cern.colt.matrix.tfloat.algo
Class DenseFloatAlgebra
- java.lang.Object
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- cern.colt.PersistentObject
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- cern.colt.matrix.tfloat.algo.DenseFloatAlgebra
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- All Implemented Interfaces:
- java.io.Serializable, java.lang.Cloneable
public class DenseFloatAlgebra extends PersistentObject
Linear algebraic matrix operations operating on dense matrices.- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field and Description static DenseFloatAlgebraDEFAULTA default Algebra object; hasFloatProperty.DEFAULTattached for tolerance.static DenseFloatAlgebraZEROA default Algebra object; hasFloatProperty.ZEROattached for tolerance.
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Constructor Summary
Constructors Constructor and Description DenseFloatAlgebra()Constructs a new instance with an equality tolerance given by Property.DEFAULT.tolerance().DenseFloatAlgebra(float tolerance)Constructs a new instance with the given equality tolerance.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method and Description FloatMatrix1DbackwardSolve(FloatMatrix2D U, FloatMatrix1D b)Solves the upper triangular system U*x=b;DenseFloatCholeskyDecompositionchol(FloatMatrix2D matrix)Constructs and returns the cholesky-decomposition of the given matrix.java.lang.Objectclone()Returns a copy of the receiver.floatcond(FloatMatrix2D A)Returns the condition of matrix A, which is the ratio of largest to smallest singular value.floatdet(FloatMatrix2D A)Returns the determinant of matrix A.DenseFloatEigenvalueDecompositioneig(FloatMatrix2D matrix)Constructs and returns the Eigenvalue-decomposition of the given matrix.FloatMatrix1DforwardSolve(FloatMatrix2D L, FloatMatrix1D b)Solves the lower triangular system U*x=b;static floathypot(float a, float b)Returns sqrt(a^2 + b^2) without under/overflow.static FloatFloatFunctionhypotFunction()Returns sqrt(a^2 + b^2) without under/overflow.FloatMatrix2Dinverse(FloatMatrix2D A)Returns the inverse or pseudo-inverse of matrix A.FloatMatrix1Dkron(FloatMatrix1D x, FloatMatrix1D y)Computes the Kronecker product of two real matrices.FloatMatrix2Dkron(FloatMatrix2D X, FloatMatrix2D Y)Computes the Kronecker product of two real matrices.DenseFloatLUDecompositionlu(FloatMatrix2D matrix)Constructs and returns the LU-decomposition of the given matrix.floatmult(FloatMatrix1D x, FloatMatrix1D y)Inner product of two vectors; Sum(x[i] * y[i]).FloatMatrix1Dmult(FloatMatrix2D A, FloatMatrix1D y)Linear algebraic matrix-vector multiplication; z = A * y.FloatMatrix2Dmult(FloatMatrix2D A, FloatMatrix2D B)Linear algebraic matrix-matrix multiplication; C = A x B.FloatMatrix2DmultOuter(FloatMatrix1D x, FloatMatrix1D y, FloatMatrix2D A)Outer product of two vectors; Sets A[i,j] = x[i] * y[j].floatnorm(FloatMatrix1D x, Norm type)floatnorm(FloatMatrix2D A, Norm type)floatnorm1(FloatMatrix1D x)Returns the one-norm of vector x, which is Sum(abs(x[i])).floatnorm1(FloatMatrix2D A)Returns the one-norm of matrix A, which is the maximum absolute column sum.floatnorm2(FloatMatrix1D x)Returns the two-norm (aka euclidean norm) of vector x; equivalent to Sqrt(mult(x,x)).floatnorm2(FloatMatrix2D A)Returns the two-norm of matrix A, which is the maximum singular value; obtained from SVD.floatnormF(FloatMatrix1D A)Returns the Frobenius norm of matrix A, which is Sqrt(Sum(A[i]2)).floatnormF(FloatMatrix2D A)Returns the Frobenius norm of matrix A, which is Sqrt(Sum(A[i,j]2)).floatnormInfinity(FloatMatrix1D x)Returns the infinity norm of vector x, which is Max(abs(x[i])).floatnormInfinity(FloatMatrix2D A)Returns the infinity norm of matrix A, which is the maximum absolute row sum.FloatMatrix1Dpermute(FloatMatrix1D A, int[] indexes, float[] work)Modifies the given vector A such that it is permuted as specified; Useful for pivoting.FloatMatrix2Dpermute(FloatMatrix2D