| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
Frame.getTransformJacobian(Frame to,
AbsoluteDate date)
Compute the Jacobian from current frame to target frame at provided date.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
MultivariateNormalDistribution.getCovariances()
Gets the covariance matrix.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
DefaultProcessModel.getControlMatrix()
Returns the control matrix.
|
RealMatrix |
ProcessModel.getControlMatrix()
Returns the control matrix.
|
RealMatrix |
KalmanFilter.getErrorCovarianceMatrix()
Returns a copy of the current error covariance matrix.
|
RealMatrix |
DefaultProcessModel.getInitialErrorCovariance()
Returns the initial error covariance matrix.
|
RealMatrix |
ProcessModel.getInitialErrorCovariance()
Returns the initial error covariance matrix.
|
RealMatrix |
MeasurementModel.getMeasurementMatrix()
Returns the measurement matrix.
|
RealMatrix |
DefaultMeasurementModel.getMeasurementMatrix()
Returns the measurement matrix.
|
RealMatrix |
MeasurementModel.getMeasurementNoise()
Returns the measurement noise matrix.
|
RealMatrix |
DefaultMeasurementModel.getMeasurementNoise()
Returns the measurement noise matrix.
|
RealMatrix |
DefaultProcessModel.getProcessNoise()
Returns the process noise matrix.
|
RealMatrix |
ProcessModel.getProcessNoise()
Returns the process noise matrix.
|
RealMatrix |
DefaultProcessModel.getStateTransitionMatrix()
Returns the state transition matrix.
|
RealMatrix |
ProcessModel.getStateTransitionMatrix()
Returns the state transition matrix.
|
| Constructor and Description |
|---|
DefaultMeasurementModel(RealMatrix measMatrix,
RealMatrix measNoise)
Create a new
MeasurementModel, taking RealMatrix objects
as input parameters for the respective measurement matrix and noise. |
DefaultProcessModel(RealMatrix stateTransition,
RealMatrix control,
RealMatrix processNoise,
RealVector initialStateEstimate,
RealMatrix initialErrorCovariance)
Create a new
ProcessModel, taking double arrays as input parameters. |
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
Matrix3D.getRealMatrix() |
| Constructor and Description |
|---|
Matrix3D(RealMatrix matrix)
Constructor
Creates a Matrix3D with a RealMatrix. |
| Modifier and Type | Interface and Description |
|---|---|
interface |
SymmetricMatrix
Interface for symmetric matrices.
|
interface |
SymmetricPositiveMatrix
Interface for symmetric positive semi-definite matrices.
|
| 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 |
ArrayRowSymmetricMatrix
Symmetric matrix defined by its lower triangular part.
|
class |
BlockRealMatrix
Cache-friendly implementation of RealMatrix using a flat arrays to store
square blocks of the matrix.
|
class |
DecomposedSymmetricPositiveMatrix
Stores a symmetric positive semi-definite matrix as A = B×BT.
|
class |
DiagonalMatrix
Implementation of a diagonal matrix.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
DecomposedSymmetricPositiveMatrix.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. |
RealMatrix |
DiagonalMatrix.add(RealMatrix m)
Returns the sum of
this and m. |
RealMatrix |
ArrayRowSymmetricMatrix.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.
|
RealMatrix |
AbstractRealMatrix.concatenateDiagonally(RealMatrix matrix,
boolean lowerRightMatrix)
Concatenate
this and matrix vertically. |
RealMatrix |
RealMatrix.concatenateDiagonally(RealMatrix matrix,
boolean lowerRightMatrix)
Concatenate
this and matrix vertically. |
RealMatrix |
AbstractRealMatrix.concatenateHorizontally(RealMatrix matrix)
Concatenate
this and matrix horizontally. |
RealMatrix |
RealMatrix.concatenateHorizontally(RealMatrix matrix)
Concatenate
this and matrix horizontally. |
RealMatrix |
AbstractRealMatrix.concatenateHorizontally(RealMatrix matrix,
boolean rightMatrix)
Concatenate
this and matrix horizontally. |
RealMatrix |
RealMatrix.concatenateHorizontally(RealMatrix matrix,
boolean rightMatrix)
Concatenate
this and matrix horizontally. |
static RealMatrix |
MatrixUtils.concatenateHorizontally(RealMatrix left,
RealMatrix right)
Concatenates two matrices horizontally.
|
RealMatrix |
AbstractRealMatrix.concatenateVertically(RealMatrix matrix)
Concatenate
this and matrix vertically. |
RealMatrix |
RealMatrix.concatenateVertically(RealMatrix matrix)
Concatenate
this and matrix vertically. |
RealMatrix |
AbstractRealMatrix.concatenateVertically(RealMatrix matrix,
boolean lowerMatrix)
Concatenate
this and matrix vertically. |
RealMatrix |
RealMatrix.concatenateVertically(RealMatrix matrix,
boolean lowerMatrix)
Concatenate
this and matrix vertically. |
static RealMatrix |
MatrixUtils.concatenateVertically(RealMatrix upper,
RealMatrix lower)
Concatenates two matrices vertically.
|
RealMatrix |
Array2DRowRealMatrix.copy()
Returns a (deep) copy of this.
|
abstract RealMatrix |
AbstractRealMatrix.copy()
Returns a (deep) copy of this.
