Modifier and Type | Method and Description |
---|---|
double |
Covariance.getMahalanobisDistance(RealVector point)
Gets the Mahalanobis distance of a point with respect to this covariance matrix, assuming its
mean value is zero.
|
double |
Covariance.getMahalanobisDistance(RealVector point,
RealVector mean)
Gets the Mahalanobis distance of a point with respect to this covariance matrix.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
ProcessModel.getInitialStateEstimate()
Returns the initial state estimation vector.
|
RealVector |
DefaultProcessModel.getInitialStateEstimate()
Returns the initial state estimation vector.
|
RealVector |
KalmanFilter.getStateEstimationVector()
Returns a copy of the current state estimation vector.
|
Modifier and Type | Method and Description |
---|---|
void |
KalmanFilter.correct(RealVector z)
Correct the current state estimate with an actual measurement.
|
void |
KalmanFilter.predict(RealVector u)
Predict the internal state estimation one time step ahead.
|
Constructor and Description |
---|
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 |
---|---|
RealVector |
Vector.getRealVector()
Get a RealVector with identical data.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
Vector1D.getRealVector()
Get a RealVector with identical data.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
Vector3D.getRealVector()
Get a RealVector with identical data.
|
Constructor and Description |
---|
Vector3D(RealVector vector)
From a RealVector constructor
Build a vector from a RealVector object.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
Vector2D.getRealVector()
Get a RealVector with identical data.
|
Modifier and Type | Class and Description |
---|---|
class |
ArrayRealVector
This class implements the
RealVector interface with a double array. |
Modifier and Type | Method and Description |
---|---|
RealVector |
RealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
ArrayRealVector.append(double v)
Construct a new vector by appending a double to this vector.
|
abstract RealVector |
RealVector.append(double d)
Construct a new vector by appending a double to this vector.
|
RealVector |
ArrayRealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
abstract RealVector |
RealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
RealVector |
RealVector.combine(double a,
double b,
RealVector y)
Returns a new vector representing
a * this + b * y , the linear
combination of this and y . |
RealVector |
RealVector.combineToSelf(double a,
double b,
RealVector y)
Updates
this with the linear combination of this and y . |
abstract RealVector |
RealVector.copy()
Returns a (deep) copy of this vector.
|
static RealVector |
MatrixUtils.createRealVector(double[] data)
Creates a
RealVector using the data from the input array. |
static RealVector |
MatrixUtils.deserializeRealVector(ObjectInputStream ois)
Deserialize a
RealVector field in a class. |
abstract RealVector |
RealVector.ebeDivide(RealVector v)
Element-by-element division.
|
abstract RealVector |
RealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
RealVector |
RealMatrix.getColumnVector(int column)
Gets the entries of a given column as a vector.
|
RealVector |
DiagonalMatrix.getColumnVector(int column)
Gets the entries of a given column as a vector.
|
RealVector |
AbstractRealMatrix.getColumnVector(int column)
Gets the entries of a given column as a vector.
|
RealVector |
BlockRealMatrix.getColumnVector(int column)
Gets the entries of a given column as a vector.
|
RealVector |
EigenDecomposition.getEigenvector(int i)
Gets a copy of the ith eigenvector of the original matrix.
|
RealVector |
DefaultIterativeLinearSolverEvent.getResidual()
Returns the residual.
|
RealVector |
IterativeLinearSolverEvent.getResidual()
Returns the residual.
|
RealVector |
DefaultIterativeLinearSolverEvent.getRightHandSideVector()
Returns the current right-hand side of the linear system to be solved.
|
abstract RealVector |
IterativeLinearSolverEvent.getRightHandSideVector()
Returns the current right-hand side of the linear system to be solved.
|
RealVector |
RealMatrix.getRowVector(int row)
Gets the entries of a given row as a vector.
|
RealVector |
DiagonalMatrix.getRowVector(int row)
Gets the entries of a given row as a vector.
|
RealVector |
AbstractRealMatrix.getRowVector(int row)
Gets the entries of a given row as a vector.
|
RealVector |
BlockRealMatrix.getRowVector(int row)
Gets the entries of a given row as a vector.
