elements of both arrays.static double
Utils.dotProduct
(Matrix firstOperand, Matrix secondOperand) Computes the dot product of provided matrices, as the sum of the product of the elements on both matrices, assuming that both represent column vectors.static double
Utils.dotProduct
(Matrix firstOperand, Matrix secondOperand, Matrix jacobianFirst, Matrix jacobianSecond) Computes the dot product of provided matrices, as the sum of the product of the elements on both matrices, assuming that both represent column vectors.void
Matrix.elementByElementProduct
(Matrix other) Computes element by element product (i.e.void
Matrix.elementByElementProduct
(Matrix other, Matrix result) Computes element by element product (i.e.Matrix.elementByElementProductAndReturnNew
(Matrix other) Computes element by element product (i.e.boolean
Checks if provided matrix has exactly the same contents as this matrix instance.boolean
Checks if provided matrix has contents similar to this matrix by checking that all values have a maximum difference equal to provided threshold and same size.static void
Matrix.fillWithGaussianRandomValues
(double mean, double standardDeviation, Matrix result) Fills provided matrix with random Gaussian values with provided mean and standard deviationstatic void
Matrix.fillWithGaussianRandomValues
(double mean, double standardDeviation, Random random, Matrix result) Fills provided matrix with random Gaussian values with provided mean and standard deviation.static void
Matrix.fillWithUniformRandomValues
(double minValue, double maxValue, Matrix result) Fills provided matrix with random uniform values ranging from minValue to maxValue.static void
Matrix.fillWithUniformRandomValues
(double minValue, double maxValue, Random random, Matrix result) Fills provided matrix with random uniform values ranging from minValue to maxValue.void
Computes the Householder vectors and store them in provided matrix.void
Fills provided matrix instance with the pivot corrected Lower triangular matrix resulting from LU decomposition for provided input matrix.double
Computes norm of provided matrix.double
Computes norm of provided matrix.double
Computes norm of provided array and stores the jacobian into provided instance.abstract double
Computes norm of provided matrix.double
Computes norm of provided matrix.void
SingularValueDecomposer.getNullspace
(double singularValueThreshold, Matrix nullspace) Sets into provided matrix null-space of provided input matrix, which spans a subspace of dimension equal to the nullity of input matrix.void
SingularValueDecomposer.getNullspace
(Matrix nullspace) Sets into provided matrix null-space of provided input matrix, which spans a subspace of dimension equal to the nullity of input matrix.void
LUDecomposer.getPivottedL
(Matrix pivottedL) Fills provided matrix instance with the Lower triangular matrix resulting from LU decomposition before correcting any possible pivots.void
Computes the economy-sized orthogonal factor matrix and stores it into provided matrix.void
Computes upper triangular factor matrix and stores it into provided matrix.void
Sets into provided range matrix the Range space of provided input matrix, which spans a subspace of dimension equal to the rank of input matrix.void
Sets into provided range matrix the Range space of provided input matrix, which spans a subspace of dimension equal to the rank of input matrix.void
Matrix.getSubmatrix
(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix result) Obtains a sub-matrix of current matrix instance.void
Fills provided matrix instance with the Upper triangular matrix resulting from LU decomposition for provided input matrix.void
Copies diagonal matrix into provided instance containing all singular values on its diagonal after Singular Value matrix decomposition, which consists on decomposing a matrix using the following expression: A = U * S * V'.static void
Sets values into provided matrix to make it an identity matrix (all elements in the diagonal equal to one, and remaining elements to zero).private void
Matrix.internalAdd
(Matrix other, Matrix result) Method to internally add two matrices.private void
Matrix.internalElementByElementProduct
(Matrix other, Matrix result) Method to internally compute element by element product of two matrices.private void
SingularValueDecomposer.internalGetNullspace
(int nullity, double singularValueThreshold, Matrix nullspace) Internal method to copy null-space vector values into provided matrix.private void
SingularValueDecomposer.internalGetRange
(int rank, double singularValueThreshold, Matrix range) Internal method to copy range space vector values into provided matrix.private void
Matrix.internalGetSubmatrix
(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix result) Internal method to retrieve a sub-matrix of current matrix instance.private void
