Matrix

Documentation of 'jhplot.math.kalman.jama.Matrix' Java class. Matrix

All Classes

Summary:
Nested |
Field |
Constr |
Method

Detail:
Field |
Constr |
Method

java.lang.Object
- jhplot.math.kalman.jama.Matrix

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable
```
public class Matrix
extends java.lang.Object
implements java.lang.Cloneable, java.io.Serializable
```
Jama = Java Matrix class.
The Java Matrix Class provides the fundamental operations of numerical linear algebra. Various constructors create Matrices from two dimensional arrays of double precision floating point numbers. Various "gets" and "sets" provide access to submatrices and matrix elements. Several methods implement basic matrix arithmetic, including matrix addition and multiplication, matrix norms, and element-by-element array operations. Methods for reading and printing matrices are also included. All the operations in this version of the Matrix Class involve real matrices. Complex matrices may be handled in a future version.
Five fundamental matrix decompositions, which consist of pairs or triples of matrices, permutation vectors, and the like, produce results in five decomposition classes. These decompositions are accessed by the Matrix class to compute solutions of simultaneous linear equations, determinants, inverses and other matrix functions. The five decompositions are:
- Cholesky Decomposition of symmetric, positive definite matrices.
- LU Decomposition of rectangular matrices.
- QR Decomposition of rectangular matrices.
- Singular Value Decomposition of rectangular matrices.
- Eigenvalue Decomposition of both symmetric and nonsymmetric square matrices.
Example of use:
Solve a linear system A x = b and compute the residual norm, ||b - A x||.
```
      double[][] vals = {{1.,2.,3},{4.,5.,6.},{7.,8.,10.}};
      Matrix A = new Matrix(vals);
      Matrix b = Matrix.random(3,1);
      Matrix x = A.solve(b);
      Matrix r = A.times(x).minus(b);
      double rnorm = r.normInf();
```
See Also:

Serialized Form

Constructor Summary

Constructors
Constructor and Description
`Matrix(double[][] A)` Construct a matrix from a 2-D array.
`Matrix(double[][] A, int m, int n)` Construct a matrix quickly without checking arguments.
`Matrix(double[] vals, int m)` Construct a matrix from a one-dimensional packed array
`Matrix(int m, int n)` Construct an m-by-n matrix of zeros.
`Matrix(int m, int n, double s)` Construct an m-by-n constant matrix.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`Matrix`	`arrayLeftDivide(Matrix B)` Element-by-element left division, C = A.\B
`Matrix`	`arrayLeftDivideEquals(Matrix B)` Element-by-element left division in place, A = A.\B
`Matrix`	`arrayRightDivide(Matrix B)` Element-by-element right division, C = A./B
`Matrix`	`arrayRightDivideEquals(Matrix B)` Element-by-element right division in place, A = A./B
`Matrix`	`arrayTimes(Matrix B)` Element-by-element multiplication, C = A.*B
`Matrix`	`arrayTimesEquals(Matrix B)` Element-by-element multiplication in place, A = A.*B
`java.lang.Object`	`clone()` Clone the Matrix object.
`static Matrix`	`constructWithCopy(double[][] A)` Construct a matrix from a copy of a 2-D array.
`Matrix`	`copy()` Make a deep copy of a matrix
`double`	`det()` Matrix determinant
`Matrix`	`gemm(Matrix B, Matrix C, double alpha, double beta)` Generalized linear algebraic matrix-matrix multiplication (of A); `C = alphaA x B + betaC`.
`double`	`get(int i, int j)` Get a single element.
`double[][]`	`getArray()` Access the internal two-dimensional array.
`double[][]`	`getArrayCopy()` Copy the internal two-dimensional array.
`int`	`getColumnDimension()` Get column dimension.
`double[]`	`getColumnPackedCopy()` Make a one-dimensional column packed copy of the internal array.
`Matrix`	`getMatrix(int[] r, int[] c)` Get a submatrix.
`Matrix`	`getMatrix(int[] r, int j0, int j1)` Get a submatrix.
`Matrix`	`getMatrix(int i0, int i1, int[] c)` Get a submatrix.
`Matrix`	`getMatrix(int i0, int i1, int j0, int j1)` Get a submatrix.
`int`	`getRowDimension()` Get row dimension.
`double[]`	`getRowPackedCopy()` Make a one-dimensional row packed copy of the internal array.
`Matrix`	`identity()` Generate identity matrix
`static Matrix`	`identity(int m, int n)` Generate identity matrix
`static Matrix`	`identity(int m, int n, double value)` Generate identity matrix
`Matrix`	`inverse()` Matrix inverse or pseudoinverse
`Matrix`	`minus(Matrix B)` C = A - B
`Matrix`	`minusEquals(Matrix B)` A = A - B
`double`	`norm1()` One norm
`double`	`normF()` Frobenius norm
`double`	`normInf()` Infinity norm
`Matrix`	`plus(Matrix B)` C = A + B
`Matrix`	`plusEquals(Matrix B)` A = A + B
`void`	`print(int w, int d)` Print the matrix to stdout.
`void`	`print(java.text.NumberFormat format, int width)` Print the matrix to stdout.
`void`	`print(java.io.PrintWriter output, int w, int d)` Print the matrix to the output stream.
`void`	`print(java.io.PrintWriter output, java.text.NumberFormat format, int width)` Print the matrix to the output stream.
`QRDecomposition`	`qr()` QR Decomposition
`static Matrix`	`random(int m, int n)` Generate matrix with random elements
`static Matrix`	`read(java.io.BufferedReader input)` Read a matrix from a stream.
`void`	`set(int i, int j, double s)` Set a single element.
`void`	`setMatrix(int[] r, int[] c, Matrix X)` Set a submatrix.
`void`	`setMatrix(int[] r, int j0, int j1, Matrix X)` Set a submatrix.
`void`	`setMatrix(int i0, int i1, int[] c, Matrix X)` Set a submatrix.
`void`	`setMatrix(int i0, int i1, int j0, int j1, Matrix X)` Set a submatrix.
`Matrix`	`solve(Matrix B)` Solve A*X = B
`Matrix`	`solveTranspose(Matrix B)` Solve XA = B, which is also A'X' = B'
`Matrix`	`times(double s)` Multiply a matrix by a scalar, C = s*A
`Matrix`	`times(Matrix B)` Linear algebraic matrix multiplication, A * B
`Matrix`	`timesEquals(double s)` Multiply a matrix by a scalar in place, A = s*A
`java.lang.String`	`toString()` Overrides the Object `toString()` method.
`java.lang.String`	`toString(int w, int d)` Hybrid toString.
`double`	`trace()` Matrix trace.
`Matrix`	`transpose()` Matrix transpose.
`Matrix`	`uminus()` Unary minus