|
RealVector |
DefaultIterativeLinearSolverEvent.getSolution()
Returns the current estimate of the solution to the linear system to be
solved.
|
abstract RealVector |
IterativeLinearSolverEvent.getSolution()
Returns the current estimate of the solution to the linear system to be
solved.
|
RealVector |
ArrayRealVector.getSubVector(int index,
int n)
Get a subvector from consecutive elements.
|
abstract RealVector |
RealVector.getSubVector(int index,
int n)
Get a subvector from consecutive elements.
|
RealVector |
RealVector.map(UnivariateFunction function)
Acts as if implemented as:
|
RealVector |
RealVector.mapAdd(double d)
Add a value to each entry.
|
RealVector |
ArrayRealVector.mapAddToSelf(double d)
Add a value to each entry.
|
RealVector |
RealVector.mapAddToSelf(double d)
Add a value to each entry.
|
RealVector |
RealVector.mapDivide(double d)
Divide each entry by the argument.
|
RealVector |
ArrayRealVector.mapDivideToSelf(double d)
Divide each entry by the argument.
|
RealVector |
RealVector.mapDivideToSelf(double d)
Divide each entry by the argument.
|
RealVector |
RealVector.mapMultiply(double d)
Multiply each entry by the argument.
|
RealVector |
ArrayRealVector.mapMultiplyToSelf(double d)
Multiply each entry.
|
RealVector |
RealVector.mapMultiplyToSelf(double d)
Multiply each entry.
|
RealVector |
RealVector.mapSubtract(double d)
Subtract a value from each entry.
|
RealVector |
ArrayRealVector.mapSubtractToSelf(double d)
Subtract a value from each entry.
|
RealVector |
RealVector.mapSubtractToSelf(double d)
Subtract a value from each entry.
|
RealVector |
RealVector.mapToSelf(UnivariateFunction function)
Acts as if it is implemented as:
|
abstract RealVector |
RealLinearOperator.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
RealVector |
RealMatrix.operate(RealVector v)
Returns the result of postmultiplying this matrix by the vector
v . |
RealVector |
JacobiPreconditioner.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
RealVector |
DiagonalMatrix.operate(RealVector v)
Returns the result of multiplying
this by the vector x . |
RealVector |
AbstractRealMatrix.operate(RealVector v)
Returns the result of multiplying
this by the vector x . |
RealVector |
RealLinearOperator.operateTranspose(RealVector x)
Returns the result of multiplying the transpose of
this operator
by the vector x (optional operation). |
RealVector |
RealMatrix.preMultiply(RealVector v)
Returns the result of premultiplying this matrix by the vector
v . |
RealVector |
DiagonalMatrix.preMultiply(RealVector v)
Returns the result of premultiplying this matrix by the vector
v . |
RealVector |
AbstractRealMatrix.preMultiply(RealVector v)
Returns the result of premultiplying this matrix by the vector
v . |
RealVector |
RealVector.projection(RealVector v)
Find the orthogonal projection of this vector onto another vector.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
boolean goodb,
double shift)
Returns the solution to the system (A - shift · I) · x = b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
DecompositionSolver.solve(RealVector b)
Solve the linear equation A × X = B for matrices A.
|
abstract RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
ConjugateGradient.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
abstract RealVector |
IterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
RealVector.subtract(RealVector v)
Subtract
v from this vector. |
RealVector |
RealVector.unitVector()
Creates a unit vector pointing in the direction of this vector.
|
static RealVector |
RealVector.unmodifiableRealVector(RealVector v)
Returns an unmodifiable view of the specified vector.
|
Modifier and Type | Method and Description |
---|---|
ArrayRealVector |
ArrayRealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
RealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
ArrayRealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
abstract RealVector |
RealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
protected static void |
PreconditionedIterativeLinearSolver.checkParameters(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Performs all dimension checks on the parameters of
solve and
solveInPlace ,
and throws an exception if one of the checks fails. |
protected static void |
IterativeLinearSolver.checkParameters(RealLinearOperator a,
RealVector b,
RealVector x0)
Performs all dimension checks on the parameters of
solve and solveInPlace ,
and throws an exception if one of the checks fails. |
protected void |
ArrayRealVector.checkVectorDimensions(RealVector v)
Check if instance and specified vectors have the same dimension.
