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Searched refs:RealMatrix (Results 1 – 25 of 43) sorted by relevance

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/external/apache-commons-math/src/main/java/org/apache/commons/math/linear/
DRealMatrix.java31 public interface RealMatrix extends AnyMatrix { interface
43 RealMatrix createMatrix(final int rowDimension, final int columnDimension); in createMatrix()
50 RealMatrix copy(); in copy()
59 RealMatrix add(RealMatrix m) throws IllegalArgumentException; in add()
68 RealMatrix subtract(RealMatrix m) throws IllegalArgumentException; in subtract()
76 RealMatrix scalarAdd(double d); in scalarAdd()
84 RealMatrix scalarMultiply(double d); in scalarMultiply()
94 RealMatrix multiply(RealMatrix m) throws IllegalArgumentException; in multiply()
103 RealMatrix preMultiply(RealMatrix m) throws IllegalArgumentException; in preMultiply()
140 RealMatrix getSubMatrix(int startRow, int endRow, int startColumn, int endColumn) in getSubMatrix()
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DSingularValueDecompositionImpl.java53 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) in SingularValueDecompositionImpl()
157 public RealMatrix getU() throws InvalidMatrixException { in getU()
164 public RealMatrix getUT() throws InvalidMatrixException { in getUT()
176 public RealMatrix getS() throws InvalidMatrixException { in getS()
193 public RealMatrix getV() throws InvalidMatrixException { in getV()
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DSingularValueDecomposition.java61 RealMatrix getU(); in getU()
69 RealMatrix getUT(); in getUT()
77 RealMatrix getS(); in getS()
93 RealMatrix getV(); in getV()
101 RealMatrix getVT(); in getVT()
114 RealMatrix getCovariance(double minSingularValue) throws IllegalArgumentException; in getCovariance()
DAbstractRealMatrix.java34 public abstract class AbstractRealMatrix implements RealMatrix {
71 public abstract RealMatrix createMatrix(final int rowDimension, final int columnDimension) in createMatrix()
75 public abstract RealMatrix copy(); in copy()
78 public RealMatrix add(RealMatrix m) throws IllegalArgumentException { in add()
85 final RealMatrix out = createMatrix(rowCount, columnCount); in add()
97 public RealMatrix subtract(final RealMatrix m) throws IllegalArgumentException { in subtract()
104 final RealMatrix out = createMatrix(rowCount, columnCount); in subtract()
116 public RealMatrix scalarAdd(final double d) { in scalarAdd()
120 final RealMatrix out = createMatrix(rowCount, columnCount); in scalarAdd()
132 public RealMatrix scalarMultiply(final double d) { in scalarMultiply()
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DQRDecomposition.java46 RealMatrix getR(); in getR()
53 RealMatrix getQ(); in getQ()
60 RealMatrix getQT(); in getQT()
69 RealMatrix getH(); in getH()
DQRDecompositionImpl.java57 private RealMatrix cachedQ;
60 private RealMatrix cachedQT;
63 private RealMatrix cachedR;
66 private RealMatrix cachedH;
72 public QRDecompositionImpl(RealMatrix matrix) { in QRDecompositionImpl()
149 public RealMatrix getR() { in getR()
174 public RealMatrix getQ() { in getQ()
182 public RealMatrix getQT() { in getQT()
226 public RealMatrix getH() { in getH()
359 public RealMatrix solve(RealMatrix b) in solve()
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DCholeskyDecompositionImpl.java50 private RealMatrix cachedL;
53 private RealMatrix cachedLT;
73 public CholeskyDecompositionImpl(final RealMatrix matrix) in CholeskyDecompositionImpl()
95 public CholeskyDecompositionImpl(final RealMatrix matrix, in CholeskyDecompositionImpl()
156 public RealMatrix getL() { in getL()
164 public RealMatrix getLT() { in getLT()
299 public RealMatrix solve(RealMatrix b) in solve()
350 public RealMatrix getInverse() throws InvalidMatrixException { in getInverse()
DLUDecompositionImpl.java54 private RealMatrix cachedL;
57 private RealMatrix cachedU;
60 private RealMatrix cachedP;
67 public LUDecompositionImpl(RealMatrix matrix) in LUDecompositionImpl()
79 public LUDecompositionImpl(RealMatrix matrix, double singularityThreshold) in LUDecompositionImpl()
165 public RealMatrix getL() { in getL()
181 public RealMatrix getU() { in getU()
