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.
-
Uses of Matrix in com.irurueta.algebra
Fields in com.irurueta.algebra declared as MatrixModifier and TypeFieldDescriptionprotected MatrixDecomposer.inputMatrixReference to input matrix to be decomposed.private MatrixLUDecomposer.luInternal matrix containing results of decomposition.private MatrixQRDecomposer.qInternal matrix containing Q factor.private MatrixEconomyQRDecomposer.qrInternal matrix containing results of decomposition.private MatrixCholeskyDecomposer.rInternal storage of Cholesky decomposition for provided input matrix.private MatrixQRDecomposer.rInternal matrix containing R factor.private MatrixSingularValueDecomposer.uInternal storage of U.private MatrixSingularValueDecomposer.vInternal 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 MatrixMatrix.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 MatrixMatrix.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 MatrixMatrix.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 MatrixMatrix.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 MatrixUtils.crossProduct(double[] v, Matrix m) Computes the cross product of one vector of length 3 and N vectors of length 3.static MatrixMatrix.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 MatrixMatrix.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 MatrixUtils.inverse(double[] array) Computes array pseudo-inverse considering it as a column matrix.static MatrixComputes 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 MatrixMatrix.newFromArray(double[] array) Instantiates new matrix from array using DEFAULT_USE_COLUMN_ORDERstatic MatrixMatrix.newFromArray(double[] array, boolean isColumnOrder) Instantiates new matrix from array using either column or row orderstatic MatrixUtils.pseudoInverse(double[] array) Computes Moore-Penrose pseudo-inverse of provided array considering it as a column matrix.static MatrixUtils.pseudoInverse(Matrix m) Computes Moore-Penrose pseudo-inverse of provided matrix.static MatrixUtils.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 MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart, boolean sqrt) Computes the Schur complement of a symmetric matrix.static MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart, boolean sqrt, Matrix iA) Computes the Schur complement of a symmetric matrix.static MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart, Matrix iA) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static MatrixUtils.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 MatrixUtils.skewMatrix(double[] array) Computes the skew-symmetric matrix of provided vector of length 3.static MatrixUtils.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 MatrixSolves 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 TypeMethodDescriptionvoidAdds provided matrix to this instance.voidAdds 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 doubleComputes condition number of provided matrix.voidCopies the contents of provided matrix into this instance.voidCopies this matrix data into provided matrix.static voidUtils.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 MatrixUtils.crossProduct(double[] v, Matrix m) Computes the cross product of one vector of length 3 and N vectors of length 3.static voidUtils.crossProduct(double[] v, Matrix m, Matrix result) Computes the cross product of one vector of length 3 and N vectors of length 3.static doubleComputes determinant of provided matrix.static voidMakes provided result matrix a diagonal matrix containing provided elements in the diagonal.static doubleArrayUtils.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 doubleUtils.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 doubleUtils.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 doubleUtils.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.voidMatrix.elementByElementProduct(Matrix other) Computes element by element product (i.e.voidMatrix.elementByElementProduct(Matrix other, Matrix result) Computes element by element product (i.e.Matrix.elementByElementProductAndReturnNew(Matrix other) Computes element by element product (i.e.booleanChecks if provided matrix has exactly the same contents as this matrix instance.booleanChecks 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 voidMatrix.fillWithGaussianRandomValues(double mean, double standardDeviation, Matrix result) Fills provided matrix with random Gaussian values with provided mean and standard deviationstatic voidMatrix.fillWithGaussianRandomValues(double mean, double standardDeviation, Random random, Matrix result) Fills provided matrix with random Gaussian values with provided mean and standard deviation.static voidMatrix.fillWithUniformRandomValues(double minValue, double maxValue, Matrix result) Fills provided matrix with random uniform values ranging from minValue to maxValue.static voidMatrix.fillWithUniformRandomValues(double minValue, double maxValue, Random random, Matrix result) Fills provided matrix with random uniform values ranging from minValue to maxValue.voidComputes the Householder vectors and store them in provided matrix.voidFills provided matrix instance with the pivot corrected Lower triangular matrix resulting from LU decomposition for provided input matrix.doubleComputes norm of provided matrix.doubleComputes norm of provided matrix.doubleComputes norm of provided array and stores the jacobian into provided instance.abstract doubleComputes norm of provided matrix.doubleComputes norm of provided matrix.voidSingularValueDecomposer.