Matrix.internalMultiply
(Matrix other, double[] resultBuffer, int[] resultColumnIndex) Method to internally multiply two matrices.private void
Matrix.internalMultiply
(Matrix other, Matrix result) Method to internally multiply two matrices.private void
Matrix.internalMultiplyKronecker
(Matrix other, double[] resultBuffer, int[] resultColumnIndex) Method to internally compute the Kronecker product between two matrices.private void
Matrix.internalMultiplyKronecker
(Matrix other, Matrix result) Method to internally compute the Kronecker product between two matrices.private static void
Utils.internalSkewMatrix
(Matrix m, Matrix result, boolean columnwise) Internal method to compute skew matrixprivate void
Matrix.internalSubtract
(Matrix other, Matrix result) Method to internally subtract two matrices.private void
Matrix.internalTranspose
(Matrix result) Method to internally compute matrix transposition.static void
Computes inverse of matrix "a".static void
Computes array pseudo-inverse considering it as a column matrix and stores the result in provided result matrix.static Matrix
Computes matrix inverse if provided matrix is squared, or pseudo-inverse otherwise.static void
Computes matrix inverse if provided matrix is squared, or pseudo-inverse otherwise and stores the result in provided result matrix.static boolean
Utils.isOrthogonal
(Matrix m) Checks if the matrix is orthogonal (its transpose is its inverse).static boolean
Utils.isOrthogonal
(Matrix m, double threshold) Checks if the matrix is orthogonal (its transpose is its inverse).static boolean
Utils.isOrthonormal
(Matrix m) Checks if the matrix is orthonormal up to DEFAULT_ORTHOGONAL_THRESHOLD (it is orthogonal and its Frobenius norm is one)static boolean
Utils.isOrthonormal
(Matrix m, double threshold) Checks if the matrix is orthonormal (it is orthogonal and its Frobenius norm is one)static boolean
Utils.isSymmetric
(Matrix m) Check if the matrix is symmetric.static boolean
Utils.isSymmetric
(Matrix m, double threshold) Check if the matrix is symmetric.void
Multiplies this matrix with provided matrix.void
Multiplies another matrix to this matrix instance and stores the result in provided result matrix.Matrix.multiplyAndReturnNew
(Matrix other) Multiplies this matrix with provided matrix and returns the result as a new instance.private void
Matrix.multiplyByScalar
(double scalar, Matrix result) Computes product by scalar of this instance multiplying all its elements by provided scalar value and storing the results in provided result matrix.void
Matrix.multiplyKronecker
(Matrix other) Computes the Kronecker product of this matrix with provided matrix and updates this matrix with the result of the multiplication.void
Matrix.multiplyKronecker
(Matrix other, Matrix result) Computes the Kronecker product with provided matrix and stores the result in provided result matrix.Matrix.multiplyKroneckerAndReturnNew
(Matrix other) Computes the Kronecker product with provided matrix and returns the result as a new instance.static double
Computes norm of provided array and stores the jacobian into provided instance.static double
Computes norm of provided matrix.static double
Computes norm of provided array and stores the jacobian into provided instance.static double
Computes norm of provided matrix.static double
Computes norm of provided array and stores the jacobian into provided instance.static double
Computes norm of provided matrix.static double
Computes one norm of provided input matrix.static double
Computes two norm of provided input matrix.static void
Normalizes provided array and computes corresponding jacobian.static void
Normalizes provided array, updates its values and computes corresponding jacobian.static double[]
ArrayUtils.normalizeAndReturnNew
(double[] v, Matrix jacobian) Normalizes provided array and computes corresponding jacobian.static double
Computes Frobenius norm of provided input matrix.static double
Computes infinity norm of provided input matrix.static void
Computes Gauss-Jordan elimination by attempting to solve linear system of equations a * x = b.static void
Computes Gauss-Jordan elimination by attempting to solve linear system of equations a * x = b.static Matrix
Utils.pseudoInverse
(Matrix m) Computes Moore-Penrose pseudo-inverse of provided matrix.static int
Computes rank of provided matrix.static void
Computes the Schur complement of a symmetric matrix.static void
Computes the Schur complement of a symmetric matrix.static void
Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static void
Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static void
Computes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static void
