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java.lang.Object umontreal.iro.lecuyer.util.DMatrix
public class DMatrix
This class implements a few methods for matrix calculations with double numbers.
Constructor Summary | |
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DMatrix(DMatrix that)
Copy constructor. |
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DMatrix(double[][] data,
int r,
int c)
Creates a new DMatrix with r rows and c columns using the data in data. |
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DMatrix(int r,
int c)
Creates a new DMatrix with r rows and c columns. |
Method Summary | |
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static void |
CholeskyDecompose(double[][] M,
double[][] L)
Given a symmetric positive-definite matrix M, performs the Cholesky decomposition of M and returns the result as a lower triangular matrix L, such that M = LLT. |
static cern.colt.matrix.DoubleMatrix2D |
CholeskyDecompose(cern.colt.matrix.DoubleMatrix2D M)
Given a symmetric positive-definite matrix M, performs the Cholesky decomposition of M and returns the result as a lower triangular matrix L, such that M = LLT. |
static void |
copy(double[][] M,
double[][] R)
Copies the matrix M into R. |
static double[][] |
exp(double[][] A)
Similar to exp (A). |
static cern.colt.matrix.DoubleMatrix2D |
exp(cern.colt.matrix.DoubleMatrix2D A)
Returns eA, the exponential of the square matrix A. |
static cern.colt.matrix.DoubleMatrix2D |
expBidiagonal(cern.colt.matrix.DoubleMatrix2D A)
Returns eA, the exponential of the bidiagonal square matrix A. |
static cern.colt.matrix.DoubleMatrix1D |
expBidiagonal(cern.colt.matrix.DoubleMatrix2D A,
cern.colt.matrix.DoubleMatrix1D b)
Computes c = eAb, where eA is the exponential of the bidiagonal square matrix A. |
static cern.colt.matrix.DoubleMatrix2D |
expmiBidiagonal(cern.colt.matrix.DoubleMatrix2D A)
Computes eA - I, where eA is the exponential of the bidiagonal square matrix A. |
static cern.colt.matrix.DoubleMatrix1D |
expmiBidiagonal(cern.colt.matrix.DoubleMatrix2D A,
cern.colt.matrix.DoubleMatrix1D b)
Computes c = (eA - I)b, where eA is the exponential of the bidiagonal square matrix A. |
double |
get(int row,
int column)
Returns the matrix element in the specified row and column. |
int |
numColumns()
Returns the number of columns of the DMatrix. |
int |
numRows()
Returns the number of rows of the DMatrix. |
static void |
PCADecompose(double[][] M,
double[][] A,
double[] lambda)
Computes the principal components decomposition M = UΛUt by using the singular value decomposition of matrix M. |
static cern.colt.matrix.DoubleMatrix2D |
PCADecompose(cern.colt.matrix.DoubleMatrix2D M,
double[] lambda)
Computes the principal components decomposition M = UΛUt by using the singular value decomposition of matrix M. |
void |
set(int row,
int column,
double value)
Sets the value of the element in the specified row and column. |
static double[] |
solveLU(double[][] A,
double[] b)
Solves the matrix equation Ax = b using LU decomposition. |
static void |
solveTriangular(cern.colt.matrix.DoubleMatrix2D U,
cern.colt.matrix.DoubleMatrix2D B,
cern.colt.matrix.DoubleMatrix2D X)
Solve the triangular matrix equation UX = B for X. |
String |
toString()
Creates a String containing all the data of
the DMatrix. |
static String |
toString(double[][] M)
Returns matrix M as a string. |
DMatrix |
transpose()
Returns the transposed matrix. |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public DMatrix(int r, int c)
r
- the number of rowsc
- the number of columnspublic DMatrix(double[][] data, int r, int c)
data
- the data of the new DMatrixr
- the number of rowsc
- the number of columnspublic DMatrix(DMatrix that)
that
- the DMatrix to copyMethod Detail |
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public static void CholeskyDecompose(double[][] M, double[][] L)
M
- the input matrixL
- the Cholesky lower triangular matrixpublic static cern.colt.matrix.DoubleMatrix2D CholeskyDecompose(cern.colt.matrix.DoubleMatrix2D M)
M
- the input matrix
public static void PCADecompose(double[][] M, double[][] A, double[] lambda)
M
- input matrixA
- matrix square root of Mlambda
- the eigenvaluespublic static cern.colt.matrix.DoubleMatrix2D PCADecompose(cern.colt.matrix.DoubleMatrix2D M, double[] lambda)
M
- input matrixlambda
- the eigenvalues
public static double[] solveLU(double[][] A, double[] b)
A
- square matrixb
- right side vector
public static void solveTriangular(cern.colt.matrix.DoubleMatrix2D U, cern.colt.matrix.DoubleMatrix2D B, cern.colt.matrix.DoubleMatrix2D X)
U
- input matrixB
- right-hand side matrixX
- output matrixpublic static double[][] exp(double[][] A)
exp
(A).
A
- input matrix
public static cern.colt.matrix.DoubleMatrix2D exp(cern.colt.matrix.DoubleMatrix2D A)
A
- input matrix
public static cern.colt.matrix.DoubleMatrix2D expBidiagonal(cern.colt.matrix.DoubleMatrix2D A)
exp
(A) because of the special form of A.
A
- bidiagonal matrix
public static cern.colt.matrix.DoubleMatrix1D expBidiagonal(cern.colt.matrix.DoubleMatrix2D A, cern.colt.matrix.DoubleMatrix1D b)
A
- bidiagonal matrix
public static cern.colt.matrix.DoubleMatrix2D expmiBidiagonal(cern.colt.matrix.DoubleMatrix2D A)
A
- bidiagonal matrix
public static cern.colt.matrix.DoubleMatrix1D expmiBidiagonal(cern.colt.matrix.DoubleMatrix2D A, cern.colt.matrix.DoubleMatrix1D b)
A
- bidiagonal matrixb
- vector
public static void copy(double[][] M, double[][] R)
M
- original matrixR
- output matrixpublic static String toString(double[][] M)
public String toString()
String
containing all the data of
the DMatrix. The result is displayed in matrix form, with
each row on a line.
toString
in class Object
public int numRows()
public int numColumns()
public double get(int row, int column)
row
- the row of the selected elementcolumn
- the column of the selected element
IndexOutOfBoundsException
- if the selected element would
be outside the DMatrixpublic void set(int row, int column, double value)
row
- the row of the selected elementcolumn
- the column of the selected elementvalue
- the new value of the element
IndexOutOfBoundsException
- if the selected element would
be outside the DMatrixpublic DMatrix transpose()
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