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.voidSingularValueDecomposer.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.voidLUDecomposer.getPivottedL(Matrix pivottedL) Fills provided matrix instance with the Lower triangular matrix resulting from LU decomposition before correcting any possible pivots.voidComputes the economy-sized orthogonal factor matrix and stores it into provided matrix.voidComputes upper triangular factor matrix and stores it into provided matrix.voidSets into provided range matrix the Range space of provided input matrix, which spans a subspace of dimension equal to the rank of input matrix.voidSets into provided range matrix the Range space of provided input matrix, which spans a subspace of dimension equal to the rank of input matrix.voidMatrix.getSubmatrix(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix result) Obtains a sub-matrix of current matrix instance.voidFills provided matrix instance with the Upper triangular matrix resulting from LU decomposition for provided input matrix.voidCopies 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 voidSets values into provided matrix to make it an identity matrix (all elements in the diagonal equal to one, and remaining elements to zero).private voidMatrix.internalAdd(Matrix other, Matrix result) Method to internally add two matrices.private voidMatrix.internalElementByElementProduct(Matrix other, Matrix result) Method to internally compute element by element product of two matrices.private voidSingularValueDecomposer.internalGetNullspace(int nullity, double singularValueThreshold, Matrix nullspace) Internal method to copy null-space vector values into provided matrix.private voidSingularValueDecomposer.internalGetRange(int rank, double singularValueThreshold, Matrix range) Internal method to copy range space vector values into provided matrix.private voidMatrix.internalGetSubmatrix(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix result) Internal method to retrieve a sub-matrix of current matrix instance.private voidMatrix.internalMultiply(Matrix other, double[] resultBuffer, int[] resultColumnIndex) Method to internally multiply two matrices.private voidMatrix.internalMultiply(Matrix other, Matrix result) Method to internally multiply two matrices.private voidMatrix.internalMultiplyKronecker(Matrix other, double[] resultBuffer, int[] resultColumnIndex) Method to internally compute the Kronecker product between two matrices.private voidMatrix.internalMultiplyKronecker(Matrix other, Matrix result) Method to internally compute the Kronecker product between two matrices.private static voidUtils.internalSkewMatrix(Matrix m, Matrix result, boolean columnwise) Internal method to compute skew matrixprivate voidMatrix.internalSubtract(Matrix other, Matrix result) Method to internally subtract two matrices.private voidMatrix.internalTranspose(Matrix result) Method to internally compute matrix transposition.static voidComputes inverse of matrix "a".static voidComputes array pseudo-inverse considering it as a column matrix and stores the result in provided result matrix.static MatrixComputes matrix inverse if provided matrix is squared, or pseudo-inverse otherwise.static voidComputes matrix inverse if provided matrix is squared, or pseudo-inverse otherwise and stores the result in provided result matrix.static booleanUtils.isOrthogonal(Matrix m) Checks if the matrix is orthogonal (its transpose is its inverse).static booleanUtils.isOrthogonal(Matrix m, double threshold) Checks if the matrix is orthogonal (its transpose is its inverse).static booleanUtils.isOrthonormal(Matrix m) Checks if the matrix is orthonormal up to DEFAULT_ORTHOGONAL_THRESHOLD (it is orthogonal and its Frobenius norm is one)static booleanUtils.isOrthonormal(Matrix m, double threshold) Checks if the matrix is orthonormal (it is orthogonal and its Frobenius norm is one)static booleanUtils.isSymmetric(Matrix m) Check if the matrix is symmetric.static booleanUtils.isSymmetric(Matrix m, double threshold) Check if the matrix is symmetric.voidMultiplies this matrix with provided matrix.voidMultiplies 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 voidMatrix.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.voidMatrix.multiplyKronecker(Matrix other) Computes the Kronecker product of this matrix with provided matrix and updates this matrix with the result of the multiplication.voidMatrix.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 doubleComputes norm of provided array and stores the jacobian into provided instance.static doubleComputes norm of provided matrix.static doubleComputes norm of provided array and stores the jacobian into provided instance.static doubleComputes norm of provided matrix.static doubleComputes norm of provided array and stores the jacobian into provided instance.static doubleComputes norm of provided matrix.static doubleComputes one norm of provided input matrix.static doubleComputes two norm of provided input matrix.static voidNormalizes provided array and computes corresponding jacobian.static voidNormalizes 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 doubleComputes Frobenius norm of provided input matrix.static doubleComputes infinity norm of provided input matrix.static voidComputes Gauss-Jordan elimination by attempting to solve linear system of equations a * x = b.static voidComputes Gauss-Jordan elimination by attempting to solve linear system of equations a * x = b.static MatrixUtils.pseudoInverse(Matrix m) Computes Moore-Penrose pseudo-inverse of provided matrix.static intComputes rank of provided matrix.static voidComputes the Schur complement of a symmetric matrix.static voidComputes the Schur complement of a symmetric matrix.static voidComputes the Schur complement of a symmetric matrix, returning always the full Schur complement.static voidComputes the Schur complement of a symmetric matrix, returning always the full Schur complement.static voidComputes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static voidComputes the Schur complement of the sub-matrix A within a symmetric matrix, returning always the full Schur complement.static MatrixUtils.