org.ujmp.core.doublematrix.calculation.general.decomposition

Interface DecompositionDoubleCalculations

All Known Subinterfaces:

BaseBigDecimalMatrix, BaseBigIntegerMatrix, BaseBooleanMatrix, BaseDoubleMatrix, BaseGenericMatrix<T>, BaseNumberMatrix<T>, BaseObjectMatrix, BigDecimalMatrix, BigDecimalMatrix2D, BigDecimalMatrixMultiD, BigIntegerMatrix, BigIntegerMatrix2D, BigIntegerMatrixMultiD, BooleanMatrix, BooleanMatrix2D, ByteArrayMatrix, ByteArrayMatrix2D, ByteMatrix, ByteMatrix2D, CanPerformCalculations, CharMatrix, CharMatrix2D, DenseBigDecimalMatrix, DenseBigDecimalMatrix2D, DenseBigDecimalMatrixMultiD, DenseBigIntegerMatrix, DenseBigIntegerMatrix2D, DenseBooleanMatrix, DenseBooleanMatrix2D, DenseByteArrayMatrix, DenseByteArrayMatrix2D, DenseByteMatrix, DenseByteMatrix2D, DenseCharMatrix, DenseCharMatrix2D, DenseDoubleMatrix, DenseDoubleMatrix2D, DenseDoubleMatrixMultiD, DenseFloatMatrix, DenseFloatMatrix2D, DenseGenericMatrix<T>, DenseGenericMatrix2D<T>, DenseGenericMatrixMultiD<T>, DenseIntMatrix, DenseIntMatrix2D, DenseLongMatrix, DenseLongMatrix2D, DenseMatrix, DenseMatrix2D, DenseMatrixMultiD, DenseNumberMatrix<T>, DenseNumberMatrix2D<T>, DenseNumberMatrixMultiD<T>, DenseObjectMatrix, DenseObjectMatrix2D, DenseObjectMatrixMultiD, DenseShortMatrix, DenseShortMatrix2D, DenseStringMatrix, DenseStringMatrix2D, DoubleCalculations, DoubleMatrix, DoubleMatrix2D, DoubleMatrixMultiD, FileOrDirectoryMatrix, FloatMatrix, FloatMatrix2D, GeneralDoubleCalculations, GenericMatrix<T>, GenericMatrix2D<T>, GenericMatrixMultiD<T>, GraphMatrix<N,E>, IntMatrix, IntMatrix2D, ListDataSet, ListMatrix<T>, LongMatrix, LongMatrix2D, MapMatrix<K,V>, Matrix, Matrix2D, MatrixMultiD, NumberMatrix<T>, NumberMatrix2D<T>, NumberMatrixMultiD<T>, ObjectMatrix, ObjectMatrix2D, ObjectMatrixMultiD, Sample, SetMatrix<A>, ShortMatrix, ShortMatrix2D, SparseBigDecimalMatrix, SparseBigDecimalMatrix2D, SparseBigDecimalMatrixMultiD, SparseBigIntegerMatrix, SparseBigIntegerMatrix2D, SparseBooleanMatrix, SparseBooleanMatrix2D, SparseByteArrayMatrix, SparseByteArrayMatrix2D, SparseByteMatrix, SparseByteMatrix2D, SparseCharMatrix, SparseCharMatrix2D, SparseDoubleMatrix, SparseDoubleMatrix2D, SparseDoubleMatrixMultiD, SparseFloatMatrix, SparseFloatMatrix2D, SparseGenericMatrix<T>, SparseGenericMatrix2D<T>, SparseGenericMatrixMultiD<T>, SparseIntMatrix, SparseIntMatrix2D, SparseLongMatrix, SparseLongMatrix2D, SparseMatrix, SparseMatrix2D, SparseMatrixMultiD, SparseNumberMatrix<T>, SparseNumberMatrix2D<T>, SparseNumberMatrixMultiD<T>, SparseObjectMatrix, SparseObjectMatrix2D, SparseObjectMatrixMultiD, SparseShortMatrix, SparseShortMatrix2D, SparseStringMatrix, SparseStringMatrix2D, StringMatrix, StringMatrix2D, TextBlock, TextSentence, TextToken, TreeMatrix<T>, Variable