|
RealMatrix |
RealMatrix.copy()
Returns a (deep) copy of this.
|
static RealMatrix |
MatrixUtils.createColumnRealMatrix(double[] columnData)
Creates a column
RealMatrix using the data from the input
array. |
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.
|
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 |
RealMatrix.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.createRealIdentityMatrix(int dimension,
boolean returnDiagonalMatrix)
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(double[][] data,
boolean forceCopyArray)
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 |
DecomposedSymmetricPositiveMatrix.getB()
Gets the matrix B of the decomposition A = B×BT of this matrix.
|
RealMatrix |
DecomposedSymmetricPositiveMatrix.getBT()
Gets the matrix BT of the decomposition A = B×BT of this
matrix.
|
RealMatrix |
DecomposedSymmetricPositiveMatrix.getColumnMatrix(int column)
Get the entries at the given column index as a column matrix.
|
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 |
DiagonalMatrix.getColumnMatrix(int column)
Get the entries at the given column index as a column matrix.
|
RealMatrix |
ArrayRowSymmetricMatrix.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 |
UDDecomposition.getD()
Returns the matrix D of the decomposition.
|
RealMatrix |
EigenDecomposition.getD()
Gets the block diagonal matrix D of the decomposition.
|
RealMatrix |
UDDecompositionImpl.getD()
get the D matrix
|
RealMatrix |
QRDecomposition.getH()
Returns the Householder reflector vectors.
|
RealMatrix |
DecompositionSolver.getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix.
|
RealMatrix |
AbstractRealMatrix.getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix using the default decomposition.
|
RealMatrix |
RealMatrix.getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix using the default decomposition.
|
RealMatrix |
AbstractRealMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse (or pseudo-inverse) matrix computed with the given decomposition algorithm.
|
RealMatrix |
RealMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse (or pseudo-inverse) matrix computed with the given decomposition algorithm.
|
RealMatrix |
LUDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecomposition.getLT()
Returns the transpose of the matrix L of the decomposition.
|
RealMatrix |
LUDecomposition.getP()
Returns the P rows permutation matrix.
|
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 |
QRDecomposition.getR(boolean compactForm)
Returns the matrix R of the decomposition in its compact form (n × n) or in its full form
(m × n).
|
RealMatrix |
DecomposedSymmetricPositiveMatrix.getResizedB()
Gets the matrix B after reducing or extending it to match this matrix's dimensions.
|
RealMatrix |
DecomposedSymmetricPositiveMatrix.getResizedBT()
Gets the matrix BT after reducing or extending it to match this matrix's
dimensions.
|
RealMatrix |
RectangularCholeskyDecomposition.getRootMatrix()
Get the root of the covariance matrix.
|
RealMatrix |
DecomposedSymmetricPositiveMatrix.getRowMatrix(int row)
Get the entries at the given row index as a row 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 |
DiagonalMatrix.getRowMatrix(int row)
Get the entries at the given row index as a row matrix.
|
RealMatrix |
ArrayRowSymmetricMatrix.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 |
DecomposedSymmetricPositiveMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
Array2DRowRealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
AbstractRealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
RealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
DiagonalMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
ArrayRowSymmetricMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
DecomposedSymmetricPositiveMatrix.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 |
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 |
DiagonalMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
ArrayRowSymmetricMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
UDDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
LUDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
UDDecompositionImpl.getU()
Get the U matrix
|
RealMatrix |
UDDecomposition.getUT()
Returns the transpose of the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getUT()
Returns the transpose of the matrix U of the decomposition.
|
RealMatrix |
UDDecompositionImpl.getUT()
get the UT matrix
|
RealMatrix |
SingularValueDecomposition.getV()
Returns the matrix V of the decomposition.
|
RealMatrix |
EigenDecomposition.getV()
Gets the matrix V of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getVT()
Returns the transpose of the matrix V of the decomposition.
|
RealMatrix |
EigenDecomposition.getVT()
Gets the transpose of the matrix V of the decomposition.
|
RealMatrix |
AbstractRealMatrix.multiply(DiagonalMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (independently from the
toTranspose parameter value as we use diagonal matrix). |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m. |
RealMatrix |
Array2DRowRealMatrix.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 |
RealMatrix.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 |
BlockRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m. |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
RealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
BlockRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
RealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
BlockRealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(SymmetricMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (independently from the
toTranspose parameter value as we use diagonal matrix). |
static RealMatrix |
MatrixUtils.multiplyByTranspose(double alpha,
RealMatrix matrixL,
RealMatrix matrixR)
Multiplies the matrix L by RT and by a scalar factor α.
|
static RealMatrix |
MatrixUtils.multiplyByTranspose(RealMatrix matrixL,
RealMatrix matrixR)
Multiplies the matrix L by RT.
|
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. |
static RealMatrix |
MatrixUtils.resize(RealMatrix matrix,
int rowDim,
int colDim)
Resizes the provided matrix to a NxM matrix.
|
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 |
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 |
DecomposedSymmetricPositiveMatrix.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 |
DiagonalMatrix.subtract(RealMatrix m)
Returns
this minus m. |
RealMatrix |
ArrayRowSymmetricMatrix.subtract(RealMatrix m)
Returns
this minus m. |
RealMatrix |
Array2DRowRealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
AbstractRealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
RealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
AbstractRealMatrix.transpose(boolean forceCopy)
Returns the transpose of this matrix.