A, int[] rowIndexes, int[] columnIndexes)Constructs and returns a new row and column permuted selection view of matrix A; equivalent toFloatMatrix2D.viewSelection(int[],int[]).FloatMatrix2DpermuteColumns(FloatMatrix2D A, int[] indexes, int[] work)Modifies the given matrix A such that it's columns are permuted as specified; Useful for pivoting.FloatMatrix2DpermuteRows(FloatMatrix2D A, int[] indexes, int[] work)Modifies the given matrix A such that it's rows are permuted as specified; Useful for pivoting.FloatMatrix2Dpow(FloatMatrix2D A, int p)Linear algebraic matrix power; B = Ak <==> B = A*A*...*A.FloatPropertyproperty()Returns the property object attached to this Algebra, defining tolerance.DenseFloatQRDecompositionqr(FloatMatrix2D matrix)Constructs and returns the QR-decomposition of the given matrix.intrank(FloatMatrix2D A)Returns the effective numerical rank of matrix A, obtained from Singular Value Decomposition.voidsetProperty(FloatProperty property)Attaches the given property object to this Algebra, defining tolerance.FloatMatrix1Dsolve(FloatMatrix2D A, FloatMatrix1D b)Solves A*x = b.FloatMatrix2Dsolve(FloatMatrix2D A, FloatMatrix2D B)Solves A*X = B.FloatMatrix2DsolveTranspose(FloatMatrix2D A, FloatMatrix2D B)Solves X*A = B, which is also A'*X' = B'.FloatMatrix2DsubMatrix(FloatMatrix2D A, int[] rowIndexes, int columnFrom, int columnTo)Copies the columns of the indicated rows into a new sub matrix.FloatMatrix2DsubMatrix(FloatMatrix2D A, int rowFrom, int rowTo, int[] columnIndexes)Copies the rows of the indicated columns into a new sub matrix.FloatMatrix2DsubMatrix(FloatMatrix2D A, int fromRow, int toRow, int fromColumn, int toColumn)Constructs and returns a new sub-range view which is the sub matrix A[fromRow..toRow,fromColumn..toColumn].DenseFloatSingularValueDecompositionsvd(FloatMatrix2D matrix)Constructs and returns the SingularValue-decomposition of the given matrix.java.lang.StringtoString(FloatMatrix2D matrix)Returns a String with (propertyName, propertyValue) pairs.java.lang.StringtoVerboseString(FloatMatrix2D matrix)Returns the results of toString(A) and additionally the results of all sorts of decompositions applied to the given matrix.floattrace(FloatMatrix2D A)Returns the sum of the diagonal elements of matrix A; Sum(A[i,i]).FloatMatrix2Dtranspose(FloatMatrix2D A)Constructs and returns a new view which is the transposition of the given matrix A.FloatMatrix2DtrapezoidalLower(FloatMatrix2D A)Modifies the matrix to be a lower trapezoidal matrix.floatvectorNorm2(FloatMatrix2D X)Returns the two-norm (aka euclidean norm) of vector X.vectorize();floatvectorNorm2(FloatMatrix3D X)Returns the two-norm (aka euclidean norm) of vector X.vectorize();FloatMatrix2DxmultOuter(FloatMatrix1D x, FloatMatrix1D y)Outer product of two vectors; Returns a matrix with A[i,j] = x[i] * y[j].FloatMatrix2DxpowSlow(FloatMatrix2D A, int k)Linear algebraic matrix power; B = Ak <==> B = A*A*...*A.
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Field Detail
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DEFAULT
public static final DenseFloatAlgebra DEFAULT
A default Algebra object; hasFloatProperty.DEFAULTattached for tolerance. Allows ommiting to construct an Algebra object time and again. Note that this Algebra object is immutable. Any attempt to assign a new Property object to it (via method setProperty), or to alter the tolerance of its property object (via property().setTolerance(...)) will throw an exception.
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ZERO
public static final DenseFloatAlgebra ZERO
A default Algebra object; hasFloatProperty.ZEROattached for tolerance. Allows ommiting to construct an Algebra object time and again. Note that this Algebra object is immutable. Any attempt to assign a new Property object to it (via method setProperty), or to alter the tolerance of its property object (via property().setTolerance(...)) will throw an exception.
