Package | Description |
---|---|
org.hipparchus.distribution.multivariate |
Implementations of multivariate distributions.
|
org.hipparchus.linear |
Linear algebra support.
|
org.hipparchus.random |
Random number and random data generators.
|
org.hipparchus.util |
Convenience routines and common data structures used throughout the Hipparchus library.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
MultivariateNormalDistribution.getCovariances()
Gets the covariance matrix.
|
Modifier and Type | Interface and Description |
---|---|
interface |
SparseRealMatrix
Marker interface for
RealMatrix implementations that require sparse backing storage |
Modifier and Type | Class and Description |
---|---|
class |
AbstractRealMatrix
Basic implementation of RealMatrix methods regardless of the underlying storage.
|
class |
Array2DRowRealMatrix
Implementation of
RealMatrix using a double[][] array to
store entries. |
class |
BlockRealMatrix
Cache-friendly implementation of RealMatrix using a flat arrays to store
square blocks of the matrix.
|
class |
DiagonalMatrix
Implementation of a diagonal matrix.
|
class |
OpenMapRealMatrix
Sparse matrix implementation based on an open addressed map.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
AbstractRealMatrix.add(RealMatrix m)
Returns the sum of
this and m . |
RealMatrix |
RealMatrix.add(RealMatrix m)
Returns the sum of
this and m . |
static RealMatrix |
MatrixUtils.blockInverse(RealMatrix m,
int splitIndex)
Computes the inverse of the given matrix by splitting it into
4 sub-matrices.
|
abstract RealMatrix |
AbstractRealMatrix.copy()
Returns a (deep) copy of this.
|
RealMatrix |
DiagonalMatrix.copy()
Returns a (deep) copy of this.
|
RealMatrix |
RealMatrix.copy()
Returns a (deep) copy of this.
|
RealMatrix |
Array2DRowRealMatrix.copy()
Returns a (deep) copy of this.
|
static RealMatrix |
MatrixUtils.createColumnRealMatrix(double[] columnData)
Creates a column
RealMatrix using the data from the input
array. |
abstract RealMatrix |
AbstractRealMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the
supplied
row and column dimensions.
|
RealMatrix |
DiagonalMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the
supplied
row and column dimensions.
|
RealMatrix |
RealMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the
supplied
row and column dimensions.
|
RealMatrix |
Array2DRowRealMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the
supplied
row and column dimensions.
|
static RealMatrix |
MatrixUtils.createRealDiagonalMatrix(double[] diagonal)
Returns a diagonal matrix with specified elements.
|
static RealMatrix |
MatrixUtils.createRealIdentityMatrix(int dimension)
Returns
dimension x dimension identity matrix. |
static RealMatrix |
MatrixUtils.createRealMatrix(double[][] data)
Returns a
RealMatrix whose entries are the the values in the
the input array. |
static RealMatrix |
MatrixUtils.createRealMatrix(int rows,
int columns)
Returns a
RealMatrix with specified dimensions. |
static RealMatrix |
MatrixUtils.createRowRealMatrix(double[] rowData)
Create a row
RealMatrix using the data from the input
array. |
RealMatrix |
AbstractRealMatrix.getColumnMatrix(int column)
Get the entries at the given column index as a column matrix.
|
RealMatrix |
RealMatrix.getColumnMatrix(int column)
Get the entries at the given column index as a column matrix.
|
RealMatrix |
SingularValueDecomposition.getCovariance(double minSingularValue)
Returns the n × n covariance matrix.
|
RealMatrix |
EigenDecomposition.getD()
Gets the block diagonal matrix D of the decomposition.
|
RealMatrix |
HessenbergTransformer.getH()
Returns the Hessenberg matrix H of the transform.
|
RealMatrix |
QRDecomposition.getH()
Returns the Householder reflector vectors.
|
RealMatrix |
DecompositionSolver.getInverse()
Get the pseudo-inverse
of the decomposed matrix.
|
RealMatrix |
RiccatiEquationSolverImpl.getK()
{inheritDoc}
|
RealMatrix |
RiccatiEquationSolver.getK()
Get the linear controller k.
|
RealMatrix |
LUDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
SemiDefinitePositiveCholeskyDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
SemiDefinitePositiveCholeskyDecomposition.getLT()
Returns the transpose of the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecomposition.getLT()
Returns the transpose of the matrix L of the decomposition.
|
RealMatrix |
SchurTransformer.getP()
Returns the matrix P of the transform.
