Uses of Interface
dev.nm.misc.DeepCopyable
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Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles
Subinterfaces of DeepCopyable in dev.nm.algebra.linear.matrix.doubles Modifier and Type Interface Description interfaceMatrixClasses in dev.nm.algebra.linear.matrix.doubles that implement DeepCopyable Modifier and Type Class Description classImmutableMatrixThis is a read-only view of aMatrixinstance. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.matrixtype
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype that implement DeepCopyable Modifier and Type Class Description classGivensMatrixGivens rotation is a rotation in the plane spanned by two coordinates axes.classHilbertMatrixA Hilbert matrix, H, is a symmetric matrix with entries being the unit fractions H[i][j] = 1 / (i + j -1)classPermutationMatrixA permutation matrix is a square matrix that has exactly one entry '1' in each row and each column and 0's elsewhere. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense that implement DeepCopyable Modifier and Type Class Description classDenseDataThis implementation of the storage of a dense matrix stores the data of a 2D matrix as an 1D array.classDenseMatrixThis class implements the standard, dense,doublebased matrix representation. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal that implement DeepCopyable Modifier and Type Class Description classBidiagonalMatrixA bi-diagonal matrix is either upper or lower diagonal.classDiagonalMatrixA diagonal matrix has non-zero entries only on the main diagonal.classTridiagonalMatrixA tri-diagonal matrix has non-zero entries only on the super, main and sub diagonals. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle that implement DeepCopyable Modifier and Type Class Description classLowerTriangularMatrixA lower triangular matrix has 0 entries where column index > row index.classSymmetricMatrixA symmetric matrix is a square matrix such that its transpose equals to itself, i.e.,A[i][j] = A[j][i]classUpperTriangularMatrixAn upper triangular matrix has 0 entries where row index is greater than column index. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse
Subinterfaces of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse Modifier and Type Interface Description interfaceSparseMatrixA sparse matrix stores only non-zero values.Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse that implement DeepCopyable Modifier and Type Class Description classCSRSparseMatrixThe Compressed Sparse Row (CSR) format for sparse matrix has this representation:(value, col_ind, row_ptr).classDOKSparseMatrixThe Dictionary Of Key (DOK) format for sparse matrix uses the coordinates of non-zero entries in the matrix as keys.classLILSparseMatrixThe list of lists (LIL) format for sparse matrix stores one list per row, where each entry stores a column index and value.classSparseVectorA sparse vector stores only non-zero values. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.operation
Classes in dev.nm.algebra.linear.matrix.doubles.operation that implement DeepCopyable Modifier and Type Class Description classColumnBindMatrixA fast "cbind" matrix from vectors.classCongruentMatrixGiven a matrix A and an invertible matrix P, we create the congruent matrix B s.t., B = P'APclassDiagonalSumAdd diagonal elements to a matrix, an efficient implementation.classFastKroneckerProductThis is a fast and memory-saving implementation of computing the Kronecker product.classInverseFor 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-1APclassSubMatrixRefThis is a 'reference' to a sub-matrix of a larger matrix without copying it.classSVECSVECconverts a symmetric matrix K = {Kij} into a vector of dimension n(n+1)/2.classSymmetricKroneckerCompute the symmetric Kronecker product of two matrices. -
Uses of DeepCopyable in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite
Classes in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite that implement DeepCopyable 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 DeepCopyable in dev.nm.algebra.linear.vector.doubles
Subinterfaces of DeepCopyable in dev.nm.algebra.linear.vector.doubles Modifier and Type Interface Description interfaceVectorAn Euclidean vector is a geometric object that has both a magnitude/length and a direction.Classes in dev.nm.algebra.linear.vector.doubles that implement DeepCopyable Modifier and Type Class Description classCombinedVectorByRefFor efficiency, this wrapper concatenates two or more vectors by references (without data copying).classImmutableVectorThis is a read-only view of aVectorinstance.classSubVectorRefRepresents a sub-vector backed by the referenced vector, without data copying. -
Uses of DeepCopyable in dev.nm.algebra.linear.vector.doubles.dense
Classes in dev.nm.algebra.linear.vector.doubles.dense that implement DeepCopyable Modifier and Type Class Description classDenseVectorThis class implements the standard, dense,doublebased vector representation. -
Uses of DeepCopyable in dev.nm.algebra.linear.vector.doubles.operation
Classes in dev.nm.algebra.linear.vector.doubles.operation that implement DeepCopyable Modifier and Type Class Description classBasisA basis is a set of linearly independent vectors spanning a vector space. -
Uses of DeepCopyable in dev.nm.analysis.differentiation.multivariate
Classes in dev.nm.analysis.differentiation.multivariate that implement DeepCopyable Modifier and Type Class Description classBorderedHessianA bordered Hessian matrix consists of the Hessian of a multivariate function f, and the gradient of a multivariate function g.classGradientThe gradient of a scalar field is a vector field which points in the direction of the greatest rate of increase of the scalar field, and of which the magnitude is the greatest rate of change.classHessianThe Hessian matrix is the square matrix of the second-order partial derivatives of a multivariate function.classJacobianThe Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function. -
Uses of DeepCopyable in dev.nm.stat.descriptive.correlation
Classes in dev.nm.stat.descriptive.correlation that implement DeepCopyable 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 DeepCopyable in dev.nm.stat.descriptive.covariance
Classes in dev.nm.stat.descriptive.covariance that implement DeepCopyable 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 DeepCopyable in dev.nm.stat.stochasticprocess.multivariate.sde
Classes in dev.nm.stat.stochasticprocess.multivariate.sde that implement DeepCopyable Modifier and Type Class Description classMultivariateFtThis represents the concept 'Filtration', the information available at time t.classMultivariateFtWtThis is a filtration implementation that includes the path-dependent information, Wt. -
Uses of DeepCopyable in dev.nm.stat.stochasticprocess.univariate.sde
Classes in dev.nm.stat.stochasticprocess.univariate.sde that implement DeepCopyable Modifier and Type Class Description classFtThis represents the concept 'Filtration', the information available at time t.classFtWtThis is a filtration implementation that includes the path-dependent information, Wt. -
Uses of DeepCopyable in tech.nmfin.returns
Classes in tech.nmfin.returns that implement DeepCopyable Modifier and Type Class Description classReturnsMatrix
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