|
RealMatrix |
RealMatrix.transpose(boolean forceCopy)
Returns the transpose of this matrix.
|
| Modifier and Type | Method and Description |
|---|---|
static Function<RealMatrix,Decomposition> |
SingularValueDecomposition.decompositionBuilder()
Builder for decomposition.
|
static Function<RealMatrix,Decomposition> |
QRDecomposition.decompositionBuilder(double thresholdIn)
Builder for decomposition.
|
static Function<RealMatrix,Decomposition> |
EigenDecomposition.decompositionBuilder(double relativeSymmetryThreshold)
Builder for decomposition.
|
static Function<RealMatrix,Decomposition> |
LUDecomposition.decompositionBuilder(double singularityThreshold)
Builder for decomposition.
|
static Function<RealMatrix,Decomposition> |
UDDecompositionImpl.decompositionBuilder(double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Builder for decomposition.
|
static Function<RealMatrix,Decomposition> |
CholeskyDecomposition.decompositionBuilder(double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Builder for decomposition.
|
Function<RealMatrix,Decomposition> |
AbstractRealMatrix.getDefaultDecomposition()
Returns default decomposition builder (used by #
getInverse() method). |
Function<RealMatrix,Decomposition> |
RealMatrix.getDefaultDecomposition()
Returns default decomposition builder (used by #
getInverse() method). |
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
DecomposedSymmetricPositiveMatrix.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. |
RealMatrix |
DiagonalMatrix.add(RealMatrix m)
Returns the sum of
this and m. |
BlockRealMatrix |
BlockRealMatrix.add(RealMatrix m)
Returns the sum of
this and m. |
RealMatrix |
ArrayRowSymmetricMatrix.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.
|
static void |
MatrixUtils.checkSymmetric(RealMatrix matrix,
double eps)
Checks whether a matrix is symmetric.
|
static void |
MatrixUtils.checkSymmetry(RealMatrix matrix,
double absTol,
double relTol)
Check if the matrix is symmetric.
|
RealMatrix |
AbstractRealMatrix.concatenateDiagonally(RealMatrix matrix,
boolean lowerRightMatrix)
Concatenate
this and matrix vertically. |
RealMatrix |
RealMatrix.concatenateDiagonally(RealMatrix matrix,
boolean lowerRightMatrix)
Concatenate
this and matrix vertically. |
RealMatrix |
AbstractRealMatrix.concatenateHorizontally(RealMatrix matrix)
Concatenate
this and matrix horizontally. |
RealMatrix |
RealMatrix.concatenateHorizontally(RealMatrix matrix)
Concatenate
this and matrix horizontally. |
RealMatrix |
AbstractRealMatrix.concatenateHorizontally(RealMatrix matrix,
boolean rightMatrix)
Concatenate
this and matrix horizontally. |
RealMatrix |
RealMatrix.concatenateHorizontally(RealMatrix matrix,
boolean rightMatrix)
Concatenate
this and matrix horizontally. |
static RealMatrix |
MatrixUtils.concatenateHorizontally(RealMatrix left,
RealMatrix right)
Concatenates two matrices horizontally.
|
RealMatrix |
AbstractRealMatrix.concatenateVertically(RealMatrix matrix)
Concatenate
this and matrix vertically. |
RealMatrix |
RealMatrix.concatenateVertically(RealMatrix matrix)
Concatenate
this and matrix vertically. |
RealMatrix |
AbstractRealMatrix.concatenateVertically(RealMatrix matrix,
boolean lowerMatrix)
Concatenate
this and matrix vertically. |
RealMatrix |
RealMatrix.concatenateVertically(RealMatrix matrix,
boolean lowerMatrix)
Concatenate
this and matrix vertically. |
static RealMatrix |
MatrixUtils.concatenateVertically(RealMatrix upper,
RealMatrix lower)
Concatenates two matrices vertically.
|
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. |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m. |
RealMatrix |
Array2DRowRealMatrix.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 |
RealMatrix.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 |
BlockRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying
this by m. |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
RealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
BlockRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
toTranspose = false)
or this × mT (if toTranspose = true) |
RealMatrix |
DecomposedSymmetricPositiveMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
RealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
RealMatrix |
BlockRealMatrix.multiply(RealMatrix m,
boolean toTranspose,
double d)
Returns the result of postmultiplying d × this × m (if
toTranspose = false
) or d × this × mT (if toTranspose = true) |
static RealMatrix |
MatrixUtils.multiplyByTranspose(double alpha,
RealMatrix matrixL,
RealMatrix matrixR)
Multiplies the matrix L by RT and by a scalar factor α.
|
static RealMatrix |
MatrixUtils.multiplyByTranspose(RealMatrix matrixL,
RealMatrix matrixR)
Multiplies the matrix L by RT.
|
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. |
DecomposedSymmetricPositiveMatrix |
DecomposedSymmetricPositiveMatrix.quadraticMultiplication(RealMatrix m)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M is the provided matrix.
|
SymmetricMatrix |
SymmetricMatrix.quadraticMultiplication(RealMatrix m)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M is the provided matrix.