|
protected void |
RealVector.checkVectorDimensions(RealVector v)
Check if instance and specified vectors have the same dimension.
|
ArrayRealVector |
ArrayRealVector.combine(double a,
double b,
RealVector y)
Returns a new vector representing
a * this + b * y , the linear
combination of this and y . |
RealVector |
RealVector.combine(double a,
double b,
RealVector y)
Returns a new vector representing
a * this + b * y , the linear
combination of this and y . |
ArrayRealVector |
ArrayRealVector.combineToSelf(double a,
double b,
RealVector y)
Updates
this with the linear combination of this and y . |
RealVector |
RealVector.combineToSelf(double a,
double b,
RealVector y)
Updates
this with the linear combination of this and y . |
double |
RealVector.cosine(RealVector v)
Computes the cosine of the angle between this vector and the
argument.
|
double |
ArrayRealVector.dotProduct(RealVector v)
Compute the dot product of this vector with
v . |
double |
RealVector.dotProduct(RealVector v)
Compute the dot product of this vector with
v . |
ArrayRealVector |
ArrayRealVector.ebeDivide(RealVector v)
Element-by-element division.
|
abstract RealVector |
RealVector.ebeDivide(RealVector v)
Element-by-element division.
|
ArrayRealVector |
ArrayRealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
abstract RealVector |
RealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
String |
RealVectorFormat.format(RealVector v)
This method calls
RealVectorFormat.format(RealVector,StringBuffer,FieldPosition) . |
StringBuffer |
RealVectorFormat.format(RealVector vector,
StringBuffer toAppendTo,
FieldPosition pos)
Formats a
RealVector object to produce a string. |
double |
ArrayRealVector.getDistance(RealVector v)
Distance between two vectors.
|
double |
RealVector.getDistance(RealVector v)
Distance between two vectors.
|
double |
ArrayRealVector.getL1Distance(RealVector v)
Distance between two vectors.
|
double |
RealVector.getL1Distance(RealVector v)
Distance between two vectors.
|
double |
ArrayRealVector.getLInfDistance(RealVector v)
Distance between two vectors.
|
double |
RealVector.getLInfDistance(RealVector v)
Distance between two vectors.
|
abstract RealVector |
RealLinearOperator.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
RealVector |
RealMatrix.operate(RealVector v)
Returns the result of postmultiplying this matrix by the vector
v . |
RealVector |
JacobiPreconditioner.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
RealVector |
DiagonalMatrix.operate(RealVector v)
Returns the result of multiplying
this by the vector x . |
RealVector |
AbstractRealMatrix.operate(RealVector v)
Returns the result of multiplying
this by the vector x . |
RealVector |
RealLinearOperator.operateTranspose(RealVector x)
Returns the result of multiplying the transpose of
this operator
by the vector x (optional operation). |
RealMatrix |
ArrayRealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
RealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealVector |
RealMatrix.preMultiply(RealVector v)
Returns the result of premultiplying this matrix by the vector
v . |
RealVector |
DiagonalMatrix.preMultiply(RealVector v)
Returns the result of premultiplying this matrix by the vector
v . |
RealVector |
AbstractRealMatrix.preMultiply(RealVector v)
Returns the result of premultiplying this matrix by the vector
v . |
RealVector |
RealVector.projection(RealVector v)
Find the orthogonal projection of this vector onto another vector.
|
static void |
MatrixUtils.serializeRealVector(RealVector vector,
ObjectOutputStream oos)
Serialize a
RealVector . |
void |
DecomposedSymmetricPositiveMatrix.setColumnVector(int column,
RealVector vector)
Replaces the entries of a given column with the entries of the specified vector.
|
void |
RealMatrix.setColumnVector(int column,
RealVector vector)
Replaces the entries of a given column with the entries of the specified vector.
|
void |
AbstractRealMatrix.setColumnVector(int column,
RealVector vector)
Replaces the entries of a given column with the entries of the specified vector.
|
void |
BlockRealMatrix.setColumnVector(int column,
RealVector vector)
Replaces the entries of a given column with the entries of the specified vector.
