/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();
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SingularValueDecomposition.java | 61 RealMatrix getU(); 69 RealMatrix getUT(); 77 RealMatrix getS(); 93 RealMatrix getV(); 101 RealMatrix getVT(); 114 RealMatrix getCovariance(double minSingularValue) throws IllegalArgumentException;
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LUDecomposition.java | 53 RealMatrix getL(); 60 RealMatrix getU(); 71 RealMatrix getP();
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CholeskyDecomposition.java | 50 RealMatrix getL(); 57 RealMatrix getLT();
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SparseRealMatrix.java | 21 * Marker interface for {@link RealMatrix} implementations that require sparse backing storage 27 public interface SparseRealMatrix extends RealMatrix {
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DecompositionSolver.java | 68 RealMatrix solve(final RealMatrix b) 81 RealMatrix getInverse()
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EigenDecomposition.java | 55 RealMatrix getV(); 66 RealMatrix getD(); 77 RealMatrix getVT();
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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) [all...] |
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 [all...] |
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 [all...] |
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 [all...] |
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 [all...] |
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 [all...] |
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() {
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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 [all...] |
/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() [all...] |
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();
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/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();
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SynchronizedMultivariateSummaryStatistics.java | 20 import org.apache.commons.math.linear.RealMatrix; 120 public synchronized RealMatrix getCovariance() {
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/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) [all...] |
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) [all...] |
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 [all...] |
/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)
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/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)
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/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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