|
SymmetricPositiveMatrix |
SymmetricPositiveMatrix.quadraticMultiplication(RealMatrix m)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M is the provided matrix.
|
SymmetricMatrix |
DiagonalMatrix.quadraticMultiplication(RealMatrix m)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M is the provided matrix.
|
ArrayRowSymmetricMatrix |
ArrayRowSymmetricMatrix.quadraticMultiplication(RealMatrix m)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M is the provided matrix.
|
DecomposedSymmetricPositiveMatrix |
DecomposedSymmetricPositiveMatrix.quadraticMultiplication(RealMatrix m,
boolean toTranspose)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M or MT is the provided matrix.
|
SymmetricMatrix |
SymmetricMatrix.quadraticMultiplication(RealMatrix m,
boolean toTranspose)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M or MT is the provided matrix.
|
SymmetricPositiveMatrix |
SymmetricPositiveMatrix.quadraticMultiplication(RealMatrix m,
boolean toTranspose)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M or MT is the provided matrix.
|
SymmetricMatrix |
DiagonalMatrix.quadraticMultiplication(RealMatrix m,
boolean toTranspose)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M or MT is the provided matrix.
|
ArrayRowSymmetricMatrix |
ArrayRowSymmetricMatrix.quadraticMultiplication(RealMatrix m,
boolean toTranspose)
Gets the result of the quadratic multiplication M×S×MT, where S is
this matrix and M or MT is the provided matrix.
|
static RealMatrix |
MatrixUtils.resize(RealMatrix matrix,
int rowDim,
int colDim)
Resizes the provided matrix to a NxM matrix.
|
static void |
MatrixUtils.serializeRealMatrix(RealMatrix matrix,
ObjectOutputStream oos)
Serialize a
RealMatrix. |
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.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified
column of this matrix to the entries
of the specified column 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. |
void |
BlockRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified
row of this matrix to the entries of
the specified row matrix. |
void |
ArrayRowSymmetricMatrix.setSubMatrix(RealMatrix subMatrix,
int row,
int column)
Method setSubMatrix using a RealMatrix for subMatrix instead of an array
|
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. |
RealMatrix |
DecomposedSymmetricPositiveMatrix.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 |
DiagonalMatrix.subtract(RealMatrix m)
Returns
this minus m. |
BlockRealMatrix |
BlockRealMatrix.subtract(RealMatrix m)
Returns
this minus m. |
RealMatrix |
ArrayRowSymmetricMatrix.subtract(RealMatrix m)
Returns
this minus m. |
| Modifier and Type | Method and Description |
|---|---|
DecomposedSymmetricPositiveMatrix |
DecomposedSymmetricPositiveMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse of the decomposed matrix given as input.
|
RealMatrix |
AbstractRealMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse (or pseudo-inverse) matrix computed with the given decomposition algorithm.
|
SymmetricMatrix |
SymmetricMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse matrix computed with the given decomposition algorithm.
|
RealMatrix |
RealMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse (or pseudo-inverse) matrix computed with the given decomposition algorithm.
|
SymmetricPositiveMatrix |
SymmetricPositiveMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse matrix computed with the given decomposition algorithm.
|
DiagonalMatrix |
DiagonalMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Optimized method for
DiagonalMatrix matrix. |
ArrayRowSymmetricMatrix |
ArrayRowSymmetricMatrix.getInverse(Function<RealMatrix,Decomposition> decompositionBuilder)
Get the inverse (or pseudo-inverse) matrix computed with the given decomposition algorithm.
|
void |
AbstractRealMatrix.setDefaultDecomposition(Function<RealMatrix,Decomposition> defaultDecompositionBuilder)
Sets the default decomposition builder which will be used by the
getInverse() method to
compute the matrix inverse. |
void |
RealMatrix.setDefaultDecomposition(Function<RealMatrix,Decomposition> defaultDecompositionBuilder)
Sets the default decomposition builder which will be used by the
getInverse() method to
compute the matrix inverse. |
| Constructor and Description |
|---|
ArrayRowSymmetricMatrix(ArrayRowSymmetricMatrix.SymmetryType symmetryType,
RealMatrix matrix)
Builds a new
ArrayRowSymmetricMatrix from the provided matrix, using the default
symmetry thresholds. |
ArrayRowSymmetricMatrix(ArrayRowSymmetricMatrix.SymmetryType symmetryType,
RealMatrix matrix,
Double absoluteSymmetryThreshold,
Double relativeSymmetryThreshold)
Builds a new
ArrayRowSymmetricMatrix from the provided matrix, using the specified
symmetry thresholds. |
CholeskyDecomposition(RealMatrix matrix)
Calling this constructor is equivalent to call
CholeskyDecomposition.CholeskyDecomposition(RealMatrix, double, double) with
the thresholds set to the default values CholeskyDecomposition.DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and
CholeskyDecomposition.DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD
The decomposition is directly computed on the input matrix. |
CholeskyDecomposition(RealMatrix matrix,
double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Constructor used to set the relative & absolute thresholds.
|
DecomposedSymmetricPositiveMatrix(RealMatrix matrixBTran)
Builds a new
SymmetricPositiveMatrix by specifying a matrix
BT which satisfies A = B×BT. |
EigenDecomposition(RealMatrix matrix)
Calculates the eigen decomposition of the given real matrix.