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Constructor Detail
  - Matrix
```
public Matrix(int m,
              int n)
```
    Construct an m-by-n matrix of zeros.
    
    Parameters:
    
    m - Number of rows.
    
    n - Number of colums.
  - Matrix
```
public Matrix(int m,
              int n,
              double s)
```
    Construct an m-by-n constant matrix.
    
    Parameters:
    
    m - Number of rows.
    
    n - Number of colums.
    
    s - Fill the matrix with this scalar value.
  - Matrix
```
public Matrix(double[][] A)
```
    Construct a matrix from a 2-D array.
    
    Parameters:
    
    A - Two-dimensional array of doubles.
    
    Throws:
    
    java.lang.IllegalArgumentException - All rows must have the same length
    
    See Also:
    
    constructWithCopy(double[][])
  - Matrix
```
public Matrix(double[][] A,
              int m,
              int n)
```
    Construct a matrix quickly without checking arguments.
    
    Parameters:
    
    A - Two-dimensional array of doubles.
    
    m - Number of rows.
    
    n - Number of colums.
  - Matrix
```
public Matrix(double[] vals,
              int m)
```
    Construct a matrix from a one-dimensional packed array
    
    Parameters:
    
    vals - One-dimensional array of doubles, packed by columns (ala Fortran).
    
    m - Number of rows.
    
    Throws:
    
    java.lang.IllegalArgumentException - Array length must be a multiple of m.
- Method Detail
  - constructWithCopy
```
public static Matrix constructWithCopy(double[][] A)
```
    Construct a matrix from a copy of a 2-D array.
    
    Parameters:
    
    A - Two-dimensional array of doubles.
    
    Throws:
    
    java.lang.IllegalArgumentException - All rows must have the same length
  - copy
```
public Matrix copy()
```
    Make a deep copy of a matrix
  - clone
```
public java.lang.Object clone()
```
    Clone the Matrix object.
    