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Constructor Detail
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DenseFloatAlgebra
public DenseFloatAlgebra()
Constructs a new instance with an equality tolerance given by Property.DEFAULT.tolerance().
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DenseFloatAlgebra
public DenseFloatAlgebra(float tolerance)
Constructs a new instance with the given equality tolerance.- Parameters:
tolerance- the tolerance to be used for equality operations.
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Method Detail
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chol
public DenseFloatCholeskyDecomposition chol(FloatMatrix2D matrix)
Constructs and returns the cholesky-decomposition of the given matrix.
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clone
public java.lang.Object clone()
Returns a copy of the receiver. The attached property object is also copied. Hence, the property object of the copy is mutable.- Overrides:
clonein classPersistentObject- Returns:
- a copy of the receiver.
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cond
public float cond(FloatMatrix2D A)
Returns the condition of matrix A, which is the ratio of largest to smallest singular value.
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det
public float det(FloatMatrix2D A)
Returns the determinant of matrix A.- Returns:
- the determinant.
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eig
public DenseFloatEigenvalueDecomposition eig(FloatMatrix2D matrix)
Constructs and returns the Eigenvalue-decomposition of the given matrix.
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hypot
public static float hypot(float a, float b)Returns sqrt(a^2 + b^2) without under/overflow.
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hypotFunction
public static FloatFloatFunction hypotFunction()
Returns sqrt(a^2 + b^2) without under/overflow.
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inverse
public FloatMatrix2D inverse(FloatMatrix2D A)
Returns the inverse or pseudo-inverse of matrix A.- Returns:
- a new independent matrix; inverse(matrix) if the matrix is square, pseudoinverse otherwise.
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lu
public DenseFloatLUDecomposition lu(FloatMatrix2D matrix)
Constructs and returns the LU-decomposition of the given matrix.
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kron
public FloatMatrix1D kron(FloatMatrix1D x, FloatMatrix1D y)
Computes the Kronecker product of two real matrices.- Parameters:
x-y-- Returns:
- the Kronecker product of two real matrices
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kron
public FloatMatrix2D kron(FloatMatrix2D X, FloatMatrix2D Y)
Computes the Kronecker product of two real matrices.- Parameters:
X-Y-- Returns:
- the Kronecker product of two real matrices
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mult
public float mult(FloatMatrix1D x, FloatMatrix1D y)
Inner product of two vectors; Sum(x[i] * y[i]). Also known as dot product.
Equivalent to x.zDotProduct(y).- Parameters:
x- the first source vector.y- the second source matrix.- Returns:
- the inner product.
- Throws:
java.lang.IllegalArgumentException- if x.size() != y.size().
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mult
public FloatMatrix1D mult(FloatMatrix2D A, FloatMatrix1D y)
Linear algebraic matrix-vector multiplication; z = A * y. z[i] = Sum(A[i,j] * y[j]), i=0..A.rows()-1, j=0..y.size()-1.- Parameters:
A- the source matrix.y- the source vector.- Returns:
- z; a new vector with z.size()==A.rows().
- Throws:
java.lang.IllegalArgumentException- if A.columns() != y.size().
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mult
public FloatMatrix2D mult(FloatMatrix2D A, FloatMatrix2D B)
Linear algebraic matrix-matrix multiplication; C = A x B. C[i,j] = Sum(A[i,k] * B[k,j]), k=0..n-1.
Matrix shapes: A(m x n), B(n x p), C(m x p).- Parameters:
A- the first source matrix.B- the second source matrix.- Returns:
- C; a new matrix holding the results, with C.rows()=A.rows(), C.columns()==B.columns().
- Throws:
java.lang.IllegalArgumentException- if B.rows() != A.columns().
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multOuter
public FloatMatrix2D multOuter(FloatMatrix1D x, FloatMatrix1D y, FloatMatrix2D A)
Outer product of two vectors; Sets A[i,j] = x[i] * y[j].- Parameters:
x- the first source vector.y- the second source vector.A- the matrix to hold the results. Set this parameter to null to indicate that a new result matrix shall be constructed.- Returns:
- A (for convenience only).