|
void |
ArrayRowSymmetricPositiveMatrix.setColumnVector(int column,
RealVector vector)
Replaces the entries of a given column with the entries of the specified vector.
|
void |
DecomposedSymmetricPositiveMatrix.setRowVector(int row,
RealVector vector)
Replaces the entries of a given row with the entries of the specified vector.
|
void |
RealMatrix.setRowVector(int row,
RealVector vector)
Replaces the entries of a given row with the entries of the specified vector.
|
void |
AbstractRealMatrix.setRowVector(int row,
RealVector vector)
Replaces the entries of a given row with the entries of the specified vector.
|
void |
BlockRealMatrix.setRowVector(int row,
RealVector vector)
Replaces the entries of a given row with the entries of the specified vector.
|
void |
ArrayRowSymmetricPositiveMatrix.setRowVector(int row,
RealVector vector)
Replaces the entries of a given row with the entries of the specified vector.
|
void |
ArrayRealVector.setSubVector(int index,
RealVector v)
Set a sequence of consecutive elements.
|
abstract void |
RealVector.setSubVector(int index,
RealVector v)
Set a sequence of consecutive elements.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
boolean goodb,
double shift)
Returns the solution to the system (A - shift · I) · x = b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
DecompositionSolver.solve(RealVector b)
Solve the linear equation A × X = B for matrices A.
|
abstract RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
ConjugateGradient.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
abstract RealVector |
IterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
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 . |
ArrayRealVector |
ArrayRealVector.subtract(RealVector v)
Subtract
v from this vector. |
RealVector |
RealVector.subtract(RealVector v)
Subtract
v from this vector. |
static RealVector |
RealVector.unmodifiableRealVector(RealVector v)
Returns an unmodifiable view of the specified vector.
|
Constructor and Description |
---|
ArrayRealVector(ArrayRealVector v1,
RealVector v2)
Construct a vector by appending one vector to another vector.
|
ArrayRealVector(RealVector v)
Construct a vector from another vector, using a deep copy.
|
ArrayRealVector(RealVector v1,
ArrayRealVector v2)
Construct a vector by appending one vector to another vector.
|
DefaultIterativeLinearSolverEvent(Object source,
int iterations,
RealVector xIn,
RealVector bIn,
double rnormIn)
Creates a new instance of this class.
|
DefaultIterativeLinearSolverEvent(Object source,
int iterations,
RealVector xIn,
RealVector bIn,
RealVector rIn,
double rnormIn)
Creates a new instance of this class.
|
Modifier and Type | Method and Description |
---|---|
static RealVector |
AlgebraUtils.add(RealVector v1,
RealVector v2,
double c)
Returns v = v1 + c * v2 (linear combination).
|
static RealVector |
AlgebraUtils.diagonalMatrixMult(RealVector diagonalM,
RealVector vector)
Matrix-vector multiplication with diagonal matrix.
|
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 RealVector |
AlgebraUtils.randomValuesVector(int dim,
double min,
double max,
Long seed)
Return a vector with random values
|
static RealVector |
AlgebraUtils.replaceValues(RealVector v,
double oldValue,
double newValue)
Return a new array with all the occurrences of oldValue replaced by
newValue.
|
RealVector |
CholeskyFactorization.solve(RealVector b)
Solver for system AX = b.
|
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.
|
Modifier and Type | Method and Description |
---|---|
static RealVector |
AlgebraUtils.add(RealVector v1,
RealVector v2,
double c)
Returns v = v1 + c * v2 (linear combination).
|
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.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 RealVector |
AlgebraUtils.diagonalMatrixMult(RealVector diagonalM,
RealVector vector)
Matrix-vector multiplication with diagonal matrix.
|
static RealVector |
AlgebraUtils.replaceValues(RealVector v,
double oldValue,
double newValue)
Return a new array with all the occurrences of oldValue replaced by
newValue.
|
RealVector |
CholeskyFactorization.solve(RealVector b)
Solver for system AX = b.
|
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.
|
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.