|
RealMatrix |
HessenbergTransformer.getP()
Returns the matrix P of the transform.
|
RealMatrix |
LUDecomposition.getP()
Returns the P rows permutation matrix.
|
RealMatrix |
RRQRDecomposition.getP()
Returns the pivot matrix, P, used in the QR Decomposition of matrix A such that AP = QR.
|
RealMatrix |
RiccatiEquationSolverImpl.getP()
{inheritDoc}
|
RealMatrix |
RiccatiEquationSolver.getP()
Get the solution.
|
RealMatrix |
SchurTransformer.getPT()
Returns the transpose of the matrix P of the transform.
|
RealMatrix |
HessenbergTransformer.getPT()
Returns the transpose of the matrix P of the transform.
|
RealMatrix |
QRDecomposition.getQ()
Returns the matrix Q of the decomposition.
|
RealMatrix |
QRDecomposition.getQT()
Returns the transpose of the matrix Q of the decomposition.
|
RealMatrix |
QRDecomposition.getR()
Returns the matrix R of the decomposition.
|
RealMatrix |
RectangularCholeskyDecomposition.getRootMatrix()
Get the root of the covariance matrix.
|
RealMatrix |
AbstractRealMatrix.getRowMatrix(int row)
Get the entries at the given row index as a row matrix.
|
RealMatrix |
RealMatrix.getRowMatrix(int row)
Get the entries at the given row index as a row matrix.
|
RealMatrix |
SingularValueDecomposition.getS()
Returns the diagonal matrix Σ of the decomposition.
|
RealMatrix |
EigenDecomposition.getSquareRoot()
Computes the square-root of the matrix.
|
RealMatrix |
AbstractRealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
RealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
AbstractRealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
RealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
Array2DRowRealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
SchurTransformer.getT()
Returns the quasi-triangular Schur matrix T of the transform.
|
RealMatrix |
SingularValueDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
LUDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getUT()
Returns the transpose of the matrix U of the decomposition.
|
RealMatrix |
EigenDecomposition.getV()
Gets the matrix V of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getV()
Returns the matrix V of the decomposition.
|
RealMatrix |
EigenDecomposition.getVT()
Gets the transpose of the matrix V of the decomposition.
|
RealMatrix |
OrderedEigenDecomposition.getVT()
Gets the transpose of the matrix V of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getVT()
Returns the transpose of the matrix V of the decomposition.
|
static RealMatrix |
MatrixUtils.inverse(RealMatrix matrix)
Computes the inverse of the given matrix.
|
static RealMatrix |
MatrixUtils.inverse(RealMatrix matrix,
double threshold)
Computes the inverse of the given matrix.
|
RealMatrix |
Array2DRowRealMatrix.kroneckerProduct(RealMatrix b)
Kronecker product of the current matrix and the parameter matrix.
|
default RealMatrix |
RealMatrix.map(UnivariateFunction function)
Acts as if implemented as:
|
default RealMatrix |
RealMatrix.mapToSelf(UnivariateFunction function)
Replace each entry by the result of applying the function to it.
|
static RealMatrix |
MatrixUtils.matrixExponential(RealMatrix rm)
Computes the
matrix exponential of the given matrix.
|
RealMatrix |
OpenMapRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
RealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
Array2DRowRealMatrix.multiplyTransposed(Array2DRowRealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
OpenMapRealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
DiagonalMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
default RealMatrix |
RealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
Array2DRowRealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
ArrayRealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
RealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
RealMatrixFormat.parse(String source)
Parse a string to produce a
RealMatrix object. |
RealMatrix |
RealMatrixFormat.parse(String source,
ParsePosition pos)
Parse a string to produce a
RealMatrix object. |
RealMatrix |
AbstractRealMatrix.power(int p)
Returns the result of multiplying
this with itself p
times. |
RealMatrix |
RealMatrix.power(int p)
Returns the result of multiplying
this with itself p
times. |
RealMatrix |
AbstractRealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying
this by m . |
RealMatrix |
RealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying
this by m . |
RealMatrix |
AbstractRealMatrix.scalarAdd(double d)
Returns the result of adding
d to each entry of this . |
RealMatrix |
RealMatrix.scalarAdd(double d)
Returns the result of adding
d to each entry of this . |
RealMatrix |
BlockRealMatrix.scalarMultiply(double d)
Returns the result of multiplying each entry of
this by
d . |
RealMatrix |
AbstractRealMatrix.scalarMultiply(double d)
Returns the result of multiplying each entry of
this by
d . |
RealMatrix |
RealMatrix.scalarMultiply(double d)
Returns the result of multiplying each entry of
this by
d . |
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.