- Throws:
java.lang.IllegalArgumentException- if A.rows() != x.size() || A.columns() != y.size().
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norm1
public float norm1(FloatMatrix1D x)
Returns the one-norm of vector x, which is Sum(abs(x[i])).
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norm1
public float norm1(FloatMatrix2D A)
Returns the one-norm of matrix A, which is the maximum absolute column sum.
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norm2
public float norm2(FloatMatrix1D x)
Returns the two-norm (aka euclidean norm) of vector x; equivalent to Sqrt(mult(x,x)).
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vectorNorm2
public float vectorNorm2(FloatMatrix2D X)
Returns the two-norm (aka euclidean norm) of vector X.vectorize();
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vectorNorm2
public float vectorNorm2(FloatMatrix3D X)
Returns the two-norm (aka euclidean norm) of vector X.vectorize();
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norm
public float norm(FloatMatrix2D A, Norm type)
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norm
public float norm(FloatMatrix1D x, Norm type)
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norm2
public float norm2(FloatMatrix2D A)
Returns the two-norm of matrix A, which is the maximum singular value; obtained from SVD.
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normF
public float normF(FloatMatrix2D A)
Returns the Frobenius norm of matrix A, which is Sqrt(Sum(A[i,j]2)).
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normF
public float normF(FloatMatrix1D A)
Returns the Frobenius norm of matrix A, which is Sqrt(Sum(A[i]2)).
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normInfinity
public float normInfinity(FloatMatrix1D x)
Returns the infinity norm of vector x, which is Max(abs(x[i])).
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normInfinity
public float normInfinity(FloatMatrix2D A)
Returns the infinity norm of matrix A, which is the maximum absolute row sum.
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permute
public FloatMatrix1D permute(FloatMatrix1D A, int[] indexes, float[] work)
Modifies the given vector A such that it is permuted as specified; Useful for pivoting. Cell A[i] will go into cell A[indexes[i]].Example:
Reordering [A,B,C,D,E] with indexes [0,4,2,3,1] yields [A,E,C,D,B] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[2], A[3]<--A[3], A[4]<--A[1]. Reordering [A,B,C,D,E] with indexes [0,4,1,2,3] yields [A,E,B,C,D] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[1], A[3]<--A[2], A[4]<--A[3].- Parameters:
A- the vector to permute.indexes- the permutation indexes, must satisfy indexes.length==A.size() && indexes[i] >= 0 && indexes[i] < A.size() ;work- the working storage, must satisfy work.length >= A.size(); set work==null if you don't care about performance.- Returns:
- the modified A (for convenience only).
- Throws:
java.lang.IndexOutOfBoundsException- if indexes.length != A.size().
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permute
public FloatMatrix2D permute(FloatMatrix2D A, int[] rowIndexes, int[] columnIndexes)
Constructs and returns a new row and column permuted selection view of matrix A; equivalent toFloatMatrix2D.viewSelection(int[],int[]). The returned matrix is backed by this matrix, so changes in the returned matrix are reflected in this matrix, and vice-versa. Use idioms like result = permute(...).copy() to generate an independent sub matrix.- Returns:
- the new permuted selection view.
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permuteColumns
public FloatMatrix2D permuteColumns(FloatMatrix2D A, int[] indexes, int[] work)
Modifies the given matrix A such that it's columns are permuted as specified; Useful for pivoting. Column A[i] will go into column A[indexes[i]]. Equivalent to permuteRows(transpose(A), indexes, work).- Parameters:
A- the matrix to permute.indexes- the permutation indexes, must satisfy indexes.length==A.columns() && indexes[i] >= 0 && indexes[i] < A.columns() ;work- the working storage, must satisfy work.length >= A.columns(); set work==null if you don't care about performance.- Returns:
- the modified A (for convenience only).
- Throws:
java.lang.IndexOutOfBoundsException- if indexes.length != A.columns().