|
RealVector |
BasicPhaseIPDM.findFeasibleInitialPoint()
Find a feasible initial point
|
RealVector |
BasicPhaseILPPDM.findFeasibleInitialPoint()
Find a feasible initial point
|
protected RealVector |
OptimizationRequestHandler.getB()
Get the equalities constraints vector
|
RealVector |
OptimizationRequest.getB()
Get the equalities constraints vector
|
RealVector |
LPOptimizationRequest.getC()
Get the linear objective function
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getC()
Get the linear objective function
|
protected RealVector |
OptimizationRequestHandler.getFi(RealVector vecX)
Inequality functions values at X.
|
protected RealVector |
BarrierMethod.getFi(RealVector x)
Use the barrier function instead.
|
protected RealVector |
LPPrimalDualMethod.getFi(RealVector x)
Inequality functions values at X.
|
protected RealVector |
OptimizationRequestHandler.getGradF0(RealVector x)
Objective function gradient at X.
|
protected RealVector |
LPPrimalDualMethod.getGradF0(RealVector x)
Objective function gradient at X.
|
RealVector |
LPOptimizationRequest.getH()
Get the linear inequalities constraints coefficients
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getH()
Get the linear inequalities constraints coefficients
|
protected RealVector |
OptimizationRequestHandler.getInitialLagrangian()
Get the initial Lagrangian
|
RealVector |
OptimizationRequest.getInitialLagrangian()
Get a starting point for the Lagrangian multipliers
|
protected RealVector |
OptimizationRequestHandler.getInitialPoint()
Get the initial point
|
RealVector |
OptimizationRequest.getInitialPoint()
Get the feasible starting point for the minimum search
|
RealVector |
LPOptimizationRequest.getLb()
Get the lower bounds
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getLb()
Get the lower bounds
|
protected RealVector |
LPPrimalDualMethod.getLb()
Return the lower bounds for the problem.
|
protected RealVector |
OptimizationRequestHandler.getNotFeasibleInitialPoint()
Get the not feasible initial point
|
RealVector |
OptimizationRequest.getNotFeasibleInitialPoint()
Get a not-feasible starting point for the minimum search
|
RealVector |
LPPresolver.getPresolvedB()
Get the presolved vector B
|
RealVector |
LPPresolver.getPresolvedC()
Get the presolved vector C
|
RealVector |
LPPresolver.getPresolvedLB()
Get the presolved lower bounds vector
|
RealVector |
LPPresolver.getPresolvedUB()
Get the presolved upper bounds vector
|
RealVector |
LPPresolver.getPresolvedYlb()
Get the presolved Y lower bounds vector
|
RealVector |
LPPresolver.getPresolvedYub()
Get the presolved Y upper bounds vector
|
RealVector |
LPPresolver.getPresolvedZlb()
Get the presolved Z lower bounds vector
|
RealVector |
LPPresolver.getPresolvedZub()
Get the presolved Z upper bounds vector
|
RealVector |
LPStandardConverter.getStandardB()
Get the final equalities constraints limits
|
RealVector |
LPStandardConverter.getStandardC()
Get the final objective function
|
RealVector |
LPStandardConverter.getStandardLB()
Get the final lower bounds
This makes sense only if strictlyStandardForm = false (otherwise all lb are 0).
|
RealVector |
LPStandardConverter.getStandardUB()
Get the final upper bounds
This makes sense only if strictlyStandardForm = false (otherwise all ub are unbounded).
|
RealVector |
LPOptimizationRequest.getUb()
Get the upper bounds
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getUb()
Get the upper bounds
|
protected RealVector |
LPPrimalDualMethod.getUb()
Return the upper bounds for the problem.
|
RealVector |
LPOptimizationRequest.getYlb()
Get the Lagrangian lower bounds for linear constraints (A rows)
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getYlb()
Get the Lagrangian lower bounds for linear constraints (A rows)
|
RealVector |
LPOptimizationRequest.getYub()
Get the Lagrangian upper bounds for linear constraints (A rows)
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getYub()
Get the Lagrangian upper bounds for linear constraints (A rows)
|
RealVector |
LPOptimizationRequest.getZlb()
Get the Lagrangian upper bounds for linear bounds
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getZlb()
Get the Lagrangian upper bounds for linear bounds
|
RealVector |
LPOptimizationRequest.getZub()
Get the Lagrangian upper bounds for upper bounds
|
protected RealVector |
AbstractLPOptimizationRequestHandler.getZub()
Get the Lagrangian upper bounds for upper bounds
|
protected RealVector |
LPPrimalDualMethod.gradFiStepX(RealVector stepX)
Computes the term Grad[fi].stepX
|
protected RealVector |
LPPrimalDualMethod.gradSum(double t,
RealVector fiX)
Calculates the second term of the first row of (11.55) "Convex Optimization".
