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  /external/apache-commons-math/src/main/java/org/apache/commons/math/linear/
QRDecomposition.java 46 RealMatrix getR();
53 RealMatrix getQ();
60 RealMatrix getQT();
69 RealMatrix getH();
SingularValueDecomposition.java 61 RealMatrix getU();
69 RealMatrix getUT();
77 RealMatrix getS();
93 RealMatrix getV();
101 RealMatrix getVT();
114 RealMatrix getCovariance(double minSingularValue) throws IllegalArgumentException;
LUDecomposition.java 53 RealMatrix getL();
60 RealMatrix getU();
71 RealMatrix getP();
CholeskyDecomposition.java 50 RealMatrix getL();
57 RealMatrix getLT();
SparseRealMatrix.java 21 * Marker interface for {@link RealMatrix} implementations that require sparse backing storage
27 public interface SparseRealMatrix extends RealMatrix {
DecompositionSolver.java 68 RealMatrix solve(final RealMatrix b)
81 RealMatrix getInverse()
EigenDecomposition.java 55 RealMatrix getV();
66 RealMatrix getD();
77 RealMatrix getVT();
RealMatrix.java 31 public interface RealMatrix extends AnyMatrix {
34 * Create a new RealMatrix of the same type as the instance with the supplied
43 RealMatrix createMatrix(final int rowDimension, final int columnDimension);
50 RealMatrix copy();
59 RealMatrix add(RealMatrix m) throws IllegalArgumentException;
68 RealMatrix subtract(RealMatrix m) throws IllegalArgumentException;
76 RealMatrix scalarAdd(double d);
84 RealMatrix scalarMultiply(double d)
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SingularValueDecompositionImpl.java 53 private RealMatrix cachedU;
56 private RealMatrix cachedUt;
59 private RealMatrix cachedS;
62 private RealMatrix cachedV;
65 private RealMatrix cachedVt;
76 public SingularValueDecompositionImpl(final RealMatrix matrix)
157 public RealMatrix getU() throws InvalidMatrixException {
164 public RealMatrix getUT() throws InvalidMatrixException {
176 public RealMatrix getS() throws InvalidMatrixException {
193 public RealMatrix getV() throws InvalidMatrixException
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QRDecompositionImpl.java 57 private RealMatrix cachedQ;
60 private RealMatrix cachedQT;
63 private RealMatrix cachedR;
66 private RealMatrix cachedH;
72 public QRDecompositionImpl(RealMatrix matrix) {
149 public RealMatrix getR() {
174 public RealMatrix getQ() {
182 public RealMatrix getQT() {
226 public RealMatrix getH() {
359 public RealMatrix solve(RealMatrix b
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AbstractRealMatrix.java 27 * Basic implementation of RealMatrix methods regardless of the underlying storage.
34 public abstract class AbstractRealMatrix implements RealMatrix {
51 * Create a new RealMatrix with the supplied row and column dimensions.
71 public abstract RealMatrix createMatrix(final int rowDimension, final int columnDimension)
75 public abstract RealMatrix copy();
78 public RealMatrix add(RealMatrix m) throws IllegalArgumentException {
85 final RealMatrix out = createMatrix(rowCount, columnCount);
97 public RealMatrix subtract(final RealMatrix m) throws IllegalArgumentException
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CholeskyDecompositionImpl.java 50 private RealMatrix cachedL;
53 private RealMatrix cachedLT;
59 * #CholeskyDecompositionImpl(RealMatrix, double, double)} with the
69 * @see #CholeskyDecompositionImpl(RealMatrix, double, double)
73 public CholeskyDecompositionImpl(final RealMatrix matrix)
91 * @see #CholeskyDecompositionImpl(RealMatrix)
95 public CholeskyDecompositionImpl(final RealMatrix matrix,
156 public RealMatrix getL() {
164 public RealMatrix getLT() {
299 public RealMatrix solve(RealMatrix b
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LUDecompositionImpl.java 54 private RealMatrix cachedL;
57 private RealMatrix cachedU;
60 private RealMatrix cachedP;
67 public LUDecompositionImpl(RealMatrix matrix)
79 public LUDecompositionImpl(RealMatrix matrix, double singularityThreshold)
165 public RealMatrix getL() {
181 public RealMatrix getU() {
196 public RealMatrix getP() {
359 public RealMatrix solve(RealMatrix b
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TriDiagonalTransformer.java 52 private RealMatrix cachedQ;
55 private RealMatrix cachedQt;
58 private RealMatrix cachedT;
67 public TriDiagonalTransformer(RealMatrix matrix)
91 public RealMatrix getQ() {
103 public RealMatrix getQT() {
147 public RealMatrix getT() {
EigenDecompositionImpl.java 41 * When called with a {@link RealMatrix} argument, this implementation only uses
81 private RealMatrix cachedV;
84 private RealMatrix cachedD;
87 private RealMatrix cachedVt;
97 public EigenDecompositionImpl(final RealMatrix matrix,final double splitTolerance)