|
EigenDecomposition(RealMatrix matrix,
double relativeSymmetryThreshold)
Calculates the eigen decomposition of the given real matrix.
|
LUDecomposition(RealMatrix matrix)
Simple constructor.
|
LUDecomposition(RealMatrix matrix,
double singularityThreshold)
Constructor used to set the singularity threshold.
|
QRDecomposition(RealMatrix matrix)
Simple constructor.
|
QRDecomposition(RealMatrix matrix,
double thresholdIn)
Constructor used to set the singularity threshold.
|
RectangularCholeskyDecomposition(RealMatrix matrix)
Decompose a symmetric positive semidefinite matrix.
|
RectangularCholeskyDecomposition(RealMatrix matrix,
double small)
Decompose a symmetric positive semidefinite matrix.
|
SingularValueDecomposition(RealMatrix matrix)
Simple constructor.
|
UDDecompositionImpl(RealMatrix matrix)
Calling this constructor is equivalent to call
UDDecompositionImpl.UDDecompositionImpl(RealMatrix, double, double) with the
thresholds set to the default values UDDecompositionImpl.DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and
UDDecompositionImpl.DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD. |
UDDecompositionImpl(RealMatrix matrix,
double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Constructor used to set the relative & absolute thresholds.
|
| Modifier and Type | Method and Description |
|---|---|
static RealMatrix |
AlgebraUtils.add(RealMatrix a,
RealMatrix b,
double beta)
Returns C = A + beta * B (linear combination).
|
static RealMatrix |
AlgebraUtils.composeMatrix(RealMatrix[][] parts)
Constructs a block matrix made from the given parts.
|
static RealMatrix |
AlgebraUtils.diagonal(RealVector vector)
Constructs a new diagonal matrix whose diagonal elements are the elements
of vector.
|
static RealMatrix |
AlgebraUtils.diagonalMatrixMult(RealMatrix a,
RealVector diagonalU)
Return A.diagonalU with diagonalU diagonal.
|
static RealMatrix |
AlgebraUtils.diagonalMatrixMult(RealVector diagonalU,
RealMatrix a)
Return diagonalU.A with diagonalU diagonal.
|
static RealMatrix |
AlgebraUtils.diagonalMatrixMult(RealVector diagonalU,
RealMatrix a,
RealVector diagonalV)
Return diagonalU.A.diagonalV with diagonalU and diagonalV diagonal.
|
static RealMatrix |
AlgebraUtils.fillSubdiagonalSymmetricMatrix(RealMatrix s)
Given a symm matrix S that stores just its subdiagonal elements,
reconstructs the full symmetric matrix.
|
RealMatrix |
CholeskyFactorization.getInverse()
Compute the inverse of the matrix.
|
RealMatrix |
CholeskyFactorization.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
CholeskyFactorization.getLT()
Returns the transpose of the matrix L of the decomposition.
|
RealMatrix |
CholeskyFactorization.solve(RealMatrix b)
Solver for system AX = b.
|
static RealMatrix |
AlgebraUtils.subdiagonalMultiply(RealMatrix a,
RealMatrix b)
Return the sub-diagonal result of the multiplication.
|
| Modifier and Type | Method and Description |
|---|---|
static RealMatrix |
AlgebraUtils.add(RealMatrix a,
RealMatrix b,
double beta)
Returns C = A + beta * B (linear combination).
|
static void |
AlgebraUtils.checkRectangularShape(RealMatrix[][] array)
Checks whether the given array is rectangular, that is, whether all rows
have the same number of columns.
|
boolean |
MatrixRescaler.checkScaling(RealMatrix aOriginal,
RealVector u,
RealVector v)
Check if the scaling algorithm returned proper results.
|
boolean |
Matrix1NornRescaler.checkScaling(RealMatrix aOriginal,
RealVector u,
RealVector v)
Check if the scaling algorithm returned proper results.
|
static RealMatrix |
AlgebraUtils.composeMatrix(RealMatrix[][] parts)
Constructs a block matrix made from the given parts.
|
static RealMatrix |
AlgebraUtils.diagonalMatrixMult(RealMatrix a,
RealVector diagonalU)
Return A.diagonalU with diagonalU diagonal.
|
static RealMatrix |
AlgebraUtils.diagonalMatrixMult(RealVector diagonalU,
RealMatrix a)
Return diagonalU.A with diagonalU diagonal.
|
static RealMatrix |
AlgebraUtils.diagonalMatrixMult(RealVector diagonalU,
RealMatrix a,
RealVector diagonalV)
Return diagonalU.A.diagonalV with diagonalU and diagonalV diagonal.
|
static RealMatrix |
AlgebraUtils.fillSubdiagonalSymmetricMatrix(RealMatrix s)
Given a symm matrix S that stores just its subdiagonal elements,
reconstructs the full symmetric matrix.
