Matrix

Documentation of 'org.jquantlib.math.matrixutilities.Matrix' Java class Matrix

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java.lang.Object
- org.jquantlib.math.matrixutilities.Cells<Address.MatrixAddress>
- - org.jquantlib.math.matrixutilities.Matrix

All Implemented Interfaces:

java.lang.Cloneable

Direct Known Subclasses:

Identity
```
public class Matrix
extends Cells<Address.MatrixAddress>
implements java.lang.Cloneable
```
Bidimensional matrix operations
Performance of multidimensional arrays is a big concern in Java. This is because multidimensional arrays are stored as arrays of arrays, spanning this concept to as many depths as necessary. In C++, a multidimensional array is stored internally as a unidimensional array where depths are stacked together one after another. A very simple calculation is needed in order to map multiple dimensional indexes to an unidimensional index.
This class provides a C/C++ like approach of internal unidimensional array backing a conceptual bidimensional matrix. This mapping is provided by method op(int row, int col) which is responsible for returning the physical address of the desired tuple , given a certain access method.
The mentioned access method is provided by a concrete implementation of Address which is passed to constructors. Doing so, it is possible to access the same underlying unidimensional data storage in various different ways, which allows us obtain another Matrix (see method and alike) from an existing Matrix without any need of copying the underlying data. Certain operations benefit a lot from such approach, like transpose() which presents constant execution time.
The price we have to pay for such flexibility and benefits is that an access method is necessary, which means that a the bytecode may potentially need a dereference to a class which contain the concrete implementation of method op(int row, int col). In order to keep this cost at minimum, implementation of access method keep indexes at hand whenever possible, in order to being able to calculate the actual unidimensional index as fast as possible. This additional dereference impacts performance more or less in the same ways dereference impacts performance when a bidimensional array (double[][]) is employed. Contrary to the bidimensional implementation, our implementation can potentially benefit from bytecode inlining, which means that calculation of the unidimensional index can be performed potentially faster than calculation of address location when a bidimensional array (double[][]) is used as underlying storage.

Assignment operations
```
   opr method     this    right    result
   --- ---------- ------- -------- ------
   =   assign     Matrix           Matrix (1)
   +=  addAssign  Matrix  Matrix   this
   -=  subAssign  Matrix  Matrix   this
   *=  mulAssign  Matrix  scalar   this
   /=  divAssign  Matrix  scalar   this
 
```
Algebraic products
```
   opr method     this    right    result
   --- ---------- ------- -------- ------
   +   add        Matrix  Matrix   Matrix
   -   sub        Matrix  Matrix   Matrix
   -   negative   Matrix           this
   *   mul        Matrix  scalar   Matrix
   /   div        Matrix  scalar   Matrix
 
```
Vectorial products
```
   method         this    right    result
   -------------- ------- -------- ------
   mul            Matrix  Array    Array
   mul            Matrix  Matrix   Matrix
 
```
Decompositions
```
   method         this    right    result
   -------------- ------- -------- ------
   lu             Matrix           LUDecomposition
   qr             Matrix           QRDecomposition
   cholensky      Matrix           CholeskyDecomposition
   svd            Matrix           SingularValueDecomposition
   eigenvalue     Matrix           EigenvalueDecomposition
 
```
Element iterators
```
   method         this    right    result
   ------------   ------- -------- ------
   rowIterator    Matrix           RowIterator
   columnIterator Matrix           ColumnIterator
 
```
Miscellaneous
```
   method         this    right    result
   -------------- ------- -------- ------
   transpose      Matrix           Matrix
   diagonal       Matrix           Array
   determinant    Matrix           double
   inverse        Matrix           Matrix
   solve          Matrix           Matrix
   swap           Matrix  Matrix   this
   range          Matrix  Matrix   Matrix
 
```
(1): clone()
(2): Unary + is equivalent to: array.clone()
(3): Unary ? is equivalent to: array.clone().mulAssign(-1)