    Overrides:
    
    clone in class java.lang.Object
  - getArray
```
public double[][] getArray()
```
    Access the internal two-dimensional array.
    
    Returns:
    
    Pointer to the two-dimensional array of matrix elements.
  - getArrayCopy
```
public double[][] getArrayCopy()
```
    Copy the internal two-dimensional array.
    
    Returns:
    
    Two-dimensional array copy of matrix elements.
  - getColumnPackedCopy
```
public double[] getColumnPackedCopy()
```
    Make a one-dimensional column packed copy of the internal array.
    
    Returns:
    
    Matrix elements packed in a one-dimensional array by columns.
  - getRowPackedCopy
```
public double[] getRowPackedCopy()
```
    Make a one-dimensional row packed copy of the internal array.
    
    Returns:
    
    Matrix elements packed in a one-dimensional array by rows.
  - getRowDimension
```
public int getRowDimension()
```
    Get row dimension.
    
    Returns:
    
    m, the number of rows.
  - getColumnDimension
```
public int getColumnDimension()
```
    Get column dimension.
    
    Returns:
    
    n, the number of columns.
  - get
```
public double get(int i,
                  int j)
```
    Get a single element.
    
    Parameters:
    
    i - Row index.
    
    j - Column index.
    
    Returns:
    
    A(i,j)
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException
  - getMatrix
```
public Matrix getMatrix(int i0,
                        int i1,
                        int j0,
                        int j1)
```
    Get a submatrix.
    
    Parameters:
    
    i0 - Initial row index
    
    i1 - Final row index
    
    j0 - Initial column index
    
    j1 - Final column index
    
    Returns:
    
    A(i0:i1,j0:j1)
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - getMatrix
```
public Matrix getMatrix(int[] r,
                        int[] c)
```
    Get a submatrix.
    
    Parameters:
    
    r - Array of row indices.
    
    c - Array of column indices.
    
    Returns:
    
    A(r(:),c(:))
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - getMatrix
```
public Matrix getMatrix(int i0,
                        int i1,
                        int[] c)
```
    Get a submatrix.
    
    Parameters:
    
    i0 - Initial row index
    
    i1 - Final row index
    
    c - Array of column indices.
    
    Returns:
    
    A(i0:i1,c(:))
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - getMatrix
```
public Matrix getMatrix(int[] r,
                        int j0,
                        int j1)
```
    Get a submatrix.
    
    Parameters:
    
    r - Array of row indices.
    
    i0 - Initial column index
    
    i1 - Final column index
    
    Returns:
    
    A(r(:),j0:j1)
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - set
```
public void set(int i,
                int j,
                double s)
```
    Set a single element.
    
    Parameters:
    
    i - Row index.
    
    j - Column index.
    
    s - A(i,j).
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException
  - setMatrix
```
public void setMatrix(int i0,
                      int i1,
                      int j0,
                      int j1,
                      Matrix X)
```
    Set a submatrix.
    
    Parameters:
    
    i0 - Initial row index
    
    i1 - Final row index
    
    j0 - Initial column index
    
    j1 - Final column index
    
    X - A(i0:i1,j0:j1)
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - setMatrix
```
public void setMatrix(int[] r,
                      int[] c,
                      Matrix X)
```
    Set a submatrix.
    
    Parameters:
    
    r - Array of row indices.
    
    c - Array of column indices.
    
    X - A(r(:),c(:))
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - setMatrix
```
public void setMatrix(int[] r,
                      int j0,
                      int j1,
                      Matrix X)
```
    Set a submatrix.
    
    Parameters:
    
    r - Array of row indices.
    
    j0 - Initial column index
    
    j1 - Final column index
    
    X - A(r(:),j0:j1)
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - setMatrix
```
public void setMatrix(int i0,
                      int i1,
                      int[] c,
                      Matrix X)
```
    Set a submatrix.
    
    Parameters:
    
    i0 - Initial row index
    
    i1 - Final row index
    
    c - Array of column indices.
    
    X - A(i0:i1,c(:))
    
    Throws:
    
    java.lang.ArrayIndexOutOfBoundsException - Submatrix indices
  - transpose
```
public Matrix transpose()
```
    Matrix transpose.
    