|
static double[] |
AlgebraUtils.getConditionNumberRange(RealMatrix a,
int p)
Returns a lower and an upper bound for the condition number
kp(A) = Norm[A, p] / Norm[A^-1, p] where Norm[A, p] = sup ( Norm[A.x, p]/Norm[x, p] , x ! |
RealVector[] |
MatrixRescaler.getMatrixScalingFactors(RealMatrix a)
Calculates the R and T scaling factors (matrices) for a generic matrix A so that A'(=scaled
A) = R.A.T
|
RealVector[] |
Matrix1NornRescaler.getMatrixScalingFactors(RealMatrix a)
Scaling factors for not singular matrices.
|
RealVector |
MatrixRescaler.getMatrixScalingFactorsSymm(RealMatrix a)
Calculates the R and T scaling factors (matrices) for a symmetric matrix A so that A'(=scaled
A) = R.A.T
|
RealVector |
Matrix1NornRescaler.getMatrixScalingFactorsSymm(RealMatrix a)
Scaling factors for symmetric (not singular) matrices.
|
static double |
Matrix1NornRescaler.getRowInfinityNorm(RealMatrix aSymm,
int r) |
RealMatrix |
CholeskyFactorization.solve(RealMatrix b)
Solver for system AX = b.
|
static RealMatrix |
AlgebraUtils.subdiagonalMultiply(RealMatrix a,
RealMatrix b)
Return the sub-diagonal result of the multiplication.
|
static RealVector |
AlgebraUtils.zMult(RealMatrix matA,
RealVector a,
RealVector b,
double beta)
Returns v = A.a + beta*b.
|
static RealVector |
AlgebraUtils.zMultTranspose(RealMatrix matA,
RealVector a,
RealVector b,
double beta)
Returns v = A[T].a + beta*b.
|
| Constructor and Description |
|---|
CholeskyFactorization(RealMatrix matQ)
Constructor defining matrix Q, and null rescaler (to avoid rescaling)
|
CholeskyFactorization(RealMatrix matQ,
MatrixRescaler res)
Constructor defining matrix Q and rescaler
|
| Modifier and Type | Field and Description |
|---|---|
protected RealMatrix |
QuadraticMultivariateRealFunction.p
Quadratic factor.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
OptimizationRequest.getA()
Get the equalities constraints matrix
|
protected RealMatrix |
OptimizationRequestHandler.getA()
Get the equalities constraints matrix
|
protected RealMatrix |
OptimizationRequestHandler.getAT()
Get the equalities constraints matrix transposed
|
protected RealMatrix |
AbstractLPOptimizationRequestHandler.getG()
Get the linear inequalities constraints matrix
|
RealMatrix |
LPOptimizationRequest.getG()
Get the linear inequalities constraints matrix
|
protected RealMatrix |
BarrierMethod.getGradFi(RealVector x)
Use the barrier function instead.
|
protected RealMatrix |
LPPrimalDualMethod.getGradFi(RealVector x)
Inequality functions gradients values at X.
|
protected RealMatrix |
OptimizationRequestHandler.getGradFi(RealVector vecX)
Inequality functions gradients values at X.
|
protected RealMatrix |
LPPrimalDualMethod.getHessF0(RealVector x)
Objective function hessian at X.
|
protected RealMatrix |
OptimizationRequestHandler.getHessF0(RealVector x)
Objective function hessian at X.
|
RealMatrix[] |
BarrierMethod.getHessFi(RealVector x)
Use the barrier function instead.
|
RealMatrix[] |
LPPrimalDualMethod.getHessFi(RealVector x)
Inequality functions hessians values at X.
|
protected RealMatrix[] |
OptimizationRequestHandler.getHessFi(RealVector vecX)
Inequality functions hessians values at X.
|
RealMatrix |
LPPresolver.getPresolvedA()
Get the presolved matrix A
|
RealMatrix |
LPStandardConverter.getStandardA()
Get the final equalities constraints coefficients
|
protected RealMatrix |
LPPrimalDualMethod.gradLSum(RealVector l,
RealVector fiX)
Return the H matrix (that is diagonal).
|
| Modifier and Type | Method and Description |
|---|---|
protected RealVector |
OptimizationRequestHandler.findEqFeasiblePoint(RealMatrix aMatrix,
RealVector bVector)
Find a solution of the linear (equalities) system A.x = b.
|
protected RealVector |
OptimizationRequestHandler.findEqFeasiblePoint2(RealMatrix aMatrix,
RealVector bVector)
Find a solution of the linear (equalities) system A.x = b.
|
void |
LPPresolver.presolve(RealVector originalC,
RealMatrix originalA,
RealVector originalB,
RealVector originalLB,
RealVector originalUB)
Presolve
|
void |
OptimizationRequest.setA(RealMatrix a)
Set the equalities constraints matrix
|
void |
LPOptimizationRequest.setG(RealMatrix matG)
Set the linear inequalities constraints matrix
|
void |
LPStandardConverter.toStandardForm(RealVector originalC,
RealMatrix originalG,
RealVector originalH,
RealMatrix originalA,
RealVector originalB,
RealVector originalLB,
RealVector originalUB)
Transforms the problem from a general form to the (quasi) standard LP form.
