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,
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,
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.
|
RealMatrix |
RealMatrix.getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix.
|
RealMatrix |
AbstractRealMatrix.getInverse(Decomposition decomposition)
Get the inverse (or pseudo-inverse) matrix computed with the given decomposition algorithm.
|
RealMatrix |
RealMatrix.getInverse(Decomposition decomposition)
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 |
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 |
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
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
RealMatrix.multiply(RealMatrix m,
boolean isTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
BlockRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = 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 |
AbstractRealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
RealMatrix.transpose()
Returns the transpose of this 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 . |
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,
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,
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.
|
void |
QRDecomposition.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
void |
SingularValueDecomposition.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
void |
EigenDecomposition.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
void |
LUDecomposition.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
void |
Decomposition.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
void |
UDDecompositionImpl.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
void |
CholeskyDecomposition.decompose(RealMatrix matrix)
Run the decomposition process on the input matrix.
|
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
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
RealMatrix.multiply(RealMatrix m,
boolean isTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = true ) |
RealMatrix |
BlockRealMatrix.multiply(RealMatrix m,
boolean toTranspose)
Returns the result of postmultiplying this × m (if
isTranspose = false )
or this × mT (if isTranspose = 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 isTranspose)
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 isTranspose)
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 isTranspose)
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 isTranspose)
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 isTranspose)
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 . |
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 matrixB,
boolean isTranspose)
Builds a new
SymmetricPositiveMatrix by specifying a matrix B, or 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(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.
|
Modifier and Type | Method and Description |
---|---|
static boolean |
Orbit.isPositiveDefinite(RealMatrix matrix,
double small)
Test the positivity of a matrix.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
J2SecularPropagator.getTransitionMatrix(AbsoluteDate date)
Compute transition matrix for given date.
|
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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