Computes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos) Computes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart, boolean sqrt) Computes the Schur complement of a symmetric matrix.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart, boolean sqrt, Matrix iA) Computes the Schur complement of a symmetric matrix.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, boolean fromStart, Matrix iA) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static Matrix
Utils.schurcAndReturnNew
(Matrix m, int pos, Matrix iA) Computes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.void
CholeskyDecomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
Decomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
EconomyQRDecomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
LUDecomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
QRDecomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
RQDecomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
SingularValueDecomposer.setInputMatrix
(Matrix inputMatrix) Sets reference to input matrix to be decomposed.void
Matrix.setSubmatrix
(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix submatrix) Copies elements from provided sub-matrix into this matrix at provided location.void
Matrix.setSubmatrix
(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix submatrix, int submatrixTopLeftRow, int submatrixTopLeftColumn, int submatrixBottomRightRow, int submatrixBottomRightColumn) Copies elements from provided sub-matrix into this matrix at provided locationstatic void
Utils.skewMatrix
(double[] array, Matrix result) Computes the skew-symmetric matrix of provided vector of length 3 and stores the result in provided matrix.static void
Utils.skewMatrix
(double[] array, Matrix result, Matrix jacobian) Computes the skew-symmetric matrix of provided vector of length 3 and stores the result in provided matrix.static Matrix
Utils.skewMatrix
(Matrix m) Computes the skew-symmetric matrix of provided matrix of size 3x1 or 13.static void
Utils.skewMatrix
(Matrix m, Matrix result) Computes the skew-symmetric matrix of provided matrix of size 3x1 or 13.static void
Utils.skewMatrix
(Matrix m, Matrix result, Matrix jacobian) Computes the skew-symmetric matrix of provided matrix of size 3x1 or 13.Solves a linear system of equations of the following form: A * X = B.void
Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B, where A is the input matrix provided for QR decomposition, X is the solution to the system of equations, and B is the parameters vector/matrix.Solves a linear system of equations of the following form: A * X = B, where A is the input matrix provided for QR decomposition, X is the solution to the system of equations, and B is the parameters vector/matrix.void
Solves a linear system of equations of the following form: A * X = B, where A is the input matrix provided for QR decomposition, X is the solution to the system of equations, and B is the parameters vector/matrix.void
Solves a linear system of equations of the following form: A * X = B, where A is the input matrix provided for QR decomposition, X is the solution to the system of equations, and B is the parameters vector/matrix.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B.void
Solves a linear system of equations of the following form: A * X = B.void
Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B.void
Solves a linear system of equations of the following form: A * X = B.void
Solves a linear system of equations of the following form: A * X = B.Solves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.Solves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.void
Solves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.void
Solves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.static double[]
Solves a linear system of equations of the form: m * x = b.static void
Solves a linear system of equations of the form m * x = b, where b is assumed to be the parameters column vector, x is the returned matrix containing the solution and m is the matrix of the linear system of equations.static Matrix
Solves a linear system of equations of the form: m * x = b.static void
Solves a linear system of equations of the form: m * x = b.void
Subtracts provided matrix from this instance.void
Subtracts another matrix from this matrix instance and stores the result in provided result matrix.Matrix.subtractAndReturnNew
(Matrix other) Subtracts provided matrix from this instance and returns the result as a new matrix instance.void
Matrix.symmetrize
(Matrix result) Symmetrizes this instance and stores the result into provided instance.static double
Computes trace of provided matrix.void
Transposes current matrix and stores result in provided matrix.Constructors in com.irurueta.algebra with parameters of type MatrixModifierConstructorDescriptionCholeskyDecomposer