|
| Modifier and Type | Field and Description |
|---|---|
protected RealMatrix |
AbstractKKTSolver.matA
Matrix A
|
protected RealMatrix |
AbstractKKTSolver.matAT
Transpose A matrix
|
protected RealMatrix |
AbstractKKTSolver.matH
Matrix H
|
| Modifier and Type | Method and Description |
|---|---|
void |
AbstractKKTSolver.setAMatrix(RealMatrix aMatrix)
Set the A matrix
|
void |
AbstractKKTSolver.setHMatrix(RealMatrix hMatrix)
Set the H matrix
|
| Modifier and Type | Method and Description |
|---|---|
static RealMatrix |
Utils.randomValuesMatrix(int rows,
int cols,
double min,
double max,
Long seed)
Returns matrix filled with random values.
|
static RealMatrix |
Utils.randomValuesPositiveMatrix(int rows,
int cols,
double min,
double max,
Long seed)
Returns matrix filled with random positive values.
|
| Modifier and Type | Method and Description |
|---|---|
static double |
Utils.calculateScaledResidual(RealMatrix a,
RealMatrix x,
RealMatrix b)
Calculate the scaled residual
||Ax-b||_oo/( ||A||_oo . |
static double |
Utils.calculateScaledResidual(RealMatrix a,
RealVector x,
RealVector b)
Calculate the scaled residual
||Ax-b||_oo/( ||A||_oo . |
| Constructor and Description |
|---|
LeastSquaresConverter(MultivariateVectorFunction functionIn,
double[] observationsIn,
RealMatrix scaleIn)
Builds a simple converter for correlated residuals with the
specified weights.
|
| Modifier and Type | Method and Description |
|---|---|
List<RealMatrix> |
CMAESOptimizer.getStatisticsDHistory() |
List<RealMatrix> |
CMAESOptimizer.getStatisticsMeanHistory() |
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
Weight.getWeight()
Gets the initial guess.
|
RealMatrix |
MultivariateVectorOptimizer.getWeight()
Gets the weight matrix of the observations.
|
| Constructor and Description |
|---|
Weight(RealMatrix weight) |
| Modifier and Type | Method and Description |
|---|---|
protected RealMatrix |
AbstractLeastSquaresOptimizer.computeWeightedJacobian(double[] params)
Computes the weighted Jacobian matrix.
|
RealMatrix |
AbstractLeastSquaresOptimizer.getWeightSquareRoot()
Gets the square-root of the weight matrix.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
CorrelatedRandomVectorGenerator.getRootMatrix()
Get the root of the covariance matrix.
|
RealMatrix |
UniformlyCorrelatedRandomVectorGenerator.getRootMatrix()
Get the root of the correlation matrix.
|
| Constructor and Description |
|---|
CorrelatedRandomVectorGenerator(double[] meanIn,
RealMatrix covariance,
double small,
NormalizedRandomGenerator generatorIn)
Builds a correlated random vector generator from its mean
vector and covariance matrix.
|
CorrelatedRandomVectorGenerator(RealMatrix covariance,
double small,
NormalizedRandomGenerator generatorIn)
Builds a null mean random correlated vector generator from its
covariance matrix.
|
UniformlyCorrelatedRandomVectorGenerator(double[] aMean,
RealMatrix covariance,
double small,
NormalizedRandomGenerator aGenerator)
Builds a correlated random vector generator from its mean vector and covariance matrix.
|
UniformlyCorrelatedRandomVectorGenerator(RealMatrix covariance,
double small,
NormalizedRandomGenerator aGenerator)
Builds a null mean random correlated vector generator from its covariance matrix.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(double[][] data)
Computes the correlation matrix for the columns of the
input rectangular array.
|
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(double[][] matrix)
Computes the Spearman's rank correlation matrix for the columns of the
input rectangular array.
|
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the
input matrix.
|
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the
input matrix.
|
protected RealMatrix |
Covariance.computeCovarianceMatrix(double[][] data)
Create a covariance matrix from a rectangular array whose columns represent
covariates.
|
protected RealMatrix |
Covariance.computeCovarianceMatrix(double[][] data,
boolean biasCorrected)
Compute a covariance matrix from a rectangular array whose columns represent
covariates.
|
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent
covariates.
|
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix,
boolean biasCorrected)
Compute a covariance matrix from a matrix whose columns represent
covariates.
|
RealMatrix |
PearsonsCorrelation.covarianceToCorrelation(RealMatrix covarianceMatrix)
Derives a correlation matrix from a covariance matrix.
|
RealMatrix |
PearsonsCorrelation.getCorrelationMatrix()
Returns the correlation matrix
|
RealMatrix |
SpearmansCorrelation.getCorrelationMatrix()
Calculate the Spearman Rank Correlation Matrix.
|
RealMatrix |
PearsonsCorrelation.getCorrelationPValues()
Returns a matrix of p-values associated with the (two-sided) null
hypothesis that the corresponding correlation coefficient is zero.
|
RealMatrix |
PearsonsCorrelation.getCorrelationStandardErrors()
Returns a matrix of standard errors associated with the estimates
in the correlation matrix.
|
RealMatrix |
Covariance.getCovarianceMatrix()
Returns the covariance matrix
|
RealMatrix |
StorelessCovariance.getCovarianceMatrix()
Returns the covariance matrix
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the
input matrix.
|
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the
input matrix.
|
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent
covariates.
|
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix,
boolean biasCorrected)
Compute a covariance matrix from a matrix whose columns represent
covariates.