|
RealMatrix |
Array2DRowRealMatrix.stack()
Transforms a matrix in a vector (Vectorization).
|
RealMatrix |
AbstractRealMatrix.subtract(RealMatrix m)
Returns
this minus m . |
RealMatrix |
RealMatrix.subtract(RealMatrix m)
Returns
this minus m . |
RealMatrix |
AbstractRealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
RealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
Array2DRowRealMatrix.transposeMultiply(Array2DRowRealMatrix m)
Returns the result of postmultiplying
this^T by m . |
RealMatrix |
OpenMapRealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
RealMatrix |
DiagonalMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
default RealMatrix |
RealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
RealMatrix |
Array2DRowRealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
RealMatrix |
Array2DRowRealMatrix.unstackSquare()
Transforms a one-column stacked matrix into a squared matrix (devectorization).
|
Modifier and Type | Method and Description |
---|---|
BlockRealMatrix |
BlockRealMatrix.add(RealMatrix m)
Returns the sum of
this and m . |
RealMatrix |
AbstractRealMatrix.add(RealMatrix m)
Returns the sum of
this and m . |
RealMatrix |
RealMatrix.add(RealMatrix m)
Returns the sum of
this and m . |
static RealMatrix |
MatrixUtils.blockInverse(RealMatrix m,
int splitIndex)
Computes the inverse of the given matrix by splitting it into
4 sub-matrices.
|
protected void |
ComplexEigenDecomposition.checkDefinition(RealMatrix matrix)
Check definition of the decomposition in runtime.
|
static void |
MatrixUtils.checkSymmetric(RealMatrix matrix,
double eps)
Checks whether a matrix is symmetric.
|
DecompositionSolver |
MatrixDecomposer.decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.
|
DecompositionSolver |
SingularValueDecomposer.decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.
|
DecompositionSolver |
QRDecomposer.decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.
|
DecompositionSolver |
LUDecomposer.decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.
|
DecompositionSolver |
CholeskyDecomposer.decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.
|
protected void |
ComplexEigenDecomposition.findEigenValues(RealMatrix matrix)
Compute eigen values using the Schur transform.
|
String |
RealMatrixFormat.format(RealMatrix m)
This method calls
RealMatrixFormat.format(RealMatrix,StringBuffer,FieldPosition) . |
StringBuffer |
RealMatrixFormat.format(RealMatrix matrix,
StringBuffer toAppendTo,
FieldPosition pos)
Formats a
RealMatrix object to produce a string. |
static RealMatrix |
MatrixUtils.inverse(RealMatrix matrix)
Computes the inverse of the given matrix.
|
static RealMatrix |
MatrixUtils.inverse(RealMatrix matrix,
double threshold)
Computes the inverse of the given matrix.
|
static boolean |
MatrixUtils.isSymmetric(RealMatrix matrix,
double eps)
Checks whether a matrix is symmetric.
|
RealMatrix |
Array2DRowRealMatrix.kroneckerProduct(RealMatrix b)
Kronecker product of the current matrix and the parameter matrix.
|
static RealMatrix |
MatrixUtils.matrixExponential(RealMatrix rm)
Computes the
matrix exponential of the given matrix.
|
RealMatrix |
OpenMapRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
BlockRealMatrix |
BlockRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
RealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m . |
RealMatrix |
OpenMapRealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
BlockRealMatrix |
BlockRealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
DiagonalMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
default RealMatrix |
RealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
Array2DRowRealMatrix.multiplyTransposed(RealMatrix m)
Returns the result of postmultiplying
this by m^T . |
RealMatrix |
AbstractRealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying
this by m . |
RealMatrix |
RealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying
this by m . |
static void |
MatrixUtils.serializeRealMatrix(RealMatrix matrix,
ObjectOutputStream oos)
Serialize a
RealMatrix . |
void |
BlockRealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified
column of this matrix to the entries
of the specified column matrix . |
void |
AbstractRealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified
column of this matrix to the entries
of the specified column matrix . |
void |
RealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified
column of this matrix to the entries
of the specified column matrix . |
void |
BlockRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified
row of this matrix to the entries of
the specified row matrix . |
void |
AbstractRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified
row of this matrix to the entries of
the specified row matrix . |
void |
RealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified
row of this matrix to the entries of
the specified row matrix . |
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.