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permuteRows
public FloatMatrix2D permuteRows(FloatMatrix2D A, int[] indexes, int[] work)
Modifies the given matrix A such that it's rows are permuted as specified; Useful for pivoting. Row A[i] will go into row A[indexes[i]].Example:
Reordering [A,B,C,D,E] with indexes [0,4,2,3,1] yields [A,E,C,D,B] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[2], A[3]<--A[3], A[4]<--A[1]. Reordering [A,B,C,D,E] with indexes [0,4,1,2,3] yields [A,E,B,C,D] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[1], A[3]<--A[2], A[4]<--A[3].- Parameters:
A- the matrix to permute.indexes- the permutation indexes, must satisfy indexes.length==A.rows() && indexes[i] >= 0 && indexes[i] < A.rows() ;work- the working storage, must satisfy work.length >= A.rows(); set work==null if you don't care about performance.- Returns:
- the modified A (for convenience only).
- Throws:
java.lang.IndexOutOfBoundsException- if indexes.length != A.rows().
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pow
public FloatMatrix2D pow(FloatMatrix2D A, int p)
Linear algebraic matrix power; B = Ak <==> B = A*A*...*A.- p >= 1: B = A*A*...*A.
- p == 0: B = identity matrix.
- p < 0: B = pow(inverse(A),-p).
- Parameters:
A- the source matrix; must be square; stays unaffected by this operation.p- the exponent, can be any number.- Returns:
- B, a newly constructed result matrix; storage-independent of A.
- Throws:
java.lang.IllegalArgumentException- if !property().isSquare(A).
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property
public FloatProperty property()
Returns the property object attached to this Algebra, defining tolerance.- Returns:
- the Property object.
- See Also:
setProperty(FloatProperty)
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qr
public DenseFloatQRDecomposition qr(FloatMatrix2D matrix)
Constructs and returns the QR-decomposition of the given matrix.
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rank
public int rank(FloatMatrix2D A)
Returns the effective numerical rank of matrix A, obtained from Singular Value Decomposition.
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setProperty
public void setProperty(FloatProperty property)
Attaches the given property object to this Algebra, defining tolerance.- Parameters:
property- the Property object to be attached.- Throws:
java.lang.UnsupportedOperationException- if this==DEFAULT && property!=this.property() - The DEFAULT Algebra object is immutable.java.lang.UnsupportedOperationException- if this==ZERO && property!=this.property() - The ZERO Algebra object is immutable.- See Also:
property
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backwardSolve
public FloatMatrix1D backwardSolve(FloatMatrix2D U, FloatMatrix1D b)
Solves the upper triangular system U*x=b;- Parameters:
U- upper triangular matrixb- right-hand side- Returns:
- x, a new independent matrix;
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forwardSolve
public FloatMatrix1D forwardSolve(FloatMatrix2D L, FloatMatrix1D b)
Solves the lower triangular system U*x=b;- Parameters:
L- lower triangular matrixb- right-hand side- Returns:
- x, a new independent matrix;
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solve
public FloatMatrix1D solve(FloatMatrix2D A, FloatMatrix1D b)
Solves A*x = b.- Returns:
- x; a new independent matrix; solution if A is square, least squares solution otherwise.
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solve
public FloatMatrix2D solve(FloatMatrix2D A, FloatMatrix2D B)
Solves A*X = B.- Returns:
- X; a new independent matrix; solution if A is square, least squares solution otherwise.
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solveTranspose
public FloatMatrix2D solveTranspose(FloatMatrix2D A, FloatMatrix2D B)
Solves X*A = B, which is also A'*X' = B'.- Returns:
- X; a new independent matrix; solution if A is square, least squares solution otherwise.
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subMatrix
public FloatMatrix2D subMatrix(FloatMatrix2D A, int[] rowIndexes, int columnFrom, int columnTo)
Copies the columns of the indicated rows into a new sub matrix. sub[0..rowIndexes.length-1,0..columnTo-columnFrom] = A[rowIndexes(:),columnFrom..columnTo] ; The returned matrix is not backed by this matrix, so changes in the returned matrix are not reflected in this matrix, and vice-versa.- Parameters:
A- the source matrix to copy from.rowIndexes- the indexes of the rows to copy. May be unsorted.columnFrom- the index of the first column to copy (inclusive).columnTo- the index of the last column to copy (inclusive).- Returns:
- a new sub matrix; with sub.rows()==rowIndexes.length; sub.columns()==columnTo-columnFrom+1 .
- Throws:
java.lang.IndexOutOfBoundsException- if columnFrom<0 || columnTo-columnFrom+1<0 || columnTo+1>matrix.columns() || for any row=rowIndexes[i]: row < 0 || row >= matrix.rows() .