Field Summary
- Fields inherited from class org.jquantlib.math.matrixutilities.Cells
  $

Constructor Summary

Constructors
Constructor and Description
`Matrix()` Default constructor
`Matrix(double[][] data)` Creates a Matrix given a double[][] array
`Matrix(double[][] data, java.util.Set<Address.Flags> flags)` Creates a Matrix given a double[][] array
`Matrix(int rows, int cols)` Builds a Matrix of `rows` by `cols`
`Matrix(int rows, int cols, double[] data, Address.MatrixAddress addr)`
`Matrix(int rows, int cols, java.util.Set<Address.Flags> flags)` Builds a Matrix of `rows` by `cols`
`Matrix(Matrix m)` copy constructor
`Matrix(java.util.Set<Address.Flags> flags)` Default constructor

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`int`	`_(int row, int col)` Deprecated.
`Matrix`	`add(Matrix another)` Returns the result of addition of `this` Matrix and `another` Matrix
`Matrix`	`addAssign(Matrix another)` Returns the result of an addition of `this` Matrix and `another` Matrix
`CholeskyDecomposition`	`cholesky()` Cholesky Decomposition
`Matrix`	`clone()` Returns a copy of `this` Matrix
`Matrix`	`constRange(int[] ridx, int[] cidx)`
`Matrix`	`constRange(int[] ridx, int col0, int col1)`
`Matrix`	`constRange(int row0, int row1, int[] cidx)`
`Matrix`	`constRange(int row0, int row1, int col0, int col1)`
`Array`	`constRangeCol(int col)`
`Array`	`constRangeCol(int col, int row0)`
`Array`	`constRangeCol(int col, int row0, int row1)`
`Array`	`constRangeRow(int row)`
`Array`	`constRangeRow(int row, int col0)`
`Array`	`constRangeRow(int row, int col0, int col1)`
`double`	`determinant()` Determinant
`Array`	`diagonal()` Returns a diagonal from `this` Matrix, if it is square
`Matrix`	`div(double scalar)` Returns the result of a division of `this` Matrix by a `scalar`
`Matrix`	`divAssign(double scalar)` Returns the result of a division of `this` Matrix by a `scalar`
`EigenvalueDecomposition`	`eigenvalue()` Eigenvalue Decomposition
`boolean`	`equals(java.lang.Object obj)`
`Matrix`	`fill(double scalar)`
`Matrix`	`fill(Matrix another)`
`void`	`fillCol(int col, Array array)` Overwrites contents of a certain column
`void`	`fillRow(int row, Array array)` Overwrites contents of a certain row
`double`	`get(int row, int col)` Retrieves an element of `this` Matrix which identified by (row, col)
`int`	`hashCode()`
`Matrix`	`inverse()` Returns an inverse Matrix from `this` Matrix
`LUDecomposition`	`lu()` LU Decomposition
`Array`	`mul(Array array)` Returns an Array which represents the multiplication of `this` Matrix by an Array
`Matrix`	`mul(double scalar)` Returns the result of a multiplication of `this` Matrix by a `scalar`
`Matrix`	`mul(Matrix another)` Returns a Matrix which represents the multiplication of `this` Matrix and `another` Matrix
`Matrix`	`mulAssign(double scalar)` Returns the result of a multiplication of `this` Matrix by a `scalar`
`Matrix`	`negative()` Returns the negative of `this` Matrix
`int`	`offset()`
`QRDecomposition`	`qr()` QR Decomposition
`QRDecomposition`	`qr(boolean pivot)` QR Decomposition
`Matrix`	`range(int[] ridx, int[] cidx)`
`Matrix`	`range(int[] ridx, int col0, int col1)`
`Matrix`	`range(int row0, int row1, int[] cidx)`
`Matrix`	`range(int row0, int row1, int col0, int col1)`
`Array`	`rangeCol(int col)`
`Array`	`rangeCol(int col, int row0)`
`Array`	`rangeCol(int col, int row0, int row1)`
`Array`	`rangeRow(int row)`
`Array`	`rangeRow(int row, int col0)`
`Array`	`rangeRow(int row, int col0, int col1)`
`SymmetricSchurDecomposition`	`schur()` Symmetric Schur Decomposition
`void`	`set(int row, int col, double value)` Stores a value into an element of `this` Matrix which is identified by (row, col)
`Matrix`	`sort()`
`Matrix`	`sub(Matrix another)` Returns the result of a subtraction of `this` Matrix and `another` Matrix
`Matrix`	`subAssign(Matrix another)` Returns the result of a subtraction of `this` Matrix and `another` Matrix
`SVD`	`svd()` Singular Value Decomposition
`Matrix`	`swap(Matrix another)`
`Matrix`	`toFortran()`
`Matrix`	`toJava()`
`java.lang.String`	`toString()`
`Matrix`	`transpose()` Returns the transpose of `this` Matrix