All Known Implementing Classes:

AbstractBigDecimalMatrix, AbstractBigIntegerMatrix, AbstractBooleanMatrix, AbstractByteArrayMatrix, AbstractByteMatrix, AbstractCharMatrix, AbstractDenseBigDecimalMatrix, AbstractDenseBigDecimalMatrix2D, AbstractDenseBigIntegerMatrix, AbstractDenseBigIntegerMatrix2D, AbstractDenseBooleanMatrix, AbstractDenseBooleanMatrix2D, AbstractDenseByteArrayMatrix, AbstractDenseByteArrayMatrix2D, AbstractDenseByteMatrix, AbstractDenseByteMatrix2D, AbstractDenseCharMatrix, AbstractDenseCharMatrix2D, AbstractDenseDoubleMatrix2D, AbstractDenseDoubleMatrixMultiD, AbstractDenseFloatMatrix, AbstractDenseFloatMatrix2D, AbstractDenseGenericMatrix, AbstractDenseGenericMatrix2D, AbstractDenseIntMatrix, AbstractDenseIntMatrix2D, AbstractDenseLongMatrix, AbstractDenseLongMatrix2D, AbstractDenseObjectMatrix, AbstractDenseObjectMatrix2D, AbstractDenseShortMatrix, AbstractDenseShortMatrix2D, AbstractDenseStringMatrix, AbstractDenseStringMatrix2D, AbstractDoubleMatrix, AbstractDoubleMatrix2D, AbstractDoubleMatrixMultiD, AbstractFloatMatrix, AbstractGenericMatrix, AbstractGraphMatrix, AbstractIntMatrix, AbstractListDataSet, AbstractListMatrix, AbstractLongMatrix, AbstractMapMatrix, AbstractMapMatrixList, AbstractMapToSparseMatrixWrapper, AbstractMapToTiledMatrix2DWrapper, AbstractMatrix, AbstractNumberMatrix, AbstractObjectMatrix, AbstractSample, AbstractSetMatrix, AbstractShortMatrix, AbstractSparseBigDecimalMatrix, AbstractSparseBigDecimalMatrix2D, AbstractSparseBigIntegerMatrix, AbstractSparseBigIntegerMatrix2D, AbstractSparseBooleanMatrix, AbstractSparseBooleanMatrix2D, AbstractSparseByteArrayMatrix, AbstractSparseByteArrayMatrix2D, AbstractSparseByteMatrix, AbstractSparseByteMatrix2D, AbstractSparseCharMatrix, AbstractSparseCharMatrix2D, AbstractSparseDoubleMatrix, AbstractSparseDoubleMatrix2D, AbstractSparseFloatMatrix, AbstractSparseFloatMatrix2D, AbstractSparseGenericMatrix, AbstractSparseGenericMatrix2D, AbstractSparseIntMatrix, AbstractSparseIntMatrix2D, AbstractSparseLongMatrix, AbstractSparseLongMatrix2D, AbstractSparseObjectMatrix, AbstractSparseObjectMatrix2D, AbstractSparseShortMatrix, AbstractSparseShortMatrix2D, AbstractSparseStringMatrix, AbstractSparseStringMatrix2D, AbstractStringMatrix, AbstractTreeMatrix, AbstractVariable, ArrayDenseBigDecimalMatrix2D, ArrayDenseBigIntegerMatrix2D, ArrayDenseBooleanMatrix2D, ArrayDenseByteMatrix2D, ArrayDenseCharMatrix2D, ArrayDenseDoubleMatrix2D, ArrayDenseFloatMatrix2D, ArrayDenseIntMatrix2D, ArrayDenseLongMatrix2D, ArrayDenseObjectMatrix2D, ArrayDenseShortMatrix2D, ArrayDenseStringMatrix2D, AvailableProcessorsMatrix, BenchmarkConfig, BigDecimalCalculationMatrix, BigIntegerCalculationMatrix, BitSetDenseBooleanMatrix2D, BlockDenseDoubleMatrix2D, BooleanCalculationMatrix, BufferedObjectMatrix, ByteCalculationMatrix, CharCalculationMatrix, ClientMatrix, DefaultDenseBigDecimalMatrix2D, DefaultDenseBigIntegerMatrix2D, DefaultDenseByteMatrix2D, DefaultDenseCharMatrix2D, DefaultDenseDoubleMatrix2D, DefaultDenseDoubleMatrixMultiD, DefaultDenseFloatMatrix2D, DefaultDenseGenericMatrix2D, DefaultDenseIntMatrix2D, DefaultDenseLongMatrix2D, DefaultDenseObjectMatrix2D, DefaultDenseObjectMatrixMultiD, DefaultDenseShortMatrix2D, DefaultDenseStringMatrix2D, DefaultGraphMatrix, DefaultListDataSet, DefaultListMatrix, DefaultMapMatrix, DefaultSample, DefaultSetMatrix, DefaultSparseBigDecimalMatrix, DefaultSparseBigIntegerMatrix, DefaultSparseBooleanMatrix, DefaultSparseByteMatrix, DefaultSparseCharMatrix, DefaultSparseColumnObjectMatrix2D, DefaultSparseDoubleMatrix, DefaultSparseDoubleVector1D, DefaultSparseFloatMatrix, DefaultSparseGenericMatrix, DefaultSparseIntMatrix, DefaultSparseLongMatrix, DefaultSparseObjectMatrix, DefaultSparseRowDoubleMatrix2D, DefaultSparseRowObjectMatrix2D, DefaultSparseShortMatrix, DefaultSparseStringMatrix, DefaultTextBlock, DefaultTextSentence, DefaultTextToken, DefaultTiledObjectMatrix2D, DefaultTreeMatrix, DefaultVariable, DenseCSVStringMatrix2D, DenseFileMatrix, DirectoryMatrix, DoubleCalculationMatrix, EmptyMatrix, FileFormatMatrix, FileMatrix, FloatCalculationMatrix, HttpMatrix, ImageMatrix, IndexedSparseDoubleMatrix2D, IntCalculationMatrix, IrisMatrix, JDMPPluginsMatrix, LocalhostMatrix, LogMatrix, LongCalculationMatrix, MandelbrotMatrix, MatrixDataSet, MatrixLibraries, MatrixListToMatrixWrapper, MatrixSample, MatrixUIDefaults, MemoryUsageMatrix, MortonDenseDoubleMartrix2D, NetworkInterfaceMatrix, NetworkMatrix, ObjectCalculationMatrix, ObjectTreeMatrix, OperatingSystemMatrix, RandomSeedMatrix, RelationalSample, RemoteHostMatrix, RemoteObjectMatrixUDP, RunningThreadsMatrix, SerializedSparseObjectMatrix, ServerObjectMatrixUDP, ShortCalculationMatrix, SparseCSVMatrix, SparseFeatureVector, StringCalculationMatrix, SubnetMatrix, SynchronizedGenericMatrix, SystemEnvironmentMatrix, SystemPropertiesMatrix, SystemTimeMatrix, TextContentMatrix, TimeSeriesMatrix, UJMPPluginsMatrix, UJMPSettings, VolatileSparseObjectMatrix, WaveMatrix, WelcomeMatrix, ZipEntryMatrix, ZipFileMatrix