|
RealMatrix |
PearsonsCorrelation.covarianceToCorrelation(RealMatrix covarianceMatrix)
Derives a correlation matrix from a covariance matrix.
|
| Constructor and Description |
|---|
Covariance(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns
represent covariates.
|
Covariance(RealMatrix matrix,
boolean biasCorrected)
Create a covariance matrix from a matrix whose columns
represent covariates.
|
PearsonsCorrelation(RealMatrix matrix)
Create a PearsonsCorrelation from a RealMatrix whose columns
represent variables to be correlated.
|
PearsonsCorrelation(RealMatrix covarianceMatrix,
int numberOfObservations)
Create a PearsonsCorrelation from a covariance matrix.
|
SpearmansCorrelation(RealMatrix dataMatrix)
Create a SpearmansCorrelation from the given data matrix.
|
SpearmansCorrelation(RealMatrix dataMatrix,
RankingAlgorithm rankingAlgorithmIn)
Create a SpearmansCorrelation with the given input data matrix
and ranking algorithm.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
StatisticalMultivariateSummary.getCovariance()
Returns the covariance of the available values.
|
RealMatrix |
SynchronizedMultivariateSummaryStatistics.getCovariance()
Returns the covariance matrix of the values that have been added.
|
RealMatrix |
MultivariateSummaryStatistics.getCovariance()
Returns the covariance matrix of the values that have been added.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
VectorialCovariance.getResult()
Get the covariance matrix.
|
| Modifier and Type | Method and Description |
|---|---|
protected RealMatrix |
GLSMultipleLinearRegression.calculateBetaVariance()
Calculates the variance on the beta.
|
protected RealMatrix |
OLSMultipleLinearRegression.calculateBetaVariance()
Calculates the variance-covariance matrix of the regression parameters.
|
protected abstract RealMatrix |
AbstractMultipleLinearRegression.calculateBetaVariance()
Calculates the beta variance of multiple linear regression in matrix
notation.
|
RealMatrix |
OLSMultipleLinearRegression.calculateHat()
Compute the "hat" matrix.
|
protected RealMatrix |
GLSMultipleLinearRegression.getOmegaInverse()
Get the inverse of the covariance.
|
protected RealMatrix |
AbstractMultipleLinearRegression.getX() |
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
Orbit.getJacobian(double dt,
Frame initFrame,
Frame destFrame,
OrbitType initOrbitType,
OrbitType destOrbitType,
PositionAngle initAngleType,
PositionAngle destAngleType)
Computes the Jacobian of the transformation between the specified frames, orbit types and
position angle types with respect to this orbit and specified time shift.
|
RealMatrix |
Orbit.getJacobian(Frame initFrame,
Frame destFrame,
OrbitType initOrbitType,
OrbitType destOrbitType,
PositionAngle initAngleType,
PositionAngle destAngleType)
Computes the Jacobian of the transformation between the specified frames, orbit types and
position angle types with respect to this orbit.
|
RealMatrix |
Orbit.getJacobian(OrbitType numerator,
OrbitType denominator)
Get coordinate conversion jacobian.
|
RealMatrix |
Orbit.getJacobian(OrbitType numerator,
OrbitType denominator,
PositionAngle positionAngle)
Get coordinate conversion jacobian.
|
RealMatrix |
Orbit.getKeplerianTransitionMatrix(double dt)
Get keplerian transition matrix.
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| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
J2SecularPropagator.getTransitionMatrix(AbsoluteDate date)
Compute transition matrix for given date.
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| Modifier and Type | Method and Description |
|---|---|
static RealMatrix |
CovarianceInterpolation.createDiagonalMatrix(int dim,
double coef)
Creates a diagonal square matrix of dimension dim equals to coef * identity (dim)
|
RealMatrix |
CovarianceInterpolation.getFirstCovarianceMatrix() |
RealMatrix |
CovarianceInterpolation.getSecondCovarianceMatrix() |
RealMatrix |
CovarianceInterpolation.interpolate(AbsoluteDate t)
Computes the interpolation of a covariance matrix based on its two surrounding covariance matrices which define
the interpolation interval allowed.
|
| Modifier and Type | Method and Description |
|---|---|
void |
CovarianceInterpolation.setFirstCovarianceMatrix(RealMatrix covMatrix,
AbsoluteDate t)
Allows to change the CovarianceMatrix standing for the lower bound of the
interpolation interval, associated with t1.
|
void |
CovarianceInterpolation.setSecondCovarianceMatrix(RealMatrix covMatrix,
AbsoluteDate t)
Allows to change the CovarianceMatrix standing for the upper bound of the
interpolation interval, associated with t2.
|
| Constructor and Description |
|---|
CovarianceInterpolation(AbsoluteDate t1In,
RealMatrix matrix1,
AbsoluteDate t2In,
RealMatrix matrix2,
int order,
Orbit orbitSatellite,
double muValue)
Constructor of the class CovarianceInterpolation
|
OrbitCovariance(AbsoluteDate covDate,
Frame refFrame,
OrbitType coordType,
RealMatrix covMat)
Simple constructor
|
OrbitCovariance(Orbit orbit,
OrbitType coordType,
RealMatrix covMat)
Simple constructor.
|
OrbitCovariance(Orbit orbit,
RealMatrix covMat)
Simple constructor.
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