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 DenseMatrix
DenseMatrix. deepCopy()
DenseMatrix
DenseMatrix. ONE()
DenseMatrix
DenseMatrix. scaled(double c)
DenseMatrix
DenseMatrix. t()
DenseMatrix
DenseMatrix. toDense()
DenseMatrix
Densifiable. toDense()
Densify a matrix, i.e., convert a matrix implementation to the standard dense matrix,DenseMatrix
.DenseMatrix
DenseMatrix. 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 DenseMatrix
LowerTriangularMatrix. toDense()
DenseMatrix
SymmetricMatrix. toDense()
DenseMatrix
UpperTriangularMatrix. toDense()
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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 DenseMatrix
CSRSparseMatrix. toDense()
DenseMatrix
DOKSparseMatrix. toDense()
DenseMatrix
LILSparseMatrix. toDense()
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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 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.Methods in dev.nm.algebra.linear.matrix.doubles.operation that return DenseMatrix Modifier and Type Method Description DenseMatrix
FastKroneckerProduct. ONE()
static DenseMatrix
MatrixFactory. randomDenseMatrix(int nRows, int nCols, RandomNumberGenerator rng)
Constructs a random DenseMatrix.DenseMatrix
FastKroneckerProduct. ZERO()
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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 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 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 DenseMatrix
ComplexMatrix. doubleValue()
Construct aDenseMatrix
equivalent of this Complex matrix (rounded if necessary).DenseMatrix
RealMatrix. doubleValue()
Construct aDenseMatrix
equivalent 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 class
Jacobian
The 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 DenseMatrix
FlexibleTable. 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 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 DenseMatrix in dev.nm.stat.descriptive.covariance
Subclasses of DenseMatrix in dev.nm.stat.descriptive.covariance 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 DenseMatrix in dev.nm.stat.markovchain
Methods in dev.nm.stat.markovchain that return DenseMatrix Modifier and Type Method Description static DenseMatrix
MCUtils. 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 class
ReturnsMatrix
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