public interface DecompositionDoubleCalculations

Method Summary

Modifier and Type	Method and Description
Matrix	chol() Calculates a Cholesky decomposition of the matrix.
Matrix[]	eig() Calculates the Eigen decomposition of the matrix.
Matrix[]	eigSymm() Calculates the Eigen decomposition of a symmetric matrix.
Matrix	ginv() Calculates a generalized inverse of the Matrix
Matrix	inv() Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).
Matrix	invSPD() Calculates the inverse of a symmetric positive definite Matrix using Cholesky Decomposition.
Matrix	invSymm() Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).
Matrix[]	lu() Calculates a LU decomposition of the matrix.
Matrix	pinv() Calculates the pseudo inverse of the Matrix using Singular Value Decomposition.
Matrix	pinv(int k) Calculates the pseudo inverse of the Matrix using a low rank approximation of the Singular Value Decomposition.
Matrix	princomp() Projects the matrix into the space of the principal components.
Matrix[]	qr() Calculates a QR decomposition of the matrix.
Matrix	solve(Matrix b) Solve A*X = B
Matrix	solveSPD(Matrix b) Solve A*X = B
Matrix	solveSymm(Matrix b) Solve A*X = B
Matrix[]	svd() Calculates the singular value decomposition of the matrix: A = U*S*V'
Matrix[]	svd(int k) Calculates a low rank approximation of the singular value decomposition of the matrix: A = U*S*V' but considers only the k largest singular values.

Method Detail

inv

Matrix inv()

Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).

Returns:

Inverse of the matrix

invSymm

Matrix invSymm()

Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).

Returns:

Inverse of the matrix

invSPD

Matrix invSPD()

Calculates the inverse of a symmetric positive definite Matrix using Cholesky Decomposition.

Returns:

Inverse of the matrix

solve

Matrix solve(Matrix b)

Solve A*X = B

Parameters:

b - right hand side

Returns:

solution for X if A is square, least squares solution otherwise

solveSymm

Matrix solveSymm(Matrix b)

Solve A*X = B

Parameters:

b - right hand side

Returns:

solution for X if A is square, least squares solution otherwise

solveSPD

Matrix solveSPD(Matrix b)

Solve A*X = B

Parameters:

b - right hand side

Returns:

solution for X if A is square, least squares solution otherwise

pinv

Matrix pinv()

Calculates the pseudo inverse of the Matrix using Singular Value Decomposition.

Returns:

Pseudo inverse of the Matrix

pinv

Matrix pinv(int k)

Calculates the pseudo inverse of the Matrix using a low rank approximation of the Singular Value Decomposition. Considers only the k largest singular values. This speeds up processing for large matrices.

Parameters:

k - number of singular values to consider

Returns:

Pseudo inverse of the Matrix

ginv

Matrix ginv()

Calculates a generalized inverse of the Matrix

Returns:

Pseudo inverse of the Matrix

princomp

Matrix princomp()

Projects the matrix into the space of the principal components.

Returns:

Matrix projected on principal components.

svd

Matrix[] svd()

Calculates the singular value decomposition of the matrix: A = U*S*V'

Returns:

Singular value decomposition of the matrix.

svd

Matrix[] svd(int k)

Calculates a low rank approximation of the singular value decomposition of the matrix: A = U*S*V' but considers only the k largest singular values. This speeds up processing for large matrices.

Parameters:

k - number of singular values to consider

Returns:

Singular value decomposition of the matrix.

eig

Matrix[] eig()

Calculates the Eigen decomposition of the matrix.

Returns:

Eigen decomposition of the matrix.

eigSymm

Matrix[] eigSymm()

Calculates the Eigen decomposition of a symmetric matrix.

Returns:

Eigen decomposition of the matrix.

qr

Matrix[] qr()

Calculates a QR decomposition of the matrix.

Returns:

QR decomposition of the matrix.

lu

Matrix[] lu()

Calculates a LU decomposition of the matrix.

Returns:

LU decomposition of the matrix.

chol

Matrix chol()

Calculates a Cholesky decomposition of the matrix.

Returns:

Cholesky decomposition of the matrix.