    Returns:
    
    A'
  - norm1
```
public double norm1()
```
    One norm
    
    Returns:
    
    maximum column sum.
  - normInf
```
public double normInf()
```
    Infinity norm
    
    Returns:
    
    maximum row sum.
  - normF
```
public double normF()
```
    Frobenius norm
    
    Returns:
    
    sqrt of sum of squares of all elements.
  - uminus
```
public Matrix uminus()
```
    Unary minus
    
    Returns:
    
    -A
  - plus
```
public Matrix plus(Matrix B)
```
    C = A + B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A + B
  - plusEquals
```
public Matrix plusEquals(Matrix B)
```
    A = A + B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A + B
  - minus
```
public Matrix minus(Matrix B)
```
    C = A - B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A - B
  - minusEquals
```
public Matrix minusEquals(Matrix B)
```
    A = A - B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A - B
  - arrayTimes
```
public Matrix arrayTimes(Matrix B)
```
    Element-by-element multiplication, C = A.*B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A.*B
  - arrayTimesEquals
```
public Matrix arrayTimesEquals(Matrix B)
```
    Element-by-element multiplication in place, A = A.*B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A.*B
  - arrayRightDivide
```
public Matrix arrayRightDivide(Matrix B)
```
    Element-by-element right division, C = A./B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A./B
  - arrayRightDivideEquals
```
public Matrix arrayRightDivideEquals(Matrix B)
```
    Element-by-element right division in place, A = A./B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A./B
  - arrayLeftDivide
```
public Matrix arrayLeftDivide(Matrix B)
```
    Element-by-element left division, C = A.\B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A.\B
  - arrayLeftDivideEquals
```
public Matrix arrayLeftDivideEquals(Matrix B)
```
    Element-by-element left division in place, A = A.\B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    A.\B
  - times
```
public Matrix times(double s)
```
    Multiply a matrix by a scalar, C = s*A
    
    Parameters:
    
    s - scalar
    
    Returns:
    
    s*A
  - timesEquals
```
public Matrix timesEquals(double s)
```
    Multiply a matrix by a scalar in place, A = s*A
    
    Parameters:
    
    s - scalar
    
    Returns:
    
    replace A by s*A
  - times
```
public Matrix times(Matrix B)
```
    Linear algebraic matrix multiplication, A * B
    
    Parameters:
    
    B - another matrix
    
    Returns:
    
    Matrix product, A * B
    
    Throws:
    
    java.lang.IllegalArgumentException - Matrix inner dimensions must agree.
  - qr
```
public QRDecomposition qr()
```
    QR Decomposition
    
    Returns:
    
    QRDecomposition
    
    See Also:
    
    QRDecomposition
  - solve
```
public Matrix solve(Matrix B)
```
    Solve A*X = B
    
    Parameters:
    
    B - right hand side
    
    Returns:
    
    solution if A is square, least squares solution otherwise
  - solveTranspose
```
public Matrix solveTranspose(Matrix B)
```
    Solve X*A = B, which is also A'*X' = B'
    
    Parameters:
    
    B - right hand side
    
    Returns:
    
    solution if A is square, least squares solution otherwise.
  - inverse
```
public Matrix inverse()
```
    Matrix inverse or pseudoinverse
    
    Returns:
    
    inverse(A) if A is square, pseudoinverse otherwise.
  - det
```
public double det()
```
    Matrix determinant
    
    Returns:
    
    determinant
  - trace
```
public double trace()
```
    Matrix trace.
    
    Returns:
    
    sum of the diagonal elements.
  - random
```
public static Matrix random(int m,
                            int n)
```
    Generate matrix with random elements
    
    Parameters:
    
    m - Number of rows.
    
    n - Number of colums.
    
    Returns:
    
    An m-by-n matrix with uniformly distributed random elements.
  - identity
```
public static Matrix identity(int m,
                              int n)
```
    Generate identity matrix
    
    Parameters:
    
    m - Number of rows.
    
    n - Number of colums.
    
    Returns:
    
    An m-by-n matrix with ones on the diagonal and zeros elsewhere.
  - print
```
public void print(int w,
                  int d)
```
    Print the matrix to stdout. Line the elements up in columns with a Fortran-like 'Fw.d' style format.
    
    Parameters:
    
    w - Column width.
    
    d - Number of digits after the decimal.
  - print
```
public void print(java.io.PrintWriter output,
                  int w,
                  int d)
```
    Print the matrix to the output stream. Line the elements up in columns with a Fortran-like 'Fw.d' style format.
    