(Matrix inputMatrix) Constructor of this class.protected
Decomposer
(Matrix inputMatrix) Constructor of this class.EconomyQRDecomposer
(Matrix inputMatrix) Constructor of this class.LUDecomposer
(Matrix inputMatrix) Constructor of this class.Copy constructor.QRDecomposer
(Matrix inputMatrix) Constructor of this class.RQDecomposer
(Matrix inputMatrix) Constructor of this class.SingularValueDecomposer
(Matrix inputMatrix) Constructor of this class.SingularValueDecomposer
(Matrix inputMatrix, int maxIters) Constructor of this class. -
Uses of Matrix in com.irurueta.statistics
Fields in com.irurueta.statistics declared as MatrixModifier and TypeFieldDescriptionprivate Matrix
MultivariateNormalDist.cov
Covariance of Gaussian distribution.private Matrix
MultivariateGaussianRandomizer.covariance
Covariance matrix.private Matrix
MultivariateNormalDist.covBasis
Basis in which the covariance matrix is expressed.private Matrix
MultivariateGaussianRandomizer.l
Lower triangular Cholesky decomposition of covariance matrix.Methods in com.irurueta.statistics that return MatrixModifier and TypeMethodDescriptionMultivariateGaussianRandomizer.getCovariance()
Returns covariance to be used for Gaussian random value generation.MultivariateNormalDist.getCovariance()
Gets matrix containing covariance of this multivariate Gaussian distribution.MultivariateNormalDist.getCovarianceBasis()
Basis containing on each column the direction of each variance in the multidimensional Gaussian distribution, which is obtained from provided covariance matrix.Methods in com.irurueta.statistics with parameters of type MatrixModifier and TypeMethodDescriptiondouble
Evaluates the cumulative distribution function (c.d.f.) of a Gaussian distribution having current mean and covariance values.void
Evaluates multivariate pointvoid
MultivariateNormalDist.getCovariance
(Matrix result) Gets matrix containing covariance of this multivariate Gaussian distribution.void
Evaluates the inverse cumulative distribution function of a multivariate Gaussian distribution for current mean and covariance values and provided probability values for each dimension of the multivariate Gaussian distribution.double[]
Evaluates the inverse cumulative distribution function of a multivariate Gaussian distribution for current mean and covariance values and provided probability values for each dimension of the multivariate Gaussian distribution.void
Evaluates the inverse cumulative distribution function of a multivariate Gaussian distribution for current mean and covariance values and provided probability value.double[]
Evaluates the inverse cumulative distribution function of a multivariate Gaussian distribution for current mean and covariance values and provided probability value.static boolean
MultivariateNormalDist.isValidCovariance
(Matrix cov) Indicates whether provided matrix is a valid covariance matrix.static MultivariateNormalDist
MultivariateNormalDist.propagate
(MultivariateNormalDist.JacobianEvaluator evaluator, double[] mean, Matrix covariance) Evaluates the Jacobian and a multivariate function at a certain mean point and computes the non-linear propagation of Gaussian uncertainty through such function at such point.static void
MultivariateNormalDist.propagate
(MultivariateNormalDist.JacobianEvaluator evaluator, double[] mean, Matrix covariance, MultivariateNormalDist result) Evaluates the Jacobian and a multivariate function at a certain mean point and computes the non-linear propagation of Gaussian uncertainty through such function at such point.void
MultivariateNormalDist.setCovariance
(Matrix cov) Sets covariance of this multivariate Gaussian distribution.void
MultivariateNormalDist.setCovariance
(Matrix cov, boolean validateSymmetricPositiveDefinite) Sets covariance of this multivariate Gaussian distribution.final void
MultivariateGaussianRandomizer.setMeanAndCovariance
(double[] mean, Matrix covariance) Sets mean and covariance to generate multivariate Gaussian random values.final void
MultivariateNormalDist.setMeanAndCovariance
(double[] mu, Matrix cov) Sets mean and covariance of this multivariate Gaussian distribution.final void
MultivariateNormalDist.setMeanAndCovariance
(double[] mu, Matrix cov, boolean validateSymmetricPositiveDefinite) Sets mean and covariance of this multivariate Gaussian distribution.Constructors in com.irurueta.statistics with parameters of type MatrixModifierConstructorDescriptionMultivariateGaussianRandomizer
(double[] mean, Matrix covariance) Constructor.MultivariateGaussianRandomizer
(Random internalRandom, double[] mean, Matrix covariance) Constructor.MultivariateNormalDist
(double[] mean, Matrix covariance) Constructor.MultivariateNormalDist
(double[] mean, Matrix covariance, boolean validateSymmetricPositiveDefinite) Constructor.