Modifier and Type | Method and Description |
---|---|
DenseMatrix |
DenseMatrix.deepCopy() |
DenseMatrix |
DenseMatrix.ONE() |
DenseMatrix |
DenseMatrix.scaled(double c) |
DenseMatrix |
DenseMatrix.t() |
DenseMatrix |
Densifiable.toDense()
Densify a matrix, i.e., convert a matrix implementation to the standard dense matrix,
DenseMatrix . |
DenseMatrix |
DenseMatrix.toDense() |
DenseMatrix |
DenseMatrix.ZERO() |
Constructor and Description |
---|
DenseMatrix(DenseMatrix A)
Copy constructor performing a deep copy.
|
DenseMatrix(DenseMatrix A,
boolean copy)
This constructor is useful for subclass to pass in computed value.
|
Modifier and Type | Method and Description |
---|---|
DenseMatrix |
UpperTriangularMatrix.toDense() |
DenseMatrix |
LowerTriangularMatrix.toDense() |
DenseMatrix |
SymmetricMatrix.toDense() |
Modifier and Type | Method and Description |
---|---|
DenseMatrix |
LILSparseMatrix.toDense() |
DenseMatrix |
DOKSparseMatrix.toDense() |
DenseMatrix |
CSRSparseMatrix.toDense() |
Modifier and Type | Class and Description |
---|---|
class |
CongruentMatrix
Given a matrix A and an invertible matrix P, we create the congruent matrix
B s.t.,
B = P'AP
|
class |
Inverse
For a square matrix A, the inverse, A-1, if
exists, satisfies
A.multiply(A.inverse()) == A.ONE()
There are multiple ways to compute the inverse of a matrix. |
class |
KroneckerProduct
Given an m-by-n matrix A and a p-by-q matrix B,
their Kronecker product C, also called their matrix direct product, is
an (mp)-by-(nq) matrix with entries defined by
cst = aij bkl
where
|
class |
MAT
MAT is the inverse operator of SVEC . |
class |
MatrixRootByDiagonalization
The square root of a matrix extends the notion of square root from numbers to matrices.
|
class |
OuterProduct
The outer product of two vectors a and b, is a row vector multiplied on the left by
a column vector.
|
class |
Pow
This is a square matrix A to the power of an integer n, An.
|
class |
PseudoInverse
The Moore-Penrose pseudo-inverse of an m x n matrix A is A+.
|
class |
SimilarMatrix
Given a matrix A and an invertible matrix P, we construct the similar matrix
B s.t.,
B = P-1AP
|
class |
SymmetricKronecker
Compute the symmetric Kronecker product of two matrices.
|
Modifier and Type | Method and Description |
---|---|
DenseMatrix |
FastKroneckerProduct.ONE() |
static DenseMatrix |
MatrixFactory.randomDenseMatrix(int nRows,
int nCols,
RandomNumberGenerator rng)
Constructs a random DenseMatrix.
|
DenseMatrix |
FastKroneckerProduct.ZERO() |
Modifier and Type | Class and Description |
---|---|
class |
GoldfeldQuandtTrotter
Goldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian
matrix to become symmetric, positive definite.
|
class |
MatthewsDavies
Matthews and Davies propose the following way to coerce a non-positive definite Hessian matrix to
become symmetric, positive definite.
|
class |
PositiveDefiniteMatrixByPositiveDiagonal
This class "converts" a matrix into a symmetric, positive definite matrix, if it is not already
so, by forcing the diagonal entries in the eigen decomposition to a small non-negative number,
e.g., 0.
|
class |
PositiveSemiDefiniteMatrixNonNegativeDiagonal
This class "converts" a matrix into a symmetric, positive semi-definite matrix, if it is not
already so, by forcing the negative diagonal entries in the eigen decomposition to 0.
|
Modifier and Type | Method and Description |
---|---|
DenseMatrix |
ComplexMatrix.doubleValue()
Construct a
DenseMatrix equivalent of this Complex matrix (rounded if necessary). |
DenseMatrix |
RealMatrix.doubleValue()
Construct a
DenseMatrix equivalent of this Real matrix (rounded if necessary). |
Modifier and Type | Class and Description |
---|---|
class |
Jacobian
The Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function.
|
Modifier and Type | Method and Description |
---|---|
DenseMatrix |
FlexibleTable.toMatrix()
Gets a copy of the flexible table in the form of a matrix.
|
Modifier and Type | Class and Description |
---|---|
class |
CorrelationMatrix
The correlation matrix of n random variables X1, ...,
Xn is the n × n matrix whose i,j entry is
corr(Xi, Xj), the correlation between
X1 and Xn.
|
Modifier and Type | Class and Description |
---|---|
class |
SampleCovariance
This class computes the Covariance matrix of a matrix, where the (i, j) entry is the
covariance of the i-th column and j-th column of the matrix.
|
Modifier and Type | Method and Description |
---|---|
static DenseMatrix |
MCUtils.getTransitionCounts(int[] states)
Count the numbers of times the state goes from one state to another.
|
Modifier and Type | Class and Description |
---|---|
class |
ReturnsMatrix |
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