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 MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart, boolean sqrt) Computes the Schur complement of a symmetric matrix.static MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart, boolean sqrt, Matrix iA) Computes the Schur complement of a symmetric matrix.static MatrixUtils.schurcAndReturnNew(Matrix m, int pos, boolean fromStart, Matrix iA) Computes the Schur complement of a symmetric matrix, returning always the full Schur complement.static MatrixUtils.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.voidCholeskyDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidEconomyQRDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidLUDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidQRDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidRQDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidSingularValueDecomposer.setInputMatrix(Matrix inputMatrix) Sets reference to input matrix to be decomposed.voidMatrix.setSubmatrix(int topLeftRow, int topLeftColumn, int bottomRightRow, int bottomRightColumn, Matrix submatrix) Copies elements from provided sub-matrix into this matrix at provided location.voidMatrix.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 voidUtils.skewMatrix(double[] array, Matrix result) Computes the skew-symmetric matrix of provided vector of length 3 and stores the result in provided matrix.static voidUtils.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 MatrixUtils.skewMatrix(Matrix m) Computes the skew-symmetric matrix of provided matrix of size 3x1 or 13.static voidUtils.skewMatrix(Matrix m, Matrix result) Computes the skew-symmetric matrix of provided matrix of size 3x1 or 13.static voidUtils.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.voidSolves 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.voidSolves 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.voidSolves 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.voidSolves a linear system of equations of the following form: A * X = B.voidSolves 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.voidSolves a linear system of equations of the following form: A * X = B.voidSolves 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.voidSolves a linear system of equations of the following form: A * X = B using the pseudo-inverse to find the least squares solution.voidSolves 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 voidSolves 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 MatrixSolves a linear system of equations of the form: m * x = b.static voidSolves a linear system of equations of the form: m * x = b.voidSubtracts provided matrix from this instance.voidSubtracts 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.voidMatrix.symmetrize(Matrix result) Symmetrizes this instance and stores the result into provided instance.static doubleComputes trace of provided matrix.voidTransposes current matrix and stores result in provided matrix.Constructors in com.irurueta.algebra with parameters of type MatrixModifierConstructorDescriptionCholeskyDecomposer(Matrix inputMatrix) Constructor of this class.protectedDecomposer(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 MatrixMultivariateNormalDist.covCovariance of Gaussian distribution.private MatrixMultivariateGaussianRandomizer.covarianceCovariance matrix.private MatrixMultivariateNormalDist.covBasisBasis in which the covariance matrix is expressed.private MatrixMultivariateGaussianRandomizer.lLower 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 TypeMethodDescriptiondoubleEvaluates the cumulative distribution function (c.d.f.) of a Gaussian distribution having current mean and covariance values.voidEvaluates multivariate pointvoidMultivariateNormalDist.getCovariance(Matrix result) Gets matrix containing covariance of this multivariate Gaussian distribution.voidEvaluates 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.voidEvaluates 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 booleanMultivariateNormalDist.isValidCovariance(Matrix cov) Indicates whether provided matrix is a valid covariance matrix.static MultivariateNormalDistMultivariateNormalDist.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 voidMultivariateNormalDist.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.voidMultivariateNormalDist.setCovariance(Matrix cov) Sets covariance of this multivariate Gaussian distribution.voidMultivariateNormalDist.setCovariance(Matrix cov, boolean validateSymmetricPositiveDefinite) Sets covariance of this multivariate Gaussian distribution.final voidMultivariateGaussianRandomizer.setMeanAndCovariance(double[] mean, Matrix covariance) Sets mean and covariance to generate multivariate Gaussian random values.final voidMultivariateNormalDist.setMeanAndCovariance(double[] mu, Matrix cov) Sets mean and covariance of this multivariate Gaussian distribution.final voidMultivariateNormalDist.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.