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subMatrix
public FloatMatrix2D subMatrix(FloatMatrix2D A, int rowFrom, int rowTo, int[] columnIndexes)
Copies the rows of the indicated columns into a new sub matrix. sub[0..rowTo-rowFrom,0..columnIndexes.length-1] = A[rowFrom..rowTo,columnIndexes(:)] ; The returned matrix is not backed by this matrix, so changes in the returned matrix are not reflected in this matrix, and vice-versa.- Parameters:
A- the source matrix to copy from.rowFrom- the index of the first row to copy (inclusive).rowTo- the index of the last row to copy (inclusive).columnIndexes- the indexes of the columns to copy. May be unsorted.- Returns:
- a new sub matrix; with sub.rows()==rowTo-rowFrom+1; sub.columns()==columnIndexes.length .
- Throws:
java.lang.IndexOutOfBoundsException- if rowFrom<0 || rowTo-rowFrom+1<0 || rowTo+1>matrix.rows() || for any col=columnIndexes[i]: col < 0 || col >= matrix.columns() .
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subMatrix
public FloatMatrix2D subMatrix(FloatMatrix2D A, int fromRow, int toRow, int fromColumn, int toColumn)
Constructs and returns a new sub-range view which is the sub matrix A[fromRow..toRow,fromColumn..toColumn]. The returned matrix is backed by this matrix, so changes in the returned matrix are reflected in this matrix, and vice-versa. Use idioms like result = subMatrix(...).copy() to generate an independent sub matrix.- Parameters:
A- the source matrix.fromRow- The index of the first row (inclusive).toRow- The index of the last row (inclusive).fromColumn- The index of the first column (inclusive).toColumn- The index of the last column (inclusive).- Returns:
- a new sub-range view.
- Throws:
java.lang.IndexOutOfBoundsException- if fromColumn<0 || toColumn-fromColumn+1<0 || toColumn>=A.columns() || fromRow<0 || toRow-fromRow+1<0 || toRow>=A.rows()
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svd
public DenseFloatSingularValueDecomposition svd(FloatMatrix2D matrix)
Constructs and returns the SingularValue-decomposition of the given matrix.
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toString
public java.lang.String toString(FloatMatrix2D matrix)
Returns a String with (propertyName, propertyValue) pairs. Useful for debugging or to quickly get the rough picture. For example,cond : 14.073264490042144 det : Illegal operation or error: Matrix must be square. norm1 : 0.9620244354009628 norm2 : 3.0 normF : 1.304841791648992 normInfinity : 1.5406551198102534 rank : 3 trace : 0
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toVerboseString
public java.lang.String toVerboseString(FloatMatrix2D matrix)
Returns the results of toString(A) and additionally the results of all sorts of decompositions applied to the given matrix. Useful for debugging or to quickly get the rough picture. For example,A = 3 x 3 matrix 249 66 68 104 214 108 144 146 293 cond : 3.931600417472078 det : 9638870.0 norm1 : 497.0 norm2 : 473.34508217011404 normF : 516.873292016525 normInfinity : 583.0 rank : 3 trace : 756.0 density : 1.0 isDiagonal : false isDiagonallyDominantByColumn : true isDiagonallyDominantByRow : true isIdentity : false isLowerBidiagonal : false isLowerTriangular : false isNonNegative : true isOrthogonal : false isPositive : true isSingular : false isSkewSymmetric : false isSquare : true isStrictlyLowerTriangular : false isStrictlyTriangular : false isStrictlyUpperTriangular : false isSymmetric : false isTriangular : false isTridiagonal : false isUnitTriangular : false isUpperBidiagonal : false isUpperTriangular : false isZero : false lowerBandwidth : 2 semiBandwidth : 3 upperBandwidth : 2 ----------------------------------------------------------------------------- LUDecompositionQuick(A) --> isNonSingular(A), det(A), pivot, L, U, inverse(A) ----------------------------------------------------------------------------- isNonSingular = true det = 9638870.0 pivot = [0, 1, 2] L = 3 x 3 matrix 1 0 0 0.417671 1 0 0.578313 