141 private boolean isSymmetric(final RealMatrix matrix) {
159 public RealMatrix getV() throws InvalidMatrixException {
174 public RealMatrix getD() throws InvalidMatrixException {
183 public RealMatrix getVT() throws InvalidMatrixException {
370 public RealMatrix solve(final RealMatrix b
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  /external/apache-commons-math/src/main/java/org/apache/commons/math/stat/regression/
GLSMultipleLinearRegression.java 20 import org.apache.commons.math.linear.RealMatrix;
46 private RealMatrix Omega;
49 private RealMatrix OmegaInverse;
79 protected RealMatrix getOmegaInverse() {
95 RealMatrix OI = getOmegaInverse();
96 RealMatrix XT = X.transpose();
97 RealMatrix XTOIX = XT.multiply(OI).multiply(X);
98 RealMatrix inverse = new LUDecompositionImpl(XTOIX).getSolver().getInverse();
110 protected RealMatrix calculateBetaVariance() {
111 RealMatrix OI = getOmegaInverse()
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OLSMultipleLinearRegression.java 23 import org.apache.commons.math.linear.RealMatrix;
100 public RealMatrix calculateHat() {
102 RealMatrix Q = qr.getQ();
226 protected RealMatrix calculateBetaVariance() {
228 RealMatrix Raug = qr.getR().getSubMatrix(0, p - 1 , 0, p - 1);
229 RealMatrix Rinv = new LUDecompositionImpl(Raug).getSolver().getInverse();
  /external/apache-commons-math/src/main/java/org/apache/commons/math/stat/descriptive/
StatisticalMultivariateSummary.java 19 import org.apache.commons.math.linear.RealMatrix;
49 RealMatrix getCovariance();
SynchronizedMultivariateSummaryStatistics.java 20 import org.apache.commons.math.linear.RealMatrix;
120 public synchronized RealMatrix getCovariance() {
  /external/apache-commons-math/src/main/java/org/apache/commons/math/stat/correlation/
SpearmansCorrelation.java 23 import org.apache.commons.math.linear.RealMatrix;
43 private final RealMatrix data;
59 public SpearmansCorrelation(final RealMatrix dataMatrix, final RankingAlgorithm rankingAlgorithm) {
72 public SpearmansCorrelation(final RealMatrix dataMatrix) {
90 public RealMatrix getCorrelationMatrix() {
117 public RealMatrix computeCorrelationMatrix(RealMatrix matrix) {
118 RealMatrix matrixCopy = matrix.copy();
131 public RealMatrix computeCorrelationMatrix(double[][] matrix) {
167 private void rankTransform(RealMatrix matrix)
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Covariance.java 21 import org.apache.commons.math.linear.RealMatrix;
29 * <p>The constructors that take <code>RealMatrix</code> or
49 private final RealMatrix covarianceMatrix;
114 public Covariance(RealMatrix matrix, boolean biasCorrected) {
130 public Covariance(RealMatrix matrix) {
139 public RealMatrix getCovarianceMatrix() {
160 protected RealMatrix computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected) {
163 RealMatrix outMatrix = new BlockRealMatrix(dimension, dimension);
182 protected RealMatrix computeCovarianceMatrix(RealMatrix matrix)
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PearsonsCorrelation.java 26 import org.apache.commons.math.linear.RealMatrix;
35 * <p>The constructors that take <code>RealMatrix</code> or
49 private final RealMatrix correlationMatrix;
76 * Create a PearsonsCorrelation from a RealMatrix whose columns
81 public PearsonsCorrelation(RealMatrix matrix) {
96 RealMatrix covarianceMatrix = covariance.getCovarianceMatrix();
112 public PearsonsCorrelation(RealMatrix covarianceMatrix, int numberOfObservations) {
123 public RealMatrix getCorrelationMatrix() {
139 public RealMatrix getCorrelationStandardErrors() {
164 public RealMatrix getCorrelationPValues() throws MathException
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  /external/apache-commons-math/src/main/java/org/apache/commons/math/random/
CorrelatedRandomVectorGenerator.java 23 import org.apache.commons.math.linear.RealMatrix;
76 private RealMatrix root;
98 RealMatrix covariance, double small,
126 public CorrelatedRandomVectorGenerator(RealMatrix covariance, double small,
156 public RealMatrix getRootMatrix() {
188 private void decompose(RealMatrix covariance, double small)
  /external/apache-commons-math/src/main/java/org/apache/commons/math/optimization/
LeastSquaresConverter.java 25 import org.apache.commons.math.linear.RealMatrix;
70 private final RealMatrix scale;
146 final double[] observations, final RealMatrix scale)
  /external/apache-commons-math/src/main/java/org/apache/commons/math/stat/descriptive/moment/
VectorialCovariance.java 24 import org.apache.commons.math.linear.RealMatrix;
83 public RealMatrix getResult() {
86 RealMatrix result = MatrixUtils.createRealMatrix(dimension, dimension);

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