|
protected RealVector |
LPPrimalDualMethod.rDual(RealVector gradF0X,
RealVector l,
RealVector v) |
protected RealVector |
OptimizationRequestHandler.rPri(RealVector x)
rPri := Ax - b
|
protected RealVector |
LPPrimalDualMethod.rPri(RealVector x)
rPri := Ax - b
|
Modifier and Type | Method and Description |
---|---|
protected boolean |
OptimizationRequestHandler.checkCustomExitConditions(RealVector y)
Overriding this, a subclass can define some extra condition for exiting the iteration loop.
|
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.
|
protected double |
OptimizationRequestHandler.getF0(RealVector x)
Objective function value at X.
|
protected double |
LPPrimalDualMethod.getF0(RealVector x)
Objective function value at X.
|
protected RealVector |
OptimizationRequestHandler.getFi(RealVector vecX)
Inequality functions values at X.
|
protected RealVector |
BarrierMethod.getFi(RealVector x)
Use the barrier function instead.
|
protected RealVector |
LPPrimalDualMethod.getFi(RealVector x)
Inequality functions values at X.
|
protected RealVector |
OptimizationRequestHandler.getGradF0(RealVector x)
Objective function gradient at X.
|
protected RealVector |
LPPrimalDualMethod.getGradF0(RealVector x)
Objective function gradient at X.
|
protected RealMatrix |
OptimizationRequestHandler.getGradFi(RealVector vecX)
Inequality functions gradients values at X.
|
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.getHessF0(RealVector x)
Objective function hessian at X.
|
protected RealMatrix |
LPPrimalDualMethod.getHessF0(RealVector x)
Objective function hessian at X.
|
protected RealMatrix[] |
OptimizationRequestHandler.getHessFi(RealVector vecX)
Inequality functions hessians values at X.
|
RealMatrix[] |
BarrierMethod.getHessFi(RealVector x)
Use the barrier function instead.
|
RealMatrix[] |
LPPrimalDualMethod.getHessFi(RealVector x)
Inequality functions hessians values at X.
|
protected RealVector |
LPPrimalDualMethod.gradFiStepX(RealVector stepX)
Computes the term Grad[fi].stepX
|
protected RealMatrix |
LPPrimalDualMethod.gradLSum(RealVector l,
RealVector fiX)
Return the H matrix (that is diagonal).
|
protected RealVector |
LPPrimalDualMethod.gradSum(double t,
RealVector fiX)
Calculates the second term of the first row of (11.55) "Convex Optimization".
|
protected boolean |
OptimizationRequestHandler.isInDomainF0(RealVector x)
Objective function domain.
|
protected boolean |
LPPrimalDualMethod.isInDomainF0(RealVector x)
Objective function domain.
