Uses of Interface
dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable
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Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.matrixtype
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype that implement Densifiable Modifier and Type Class Description class
HilbertMatrix
A Hilbert matrix, H, is a symmetric matrix with entries being the unit fractions H[i][j] = 1 / (i + j -1) -
Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense that implement Densifiable Modifier and Type Class Description class
DenseMatrix
This class implements the standard, dense,double
based matrix representation. -
Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal that implement Densifiable Modifier and Type Class Description class
BidiagonalMatrix
A bi-diagonal matrix is either upper or lower diagonal.class
DiagonalMatrix
A diagonal matrix has non-zero entries only on the main diagonal.class
TridiagonalMatrix
A tri-diagonal matrix has non-zero entries only on the super, main and sub diagonals. -
Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle that implement Densifiable Modifier and Type Class Description class
LowerTriangularMatrix
A lower triangular matrix has 0 entries where column index > row index.class
SymmetricMatrix
A symmetric matrix is a square matrix such that its transpose equals to itself, i.e.,A[i][j] = A[j][i]
class
UpperTriangularMatrix
An upper triangular matrix has 0 entries where row index is greater than column index. -
Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse
Subinterfaces of Densifiable in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse Modifier and Type Interface Description interface
SparseMatrix
A sparse matrix stores only non-zero values.Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse that implement Densifiable Modifier and Type Class Description class
CSRSparseMatrix
The Compressed Sparse Row (CSR) format for sparse matrix has this representation:(value, col_ind, row_ptr)
.class
DOKSparseMatrix
The Dictionary Of Key (DOK) format for sparse matrix uses the coordinates of non-zero entries in the matrix as keys.class
LILSparseMatrix
The list of lists (LIL) format for sparse matrix stores one list per row, where each entry stores a column index and value. -
Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.operation
Classes in dev.nm.algebra.linear.matrix.doubles.operation that implement Densifiable Modifier and Type Class Description class
CongruentMatrix
Given a matrix A and an invertible matrix P, we create the congruent matrix B s.t., B = P'APclass
Inverse
For 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.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 whereclass
MAT
MAT
is the inverse operator ofSVEC
.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-1APclass
SymmetricKronecker
Compute the symmetric Kronecker product of two matrices. -
Uses of Densifiable in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite
Classes in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite that implement Densifiable Modifier and Type Class 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. -
Uses of Densifiable in dev.nm.analysis.differentiation.multivariate
Classes in dev.nm.analysis.differentiation.multivariate that implement Densifiable Modifier and Type Class Description class
BorderedHessian
A bordered Hessian matrix consists of the Hessian of a multivariate function f, and the gradient of a multivariate function g.class
Hessian
The Hessian matrix is the square matrix of the second-order partial derivatives of a multivariate function.class
Jacobian
The Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function. -
Uses of Densifiable in dev.nm.stat.descriptive.correlation
Classes in dev.nm.stat.descriptive.correlation that implement Densifiable Modifier and Type Class 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. -
Uses of Densifiable in dev.nm.stat.descriptive.covariance
Classes in dev.nm.stat.descriptive.covariance that implement Densifiable Modifier and Type Class 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. -
Uses of Densifiable in tech.nmfin.returns
Classes in tech.nmfin.returns that implement Densifiable Modifier and Type Class Description class
ReturnsMatrix
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