|
static void |
MatrixUtils.solveLowerTriangularSystem(RealMatrix rm,
RealVector b)
Solve a system of composed of a Lower Triangular Matrix
RealMatrix . |
static void |
MatrixUtils.solveUpperTriangularSystem(RealMatrix rm,
RealVector b)
Solver a system composed of an Upper Triangular Matrix
RealMatrix . |
OpenMapRealMatrix |
OpenMapRealMatrix.subtract(RealMatrix m)
Returns
this minus m . |
BlockRealMatrix |
BlockRealMatrix.subtract(RealMatrix m)
Returns
this minus m . |
RealMatrix |
AbstractRealMatrix.subtract(RealMatrix m)
Returns
this minus m . |
RealMatrix |
RealMatrix.subtract(RealMatrix m)
Returns
this minus m . |
RealMatrix |
OpenMapRealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
BlockRealMatrix |
BlockRealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
RealMatrix |
DiagonalMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
default RealMatrix |
RealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
RealMatrix |
Array2DRowRealMatrix.transposeMultiply(RealMatrix m)
Returns the result of postmultiplying
this^T by m . |
Constructor and Description |
---|
CholeskyDecomposition(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.
|
CholeskyDecomposition(RealMatrix matrix,
double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Calculates the Cholesky decomposition of the given matrix.
|
ComplexEigenDecomposition(RealMatrix matrix)
Constructor for decomposition.
|
ComplexEigenDecomposition(RealMatrix matrix,
double eigenVectorsEquality,
double epsilon,
double epsilonAVVDCheck)
Constructor for decomposition.
|
EigenDecomposition(RealMatrix matrix)
Calculates the eigen decomposition of the given real matrix.
|
EigenDecomposition(RealMatrix matrix,
double epsilon)
Calculates the eigen decomposition of the given real matrix.
|
HessenbergTransformer(RealMatrix matrix)
Build the transformation to Hessenberg form of a general matrix.
|
LUDecomposition(RealMatrix matrix)
Calculates the LU-decomposition of the given matrix.
|
LUDecomposition(RealMatrix matrix,
double singularityThreshold)
Calculates the LU-decomposition of the given matrix.
|
OrderedComplexEigenDecomposition(RealMatrix matrix)
Constructor for the decomposition.
|
OrderedComplexEigenDecomposition(RealMatrix matrix,
double eigenVectorsEquality,
double epsilon,
double epsilonAVVDCheck)
Constructor for decomposition.
|
OrderedEigenDecomposition(RealMatrix matrix)
Constructor using the EigenDecomposition as starting point for ordering.
|
QRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix.
|
QRDecomposition(RealMatrix matrix,
double threshold)
Calculates the QR-decomposition of the given matrix.
|
RectangularCholeskyDecomposition(RealMatrix matrix)
Decompose a symmetric positive semidefinite matrix.
|
RectangularCholeskyDecomposition(RealMatrix matrix,
double small)
Decompose a symmetric positive semidefinite matrix.
|
RiccatiEquationSolverImpl(RealMatrix A,
RealMatrix B,
RealMatrix Q,
RealMatrix R)
Constructor of the solver.
|
RRQRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix.
|
RRQRDecomposition(RealMatrix matrix,
double threshold)
Calculates the QR-decomposition of the given matrix.
|
SchurTransformer(RealMatrix matrix)
Build the transformation to Schur form of a general real matrix.
|
SemiDefinitePositiveCholeskyDecomposition(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.
|
SemiDefinitePositiveCholeskyDecomposition(RealMatrix matrix,
double positivityThreshold)
Calculates the Cholesky decomposition of the given matrix.
|
SingularValueDecomposition(RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
CorrelatedRandomVectorGenerator.getRootMatrix()
Get the root of the covariance matrix.
|
Constructor and Description |
---|
CorrelatedRandomVectorGenerator(double[] mean,
RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Builds a correlated random vector generator from its mean
vector and covariance matrix.
|
CorrelatedRandomVectorGenerator(RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Builds a null mean random correlated vector generator from its
covariance matrix.
|
Modifier and Type | Method and Description |
---|---|
RealVector[] |
UnscentedTransformProvider.unscentedTransform(RealVector state,
RealMatrix covariance)
Perform the unscented transform from a state and its covariance.
|
RealVector[] |
AbstractUnscentedTransform.unscentedTransform(RealVector state,
RealMatrix covariance)
Perform the unscented transform from a state and its covariance.
|
Copyright © 2016-2022 CS GROUP. All rights reserved.