Uses of Class
dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.DenseMatrix
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Uses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense
Methods in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense that return DenseMatrix Modifier and Type Method Description DenseMatrixDenseMatrix. deepCopy()DenseMatrixDenseMatrix. ONE()DenseMatrixDenseMatrix. scaled(double c)DenseMatrixDenseMatrix. t()DenseMatrixDenseMatrix. toDense()DenseMatrixDensifiable. toDense()Densify a matrix, i.e., convert a matrix implementation to the standard dense matrix,DenseMatrix.DenseMatrixDenseMatrix. ZERO()Constructors in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense with parameters of type DenseMatrix Constructor 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. -
Uses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle
Methods in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle that return DenseMatrix Modifier and Type Method Description DenseMatrixLowerTriangularMatrix. toDense()DenseMatrixSymmetricMatrix. toDense()DenseMatrixUpperTriangularMatrix. toDense() -
Uses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse
Methods in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse that return DenseMatrix Modifier and Type Method Description DenseMatrixCSRSparseMatrix. toDense()DenseMatrixDOKSparseMatrix. toDense()DenseMatrixLILSparseMatrix. toDense() -
Uses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.operation
Subclasses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.operation Modifier and Type Class Description classCongruentMatrixGiven a matrix A and an invertible matrix P, we create the congruent matrix B s.t., B = P'APclassInverseFor a square matrix A, the inverse, A-1, if exists, satisfiesA.multiply(A.inverse()) == A.ONE()There are multiple ways to compute the inverse of a matrix.classKroneckerProductGiven 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 whereclassMATMATis the inverse operator ofSVEC.classMatrixRootByDiagonalizationThe square root of a matrix extends the notion of square root from numbers to matrices.classOuterProductThe outer product of two vectors a and b, is a row vector multiplied on the left by a column vector.classPowThis is a square matrix A to the power of an integer n, An.classPseudoInverseThe Moore-Penrose pseudo-inverse of an m x n matrix A is A+.classSimilarMatrixGiven a matrix A and an invertible matrix P, we construct the similar matrix B s.t., B = P-1APclassSymmetricKroneckerCompute the symmetric Kronecker product of two matrices.Methods in dev.nm.algebra.linear.matrix.doubles.operation that return DenseMatrix Modifier and Type Method Description DenseMatrixFastKroneckerProduct. ONE()static DenseMatrixMatrixFactory. randomDenseMatrix(int nRows, int nCols, RandomNumberGenerator rng)Constructs a random DenseMatrix.DenseMatrixFastKroneckerProduct. ZERO() -
Uses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite
Subclasses of DenseMatrix in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite Modifier and Type Class Description classGoldfeldQuandtTrotterGoldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian matrix to become symmetric, positive definite.classMatthewsDaviesMatthews and Davies propose the following way to coerce a non-positive definite Hessian matrix to become symmetric, positive definite.classPositiveDefiniteMatrixByPositiveDiagonalThis 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.classPositiveSemiDefiniteMatrixNonNegativeDiagonalThis 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. -
Uses of DenseMatrix in dev.nm.algebra.linear.matrix.generic.matrixtype
Methods in dev.nm.algebra.linear.matrix.generic.matrixtype that return DenseMatrix Modifier and Type Method Description DenseMatrixComplexMatrix. doubleValue()Construct aDenseMatrixequivalent of this Complex matrix (rounded if necessary).DenseMatrixRealMatrix. doubleValue()Construct aDenseMatrixequivalent of this Real matrix (rounded if necessary). -
Uses of DenseMatrix in dev.nm.analysis.differentiation.multivariate
Subclasses of DenseMatrix in dev.nm.analysis.differentiation.multivariate Modifier and Type Class Description classJacobianThe Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function. -
Uses of DenseMatrix in dev.nm.misc.datastructure
Methods in dev.nm.misc.datastructure that return DenseMatrix Modifier and Type Method Description DenseMatrixFlexibleTable. toMatrix()Gets a copy of the flexible table in the form of a matrix. -
Uses of DenseMatrix in dev.nm.stat.descriptive.correlation
Subclasses of DenseMatrix in dev.nm.stat.descriptive.correlation Modifier and Type Class Description classCorrelationMatrixThe 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. -
Uses of DenseMatrix in dev.nm.stat.descriptive.covariance
Subclasses of DenseMatrix in dev.nm.stat.descriptive.covariance Modifier and Type Class Description classSampleCovarianceThis 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. -
Uses of DenseMatrix in dev.nm.stat.markovchain
Methods in dev.nm.stat.markovchain that return DenseMatrix Modifier and Type Method Description static DenseMatrixMCUtils. getTransitionCounts(int[] states)Count the numbers of times the state goes from one state to another. -
Uses of DenseMatrix in tech.nmfin.returns
Subclasses of DenseMatrix in tech.nmfin.returns Modifier and Type Class Description classReturnsMatrix
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