Uses of Interface
dev.nm.algebra.linear.matrix.doubles.MatrixRing
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Uses of MatrixRing in dev.nm.algebra.linear.matrix.doubles
Subinterfaces of MatrixRing in dev.nm.algebra.linear.matrix.doubles Modifier and Type Interface Description interface
Matrix
Classes in dev.nm.algebra.linear.matrix.doubles that implement MatrixRing Modifier and Type Class Description class
ImmutableMatrix
This is a read-only view of aMatrix
instance. -
Uses of MatrixRing in dev.nm.algebra.linear.matrix.doubles.matrixtype
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype that implement MatrixRing Modifier and Type Class Description class
GivensMatrix
Givens rotation is a rotation in the plane spanned by two coordinates axes.class
HilbertMatrix
A Hilbert matrix, H, is a symmetric matrix with entries being the unit fractions H[i][j] = 1 / (i + j -1)class
PermutationMatrix
A permutation matrix is a square matrix that has exactly one entry '1' in each row and each column and 0's elsewhere. -
Uses of MatrixRing in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense that implement MatrixRing Modifier and Type Class Description class
DenseMatrix
This class implements the standard, dense,double
based matrix representation. -
Uses of MatrixRing in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal that implement MatrixRing 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 MatrixRing in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle
Classes in dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle that implement MatrixRing 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 MatrixRing in dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse
Subinterfaces of MatrixRing 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 MatrixRing 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 MatrixRing in dev.nm.algebra.linear.matrix.doubles.operation
Classes in dev.nm.algebra.linear.matrix.doubles.operation that implement MatrixRing Modifier and Type Class Description class
ColumnBindMatrix
A fast "cbind" matrix from vectors.class
CongruentMatrix
Given a matrix A and an invertible matrix P, we create the congruent matrix B s.t., B = P'APclass
DiagonalSum
Add diagonal elements to a matrix, an efficient implementation.class
FastKroneckerProduct
This is a fast and memory-saving implementation of computing the Kronecker product.class
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
SubMatrixRef
This is a 'reference' to a sub-matrix of a larger matrix without copying it.class
SymmetricKronecker
Compute the symmetric Kronecker product of two matrices. -
Uses of MatrixRing in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite
Classes in dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite that implement MatrixRing 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 MatrixRing in dev.nm.analysis.differentiation.multivariate
Classes in dev.nm.analysis.differentiation.multivariate that implement MatrixRing 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 MatrixRing in dev.nm.stat.descriptive.correlation
Classes in dev.nm.stat.descriptive.correlation that implement MatrixRing 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 MatrixRing in dev.nm.stat.descriptive.covariance
Classes in dev.nm.stat.descriptive.covariance that implement MatrixRing 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 MatrixRing in tech.nmfin.returns
Classes in tech.nmfin.returns that implement MatrixRing Modifier and Type Class Description class
ReturnsMatrix
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