196 public RealMatrix getP() { in getP()
359 public RealMatrix solve(RealMatrix b) in solve()
417 public RealMatrix getInverse() throws InvalidMatrixException { in getInverse()
DTriDiagonalTransformer.java52 private RealMatrix cachedQ;
55 private RealMatrix cachedQt;
58 private RealMatrix cachedT;
67 public TriDiagonalTransformer(RealMatrix matrix) in TriDiagonalTransformer()
91 public RealMatrix getQ() { in getQ()
103 public RealMatrix getQT() { in getQT()
147 public RealMatrix getT() { in getT()
DLUDecomposition.java53 RealMatrix getL(); in getL()
60 RealMatrix getU(); in getU()
71 RealMatrix getP(); in getP()
DEigenDecomposition.java55 RealMatrix getV(); in getV()
66 RealMatrix getD(); in getD()
77 RealMatrix getVT(); in getVT()
DDecompositionSolver.java68 RealMatrix solve(final RealMatrix b) in solve()
81 RealMatrix getInverse() in getInverse()
DEigenDecompositionImpl.java81 private RealMatrix cachedV;
84 private RealMatrix cachedD;
87 private RealMatrix cachedVt;
97 public EigenDecompositionImpl(final RealMatrix matrix,final double splitTolerance) in EigenDecompositionImpl()
141 private boolean isSymmetric(final RealMatrix matrix) { in isSymmetric()
159 public RealMatrix getV() throws InvalidMatrixException { in getV()
174 public RealMatrix getD() throws InvalidMatrixException { in getD()
183 public RealMatrix getVT() throws InvalidMatrixException { in getVT()
370 public RealMatrix solve(final RealMatrix b) in solve()
426 public RealMatrix getInverse() throws InvalidMatrixException { in getInverse()
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DMatrixUtils.java61 public static RealMatrix createRealMatrix(final int rows, final int columns) { in createRealMatrix()
106 public static RealMatrix createRealMatrix(double[][] data) { in createRealMatrix()
142 public static RealMatrix createRealIdentityMatrix(int dimension) { in createRealIdentityMatrix()
143 final RealMatrix m = createRealMatrix(dimension, dimension); in createRealIdentityMatrix()
202 public static RealMatrix createRealDiagonalMatrix(final double[] diagonal) { in createRealDiagonalMatrix()
203 final RealMatrix m = createRealMatrix(diagonal.length, diagonal.length); in createRealDiagonalMatrix()
333 public static RealMatrix createRowRealMatrix(double[] rowData) { in createRowRealMatrix()
335 final RealMatrix m = createRealMatrix(1, nCols); in createRowRealMatrix()
432 public static RealMatrix createColumnRealMatrix(double[] columnData) { in createColumnRealMatrix()
434 final RealMatrix m = createRealMatrix(nRows, 1); in createColumnRealMatrix()
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DBiDiagonalTransformer.java50 private RealMatrix cachedU;
53 private RealMatrix cachedB;
56 private RealMatrix cachedV;
62 public BiDiagonalTransformer(RealMatrix matrix) { in BiDiagonalTransformer()
88 public RealMatrix getU() { in getU()
137 public RealMatrix getB() { in getB()
169 public RealMatrix getV() { in getV()
DCholeskyDecomposition.java50 RealMatrix getL(); in getL()
57 RealMatrix getLT(); in getLT()
DRealMatrixImpl.java162 public RealMatrix createMatrix(final int rowDimension, final int columnDimension) in createMatrix()
169 public RealMatrix copy() { in copy()
175 public RealMatrix add(final RealMatrix m) in add()
215 public RealMatrix subtract(final RealMatrix m) in subtract()
255 public RealMatrix multiply(final RealMatrix m) in multiply()
/external/apache-commons-math/src/main/java/org/apache/commons/math/stat/regression/
DGLSMultipleLinearRegression.java20 import org.apache.commons.math.linear.RealMatrix;
46 private RealMatrix Omega;
49 private RealMatrix OmegaInverse;
79 protected RealMatrix getOmegaInverse() { in getOmegaInverse()
95 RealMatrix OI = getOmegaInverse(); in calculateBeta()
96 RealMatrix XT = X.transpose(); in calculateBeta()
97 RealMatrix XTOIX = XT.multiply(OI).multiply(X); in calculateBeta()
98 RealMatrix inverse = new LUDecompositionImpl(XTOIX).getSolver().getInverse(); in calculateBeta()
110 protected RealMatrix calculateBetaVariance() { in calculateBetaVariance()
111 RealMatrix OI = getOmegaInverse(); in calculateBetaVariance()
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DOLSMultipleLinearRegression.java23 import org.apache.commons.math.linear.RealMatrix;