    Parameters:
    
    output - Output stream.
    
    w - Column width.
    
    d - Number of digits after the decimal.
  - print
```
public void print(java.text.NumberFormat format,
                  int width)
```
    Print the matrix to stdout. Line the elements up in columns. Use the format object, and right justify within columns of width characters. Note that is the matrix is to be read back in, you probably will want to use a NumberFormat that is set to US Locale.
    
    Parameters:
    
    format - A Formatting object for individual elements.
    
    width - Field width for each column.
    
    See Also:
    
    DecimalFormat.setDecimalFormatSymbols(java.text.DecimalFormatSymbols)
  - print
```
public void print(java.io.PrintWriter output,
                  java.text.NumberFormat format,
                  int width)
```
    Print the matrix to the output stream. Line the elements up in columns. Use the format object, and right justify within columns of width characters. Note that is the matrix is to be read back in, you probably will want to use a NumberFormat that is set to US Locale.
    
    Parameters:
    
    output - the output stream.
    
    format - A formatting object to format the matrix elements
    
    width - Column width.
    
    See Also:
    
    DecimalFormat.setDecimalFormatSymbols(java.text.DecimalFormatSymbols)
  - read
```
public static Matrix read(java.io.BufferedReader input)
                   throws java.io.IOException
```
    Read a matrix from a stream. The format is the same the print method, so printed matrices can be read back in (provided they were printed using US Locale). Elements are separated by whitespace, all the elements for each row appear on a single line, the last row is followed by a blank line.
    
    Parameters:
    
    input - the input stream.
    
    Throws:
    
    java.io.IOException
  - gemm
```
public Matrix gemm(Matrix B,
                   Matrix C,
                   double alpha,
                   double beta)
```
    Generalized linear algebraic matrix-matrix multiplication (of A); C = alpha*A x B + beta*C.
    Matrix shapes: A(m x n), B(n x p), C(m x p).
    After potential transpositions and shape conformance check; C[i,j] = alpha*Sum(A[i,k] * B[k,j]) + beta*C[i,j], k=0..n-1.
    Use:
    C = A.gemm(B, null, 1, 1); // similar to A.times(B);
    C = A.transpose().gemm(B.transpose(), C, 1, -1);
    
    Parameters:
    
    B - the second source matrix.
    
    C - the matrix where results are to be stored. Set this parameter to null to indicate that a new result matrix shall be constructed.
    
    alpha - a scale factor.
    
    beta - a result scale factor.
    
    Returns:
    
    C product matrix (for convenience only).
    
    Throws:
    
    java.lang.IllegalArgumentException - if B.rows() != A.columns().
    
    java.lang.IllegalArgumentException - if C.rows() != A.rows() || C.columns() != B.columns().
    
    java.lang.IllegalArgumentException - if A == C || B == C.
  - toString
```
public java.lang.String toString(int w,
                                 int d)
```
    Hybrid toString.
    
    See Also:
    
    print(int w, int d)
  - toString
```
public java.lang.String toString()
```
    Overrides the Object toString() method.
    
    Overrides:
    
    toString in class java.lang.Object
    
    Returns:
    
    String tab-separated rows on separate lines
  - identity
```
public Matrix identity()
```
    Generate identity matrix
    
    Returns:
    
    An m-by-n matrix with ones on the diagonal and zeros elsewhere.
  - identity
```
public static Matrix identity(int m,
                              int n,
                              double value)
```
    Generate identity matrix
    
    Parameters:
    
    m - Number of rows.
    
    n - Number of colums.
    
    Returns:
    
    An m-by-n matrix with ones on the diagonal and zeros elsewhere.

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Class Matrix

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

Matrix

Matrix

Matrix

Matrix

Matrix

Method Detail

constructWithCopy

copy

clone

getArray

getArrayCopy

getColumnPackedCopy

getRowPackedCopy

getRowDimension

getColumnDimension

get

getMatrix

getMatrix

getMatrix

getMatrix

set

setMatrix

setMatrix

setMatrix

setMatrix

transpose

norm1

normInf

normF

uminus

plus

plusEquals

minus

minusEquals

arrayTimes

arrayTimesEquals

arrayRightDivide

arrayRightDivideEquals

arrayLeftDivide

arrayLeftDivideEquals

times

timesEquals

times

qr

solve

solveTranspose

inverse

det

trace

random

identity

print

print

print

print

read

gemm

toString

toString

identity

identity