Methods inherited from class org.jquantlib.math.matrixutilities.Cells
cols, columns, empty, flags, requireFlags, rows, size

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

- Constructor Detail
  - Matrix
```
public Matrix()
```
    Default constructor
    Builds a Matrix with dimensions 1x1
  - Matrix
```
public Matrix(java.util.Set<Address.Flags> flags)
```
    Default constructor
    Builds a Matrix with dimensions 1x1
    
    Parameters:
    
    flags - is a Set<Address.Flags>
    
    See Also:
    
    Address.Flags
  - Matrix
```
public Matrix(int rows,
              int cols)
```
    Builds a Matrix of rows by cols
    
    Parameters:
    
    rows - is the number of rows
    
    cols - is the number of columns
    
    Throws:
    
    java.lang.IllegalArgumentException - if parameters are less than zero
  - Matrix
```
public Matrix(int rows,
              int cols,
              java.util.Set<Address.Flags> flags)
```
    Builds a Matrix of rows by cols
    
    Parameters:
    
    rows - is the number of rows
    
    cols - is the number of columns
    
    flags - is a Set<Address.Flags>
    
    Throws:
    
    java.lang.IllegalArgumentException - if parameters are less than zero
    
    See Also:
    
    Address.Flags
  - Matrix
```
public Matrix(double[][] data)
```
    Creates a Matrix given a double[][] array
    
    Parameters:
    
    data -
  - Matrix
```
public Matrix(double[][] data,
              java.util.Set<Address.Flags> flags)
```
    Creates a Matrix given a double[][] array
    
    Parameters:
    
    data -
  - Matrix
```
public Matrix(Matrix m)
```
    copy constructor
    
    Parameters:
    
    $ -
  - Matrix
```
public Matrix(int rows,
              int cols,
              double[] data,
              Address.MatrixAddress addr)
```
- Method Detail
  - _
```
@Deprecated
public int _(int row,
                         int col)
```
    Deprecated.
    
    This is a convenience method intended to return the physical address of an element.
    The use of this method is highly discouraged
    
    Parameters:
    
    index - is a logical address of an element
    
    Returns:
    
    the physical address to an element
    
    See Also:
    
    Cells.$
  - get
```
public double get(int row,
                  int col)
```
    Retrieves an element of this Matrix which identified by (row, col)
    
    Parameters:
    
    row - coordinate
    
    col - coordinate
    
    Returns:
    
    the contents of a given cell
  - set
```
public void set(int row,
                int col,
                double value)
```
    Stores a value into an element of this Matrix which is identified by (row, col)
    
    Parameters:
    
    row - coordinate
    
    col - coordinate
  - addAssign
```
public Matrix addAssign(Matrix another)
```
    Returns the result of an addition of this Matrix and another Matrix
    
    Parameters:
    
    another -
    
    Returns:
    
    this
  - subAssign
```
public Matrix subAssign(Matrix another)
```
    Returns the result of a subtraction of this Matrix and another Matrix
    