100 public RealMatrix calculateHat() { in calculateHat()
102 RealMatrix Q = qr.getQ(); in calculateHat()
226 protected RealMatrix calculateBetaVariance() { in calculateBetaVariance()
228 RealMatrix Raug = qr.getR().getSubMatrix(0, p - 1 , 0, p - 1); in calculateBetaVariance()
229 RealMatrix Rinv = new LUDecompositionImpl(Raug).getSolver().getInverse(); in calculateBetaVariance()
/external/apache-commons-math/src/main/java/org/apache/commons/math/stat/correlation/
DCovariance.java21 import org.apache.commons.math.linear.RealMatrix;
49 private final RealMatrix covarianceMatrix;
114 public Covariance(RealMatrix matrix, boolean biasCorrected) { in Covariance()
130 public Covariance(RealMatrix matrix) { in Covariance()
139 public RealMatrix getCovarianceMatrix() { in getCovarianceMatrix()
160 protected RealMatrix computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected) { in computeCovarianceMatrix()
163 RealMatrix outMatrix = new BlockRealMatrix(dimension, dimension); in computeCovarianceMatrix()
182 protected RealMatrix computeCovarianceMatrix(RealMatrix matrix) { in computeCovarianceMatrix()
193 protected RealMatrix computeCovarianceMatrix(double[][] data, boolean biasCorrected) { in computeCovarianceMatrix()
204 protected RealMatrix computeCovarianceMatrix(double[][] data) { in computeCovarianceMatrix()
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DPearsonsCorrelation.java26 import org.apache.commons.math.linear.RealMatrix;
49 private final RealMatrix correlationMatrix;
81 public PearsonsCorrelation(RealMatrix matrix) { in PearsonsCorrelation()
96 RealMatrix covarianceMatrix = covariance.getCovarianceMatrix(); in PearsonsCorrelation()
112 public PearsonsCorrelation(RealMatrix covarianceMatrix, int numberOfObservations) { in PearsonsCorrelation()
123 public RealMatrix getCorrelationMatrix() { in getCorrelationMatrix()
139 public RealMatrix getCorrelationStandardErrors() { in getCorrelationStandardErrors()
164 public RealMatrix getCorrelationPValues() throws MathException { in getCorrelationPValues()
190 public RealMatrix computeCorrelationMatrix(RealMatrix matrix) { in computeCorrelationMatrix()
192 RealMatrix outMatrix = new BlockRealMatrix(nVars, nVars); in computeCorrelationMatrix()
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DSpearmansCorrelation.java23 import org.apache.commons.math.linear.RealMatrix;
43 private final RealMatrix data;
59 …public SpearmansCorrelation(final RealMatrix dataMatrix, final RankingAlgorithm rankingAlgorithm) { in SpearmansCorrelation()
72 public SpearmansCorrelation(final RealMatrix dataMatrix) { in SpearmansCorrelation()
90 public RealMatrix getCorrelationMatrix() { in getCorrelationMatrix()
117 public RealMatrix computeCorrelationMatrix(RealMatrix matrix) { in computeCorrelationMatrix()
118 RealMatrix matrixCopy = matrix.copy(); in computeCorrelationMatrix()
131 public RealMatrix computeCorrelationMatrix(double[][] matrix) { in computeCorrelationMatrix()
167 private void rankTransform(RealMatrix matrix) { in rankTransform()
/external/apache-commons-math/src/main/java/org/apache/commons/math/random/
DCorrelatedRandomVectorGenerator.java23 import org.apache.commons.math.linear.RealMatrix;
76 private RealMatrix root;
98 RealMatrix covariance, double small, in CorrelatedRandomVectorGenerator()
126 public CorrelatedRandomVectorGenerator(RealMatrix covariance, double small, in CorrelatedRandomVectorGenerator()
156 public RealMatrix getRootMatrix() { in getRootMatrix()
188 private void decompose(RealMatrix covariance, double small) in decompose()
/external/apache-commons-math/src/main/java/org/apache/commons/math/stat/descriptive/
DStatisticalMultivariateSummary.java19 import org.apache.commons.math.linear.RealMatrix;
49 RealMatrix getCovariance(); in getCovariance()
/external/apache-commons-math/src/main/java/org/apache/commons/math/optimization/
DLeastSquaresConverter.java25 import org.apache.commons.math.linear.RealMatrix;
70 private final RealMatrix scale;
146 final double[] observations, final RealMatrix scale) in LeastSquaresConverter()

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