0.57839 1 U = 3 x 3 matrix 249 66 68 0 186.433735 79.598394 0 0 207.635819 inverse(A) = 3 x 3 matrix 0.004869 -0.000976 -0.00077 -0.001548 0.006553 -0.002056 -0.001622 -0.002786 0.004816 ----------------------------------------------------------------- QRDecomposition(A) --> hasFullRank(A), H, Q, R, pseudo inverse(A) ----------------------------------------------------------------- hasFullRank = true H = 3 x 3 matrix 1.814086 0 0 0.34002 1.903675 0 0.470797 0.428218 2 Q = 3 x 3 matrix -0.814086 0.508871 0.279845 -0.34002 -0.808296 0.48067 -0.470797 -0.296154 -0.831049 R = 3 x 3 matrix -305.864349 -195.230337 -230.023539 0 -182.628353 467.703164 0 0 -309.13388 pseudo inverse(A) = 3 x 3 matrix 0.006601 0.001998 -0.005912 -0.005105 0.000444 0.008506 -0.000905 -0.001555 0.002688 -------------------------------------------------------------------------- CholeskyDecomposition(A) --> isSymmetricPositiveDefinite(A), L, inverse(A) -------------------------------------------------------------------------- isSymmetricPositiveDefinite = false L = 3 x 3 matrix 15.779734 0 0 6.590732 13.059948 0 9.125629 6.573948 12.903724 inverse(A) = Illegal operation or error: Matrix is not symmetric positive definite. --------------------------------------------------------------------- EigenvalueDecomposition(A) --> D, V, realEigenvalues, imagEigenvalues --------------------------------------------------------------------- realEigenvalues = 1 x 3 matrix 462.796507 172.382058 120.821435 imagEigenvalues = 1 x 3 matrix 0 0 0 D = 3 x 3 matrix 462.796507 0 0 0 172.382058 0 0 0 120.821435 V = 3 x 3 matrix -0.398877 -0.778282 0.094294 -0.500327 0.217793 -0.806319 -0.768485 0.66553 0.604862 --------------------------------------------------------------------- SingularValueDecomposition(A) --> cond(A), rank(A), norm2(A), U, S, V --------------------------------------------------------------------- cond = 3.931600417472078 rank = 3 norm2 = 473.34508217011404 U = 3 x 3 matrix 0.46657 -0.877519 0.110777 0.50486 0.161382 -0.847982 0.726243 0.45157 0.51832 S = 3 x 3 matrix 473.345082 0 0 0 169.137441 0 0 0 120.395013 V = 3 x 3 matrix 0.577296 -0.808174 0.116546 0.517308 0.251562 -0.817991 0.631761 0.532513 0.563301
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trace
public float trace(FloatMatrix2D A)
Returns the sum of the diagonal elements of matrix A; Sum(A[i,i]).
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transpose
public FloatMatrix2D transpose(FloatMatrix2D A)
Constructs and returns a new view which is the transposition of the given matrix A. Equivalent toA.viewDice(). This is a zero-copy transposition, taking O(1), i.e. constant time. The returned view is backed by this matrix, so changes in the returned view are reflected in this matrix, and vice-versa. Use idioms like result = transpose(A).copy() to generate an independent matrix.Example:
2 x 3 matrix:
1, 2, 3
4, 5, 6transpose ==> 3 x 2 matrix:
1, 4
2, 5
3, 6transpose ==> 2 x 3 matrix:
1, 2, 3
4, 5, 6- Returns:
- a new transposed view.
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trapezoidalLower
public FloatMatrix2D trapezoidalLower(FloatMatrix2D A)
Modifies the matrix to be a lower trapezoidal matrix.- Returns:
- A (for convenience only).
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xmultOuter
public FloatMatrix2D xmultOuter(FloatMatrix1D x, FloatMatrix1D y)
Outer product of two vectors; Returns a matrix with A[i,j] = x[i] * y[j].- Parameters:
x- the first source vector.y- the second source vector.- Returns:
- the outer product A.
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xpowSlow
public FloatMatrix2D xpowSlow(FloatMatrix2D A, int k)
Linear algebraic matrix power; B = Ak <==> B = A*A*...*A.- Parameters:
A- the source matrix; must be square.k- the exponent, can be any number.- Returns:
- a new result matrix.
- Throws:
java.lang.IllegalArgumentException- if !Testing.isSquare(A).
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