    Parameters:
    
    another -
    
    Returns:
    
    this
  - mulAssign
```
public Matrix mulAssign(double scalar)
```
    Returns the result of a multiplication of this Matrix by a scalar
    
    Parameters:
    
    scalar -
    
    Returns:
    
    this
  - divAssign
```
public Matrix divAssign(double scalar)
```
    Returns the result of a division of this Matrix by a scalar
    
    Parameters:
    
    scalar -
    
    Returns:
    
    this
  - add
```
public Matrix add(Matrix another)
```
    Returns the result of addition of this Matrix and another Matrix
    
    Parameters:
    
    another -
    
    Returns:
    
    a new instance
  - sub
```
public Matrix sub(Matrix another)
```
    Returns the result of a subtraction of this Matrix and another Matrix
    
    Parameters:
    
    another -
    
    Returns:
    
    a new instance
  - negative
```
public Matrix negative()
```
    Returns the negative of this Matrix
    
    Returns:
    
    this
  - mul
```
public Matrix mul(double scalar)
```
    Returns the result of a multiplication of this Matrix by a scalar
    
    Parameters:
    
    scalar -
    
    Returns:
    
    a new instance
  - div
```
public Matrix div(double scalar)
```
    Returns the result of a division of this Matrix by a scalar
    
    Parameters:
    
    scalar -
    
    Returns:
    
    a new instance
  - mul
```
public Array mul(Array array)
```
    Returns an Array which represents the multiplication of this Matrix by an Array
    
    Parameters:
    
    array - is the input Array which participates in the operation
    
    Returns:
    
    a new Array which contains the result
  - mul
```
public Matrix mul(Matrix another)
```
    Returns a Matrix which represents the multiplication of this Matrix and another Matrix
    
    Parameters:
    
    another -
    
    Returns:
    
    a new Matrix which contains the result
  - lu
```
public LUDecomposition lu()
```
    LU Decomposition
    
    Parameters:
    
    moreGreeks - is a rectangular Matrix
    
    Returns:
    
    Structure to access L, U and piv.
  - qr
```
public QRDecomposition qr()
```
    QR Decomposition
    
    Returns:
    
    QRDecomposition
    
    See Also:
    
    QRDecomposition
  - qr
```
public QRDecomposition qr(boolean pivot)
```
    QR Decomposition
    
    Returns:
    
    QRDecomposition
    
    See Also:
    
    QRDecomposition
  - cholesky
```
public CholeskyDecomposition cholesky()
```
    Cholesky Decomposition
    
    Returns:
    
    CholeskyDecomposition
    
    See Also:
    
    CholeskyDecomposition
  - schur
```
public SymmetricSchurDecomposition schur()
```
    Symmetric Schur Decomposition
    
    Returns:
    
    SymmetricSchurDecomposition
    
    See Also:
    
    SymmetricSchurDecomposition
  - svd
```
public SVD svd()
```
    Singular Value Decomposition
    
    Returns:
    
    SingularValueDecomposition
    
    See Also:
    
    SVD
  - eigenvalue
```
public EigenvalueDecomposition eigenvalue()
```
    Eigenvalue Decomposition
    
    Returns:
    
    EigenvalueDecomposition
    
    See Also:
    
    EigenvalueDecomposition
  - transpose
```
public Matrix transpose()
```
    Returns the transpose of this Matrix
    
    Returns:
    
    a new instance which contains the result of this operation
  - diagonal
```
public Array diagonal()
```
    Returns a diagonal from this Matrix, if it is square
    
    Returns:
    
    a new instance which contains the result of this operation
  - determinant
```
public double determinant()
```
    Determinant
    
    Returns:
    
    determinant of matrix
    
    Throws:
    
    java.lang.IllegalArgumentException - Matrix must be square
  - inverse
```
public Matrix inverse()
```
    Returns an inverse Matrix from this Matrix
    