|
void |
LPPresolver.presolve(RealVector originalC,
RealMatrix originalA,
RealVector originalB,
RealVector originalLB,
RealVector originalUB)
Presolve
|
protected RealVector |
LPPrimalDualMethod.rDual(RealVector gradF0X,
RealVector l,
RealVector v) |
protected RealVector |
OptimizationRequestHandler.rPri(RealVector x)
rPri := Ax - b
|
protected RealVector |
LPPrimalDualMethod.rPri(RealVector x)
rPri := Ax - b
|
void |
OptimizationRequest.setB(RealVector vecB)
Set the equalities constraints vector
|
void |
LPOptimizationRequest.setC(RealVector vecC)
Set the linear objective function
|
void |
LPOptimizationRequest.setH(RealVector vecH)
Set the linear inequalities constraints coefficients
|
void |
LPOptimizationRequest.setLb(RealVector lbVector)
Set the lower bounds
|
void |
LPOptimizationRequest.setUb(RealVector uB)
Set the upper bounds
|
void |
LPOptimizationRequest.setYlb(RealVector ylbVector)
Set the Lagrangian lower bounds for linear constraints (A rows)
|
void |
LPOptimizationRequest.setYub(RealVector yubVector)
Set the Lagrangian upper bounds for linear constraints (A rows)
|
void |
LPOptimizationRequest.setZlb(RealVector zlbVector)
Set the Lagrangian upper bounds for linear bounds
|
void |
LPOptimizationRequest.setZub(RealVector zubVector)
Set the Lagrangian upper bounds for upper bounds
|
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 RealVector |
AbstractKKTSolver.g
Vector g
|
protected RealVector |
AbstractKKTSolver.h
Vector h
|
Modifier and Type | Method and Description |
---|---|
RealVector[] |
BasicKKTSolver.solve()
Returns the two vectors v and w.
|
abstract RealVector[] |
AbstractKKTSolver.solve()
Returns two vectors v and w solutions of the KKT system.
|
RealVector[] |
UpperDiagonalHKKTSolver.solve()
Returns the two vectors v and w.
|
RealVector[] |
AugmentedKKTSolver.solve()
Returns the two vectors v and w.
|
protected RealVector[] |
AbstractKKTSolver.solveAugmentedKKT()
Solve the augmented KTT system
|
Modifier and Type | Method and Description |
---|---|
protected boolean |
AbstractKKTSolver.checkKKTSolutionAccuracy(RealVector v,
RealVector w)
Check the solution of the system
KKT.x = b
against the scaled residual
beta < gamma,
where gamma is a parameter chosen by the user and beta is
the scaled residual,
beta = ||KKT.x-b||_oo/( ||KKT||_oo .
|
protected boolean |
UpperDiagonalHKKTSolver.checkKKTSolutionAccuracy(RealVector v,
RealVector w)
Check the solution of the system
KKT.x = b
against the scaled residual
beta < gamma,
where gamma is a parameter chosen by the user and beta is
the scaled residual,
beta = ||KKT.x-b||_oo/( ||KKT||_oo .
|
void |
AbstractKKTSolver.setGVector(RealVector gVector)
Set the g vector
|
void |
AbstractKKTSolver.setHVector(RealVector hVector)
Set the h vector
|
Modifier and Type | Method and Description |
---|---|
static double |
Utils.calculateScaledResidual(RealMatrix a,
RealVector x,
RealVector b)
Calculate the scaled residual
||Ax-b||_oo/( ||A||_oo . |
Modifier and Type | Method and Description |
---|---|
RealVector |
LinearObjectiveFunction.getCoefficients()
Gets the coefficients of the linear equation being optimized.
|
RealVector |
LinearConstraint.getCoefficients()
Gets the coefficients of the constraint (left hand side).
|
Modifier and Type | Method and Description |
---|---|
double |
LinearObjectiveFunction.value(RealVector point)
Computes the value of the linear equation at the current point.
|
Constructor and Description |
---|
LinearConstraint(RealVector lhsCoefficients,
double lhsConstant,
Relationship relationshipIn,
RealVector rhsCoefficients,
double rhsConstant)
Build a constraint involving two linear equations.
|
LinearConstraint(RealVector coefficientsIn,
Relationship relationshipIn,
double valueIn)
Build a constraint involving a single linear equation.
|
LinearObjectiveFunction(RealVector coefficientsIn,
double constantTermIn) |
Modifier and Type | Method and Description |
---|---|
protected abstract RealVector |
AbstractMultipleLinearRegression.calculateBeta()
Calculates the beta of multiple linear regression in matrix notation.
|
protected RealVector |
OLSMultipleLinearRegression.calculateBeta()
Calculates the regression coefficients using OLS.
|
protected RealVector |
GLSMultipleLinearRegression.calculateBeta()
Calculates beta by GLS.
|
protected RealVector |
AbstractMultipleLinearRegression.calculateResiduals()
Calculates the residuals of multiple linear regression in matrix
notation.
|
protected RealVector |
AbstractMultipleLinearRegression.getY() |
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