    Returns:
    
    a new instance which contains the result of this operation
  - rangeRow
```
public Array rangeRow(int row)
```
  - rangeRow
```
public Array rangeRow(int row,
                      int col0)
```
  - rangeRow
```
public Array rangeRow(int row,
                      int col0,
                      int col1)
```
  - rangeCol
```
public Array rangeCol(int col)
```
  - rangeCol
```
public Array rangeCol(int col,
                      int row0)
```
  - rangeCol
```
public Array rangeCol(int col,
                      int row0,
                      int row1)
```
  - range
```
public Matrix range(int row0,
                    int row1,
                    int col0,
                    int col1)
```
  - range
```
public Matrix range(int[] ridx,
                    int col0,
                    int col1)
```
  - range
```
public Matrix range(int row0,
                    int row1,
                    int[] cidx)
```
  - range
```
public Matrix range(int[] ridx,
                    int[] cidx)
```
  - constRangeRow
```
public Array constRangeRow(int row)
```
  - constRangeRow
```
public Array constRangeRow(int row,
                           int col0)
```
  - constRangeRow
```
public Array constRangeRow(int row,
                           int col0,
                           int col1)
```
  - constRangeCol
```
public Array constRangeCol(int col)
```
  - constRangeCol
```
public Array constRangeCol(int col,
                           int row0)
```
  - constRangeCol
```
public Array constRangeCol(int col,
                           int row0,
                           int row1)
```
  - constRange
```
public Matrix constRange(int row0,
                         int row1,
                         int col0,
                         int col1)
```
  - constRange
```
public Matrix constRange(int[] ridx,
                         int col0,
                         int col1)
```
  - constRange
```
public Matrix constRange(int row0,
                         int row1,
                         int[] cidx)
```
  - constRange
```
public Matrix constRange(int[] ridx,
                         int[] cidx)
```
  - toFortran
```
public Matrix toFortran()
```
  - toJava
```
public Matrix toJava()
```
  - fill
```
public Matrix fill(double scalar)
```
  - fill
```
public Matrix fill(Matrix another)
```
  - fillRow
```
public void fillRow(int row,
                    Array array)
```
    Overwrites contents of a certain row
    
    Parameters:
    
    row - is the requested row to be overwritten
    
    array - contains the elements to be copied
  - fillCol
```
public void fillCol(int col,
                    Array array)
```
    Overwrites contents of a certain column
    
    Parameters:
    
    col - is the requested column to be overwritten
    
    array - contains the elements to be copied
  - swap
```
public Matrix swap(Matrix another)
```
  - sort
```
public Matrix sort()
```
  - clone
```
public Matrix clone()
```
    Returns a copy of this Matrix
    
    Overrides:
    
    clone in class Cells<Address.MatrixAddress>
  - equals
```
public boolean equals(java.lang.Object obj)
```
    Overrides:
    
    equals in class java.lang.Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class java.lang.Object
  - toString
```
public java.lang.String toString()
```
    Overrides:
    
    toString in class java.lang.Object
  - offset
```
public int offset()
```

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Class Matrix

Field Summary

Fields inherited from class org.jquantlib.math.matrixutilities.Cells

Constructor Summary

Method Summary

Methods inherited from class org.jquantlib.math.matrixutilities.Cells

Methods inherited from class java.lang.Object

Constructor Detail

Matrix

Matrix

Matrix

Matrix

Matrix

Matrix

Matrix

Matrix

Method Detail

_

get

set

addAssign

subAssign

mulAssign

divAssign

add

sub

negative

mul

div

mul

mul

lu

qr

qr

cholesky

schur

svd

eigenvalue

transpose

diagonal

determinant

inverse

rangeRow

rangeRow

rangeRow

rangeCol

rangeCol

rangeCol

range

range

range

range

constRangeRow

constRangeRow

constRangeRow

constRangeCol

constRangeCol

constRangeCol

constRange

constRange

constRange

constRange

toFortran

toJava

fill

fill

fillRow

fillCol

swap

sort

clone

equals

hashCode

toString

offset