Uses of Interface
org.apache.commons.math3.linear.RealMatrix
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Packages that use RealMatrix Package Description org.apache.commons.math3.distribution Implementations of common discrete and continuous distributions.org.apache.commons.math3.filter Implementations of common discrete-time linear filters.org.apache.commons.math3.fitting.leastsquares This package provides algorithms that minimize the residuals between observations and model values.org.apache.commons.math3.linear Linear algebra support.org.apache.commons.math3.ml.clustering Clustering algorithms.org.apache.commons.math3.ode.nonstiff This package provides classes to solve non-stiff Ordinary Differential Equations problems.org.apache.commons.math3.optim.nonlinear.scalar Algorithms for optimizing a scalar function.org.apache.commons.math3.optim.nonlinear.scalar.noderiv This package provides optimization algorithms that do not require derivatives.org.apache.commons.math3.optim.nonlinear.vector Algorithms for optimizing a vector function.org.apache.commons.math3.optim.nonlinear.vector.jacobian This package provides optimization algorithms that require derivatives.org.apache.commons.math3.optimization All classes and sub-packages of this package are deprecated.org.apache.commons.math3.optimization.direct This package provides optimization algorithms that don't require derivatives.org.apache.commons.math3.optimization.general This package provides optimization algorithms that require derivatives.org.apache.commons.math3.optimization.linear This package provides optimization algorithms for linear constrained problems.org.apache.commons.math3.random Random number and random data generators.org.apache.commons.math3.stat.correlation Correlations/Covariance computations.org.apache.commons.math3.stat.descriptive Generic univariate summary statistic objects.org.apache.commons.math3.stat.descriptive.moment Summary statistics based on moments.org.apache.commons.math3.stat.inference Classes providing hypothesis testing.org.apache.commons.math3.stat.regression Statistical routines involving multivariate data. -
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Uses of RealMatrix in org.apache.commons.math3.distribution
Fields in org.apache.commons.math3.distribution declared as RealMatrix Modifier and Type Field Description private RealMatrix
MultivariateNormalDistribution. covarianceMatrix
Covariance matrix.private RealMatrix
MultivariateNormalDistribution. covarianceMatrixInverse
The matrix inverse of the covariance matrix.private RealMatrix
MultivariateNormalDistribution. samplingMatrix
Matrix used in computation of samples.Methods in org.apache.commons.math3.distribution that return RealMatrix Modifier and Type Method Description RealMatrix
MultivariateNormalDistribution. getCovariances()
Gets the covariance matrix. -
Uses of RealMatrix in org.apache.commons.math3.filter
Fields in org.apache.commons.math3.filter declared as RealMatrix Modifier and Type Field Description private RealMatrix
DefaultProcessModel. controlMatrix
The control matrix, used to integrate a control input into the state estimation.private RealMatrix
KalmanFilter. controlMatrix
The control matrix, equivalent to B.private RealMatrix
KalmanFilter. errorCovariance
The error covariance matrix, equivalent to P.private RealMatrix
DefaultProcessModel. initialErrorCovMatrix
The initial error covariance matrix of the observed process.private RealMatrix
DefaultMeasurementModel. measurementMatrix
The measurement matrix, used to associate the measurement vector to the internal state estimation vector.private RealMatrix
KalmanFilter. measurementMatrix
The measurement matrix, equivalent to H.private RealMatrix
KalmanFilter. measurementMatrixT
The transposed measurement matrix.private RealMatrix
DefaultMeasurementModel. measurementNoise
The measurement noise covariance matrix.private RealMatrix
DefaultProcessModel. processNoiseCovMatrix
The process noise covariance matrix.private RealMatrix
DefaultProcessModel. stateTransitionMatrix
The state transition matrix, used to advance the internal state estimation each time-step.private RealMatrix
KalmanFilter. transitionMatrix
The transition matrix, equivalent to A.private RealMatrix
KalmanFilter. transitionMatrixT
The transposed transition matrix.Methods in org.apache.commons.math3.filter that return RealMatrix Modifier and Type Method Description RealMatrix
DefaultProcessModel. getControlMatrix()
Returns the control matrix.RealMatrix
ProcessModel. getControlMatrix()
Returns the control matrix.RealMatrix
KalmanFilter. getErrorCovarianceMatrix()
Returns a copy of the current error covariance matrix.RealMatrix
DefaultProcessModel. getInitialErrorCovariance()
Returns the initial error covariance matrix.RealMatrix
ProcessModel. getInitialErrorCovariance()
Returns the initial error covariance matrix.RealMatrix
DefaultMeasurementModel. getMeasurementMatrix()
Returns the measurement matrix.RealMatrix
MeasurementModel. getMeasurementMatrix()
Returns the measurement matrix.RealMatrix
DefaultMeasurementModel. getMeasurementNoise()
Returns the measurement noise matrix.RealMatrix
MeasurementModel. getMeasurementNoise()
Returns the measurement noise matrix.RealMatrix
DefaultProcessModel. getProcessNoise()
Returns the process noise matrix.RealMatrix
ProcessModel. getProcessNoise()
Returns the process noise matrix.RealMatrix
DefaultProcessModel. getStateTransitionMatrix()
Returns the state transition matrix.RealMatrix
ProcessModel. getStateTransitionMatrix()
Returns the state transition matrix.Constructors in org.apache.commons.math3.filter with parameters of type RealMatrix Constructor Description DefaultMeasurementModel(RealMatrix measMatrix, RealMatrix measNoise)
Create a newMeasurementModel
, takingRealMatrix
objects as input parameters for the respective measurement matrix and noise.DefaultProcessModel(RealMatrix stateTransition, RealMatrix control, RealMatrix processNoise, RealVector initialStateEstimate, RealMatrix initialErrorCovariance)
Create a newProcessModel
, taking double arrays as input parameters. -
Uses of RealMatrix in org.apache.commons.math3.fitting.leastsquares
Fields in org.apache.commons.math3.fitting.leastsquares declared as RealMatrix Modifier and Type Field Description private RealMatrix
LeastSquaresFactory.LocalLeastSquaresProblem.UnweightedEvaluation. jacobian
Derivative at point.private RealMatrix
LeastSquaresBuilder. weight
weight matrixprivate RealMatrix
DenseWeightedEvaluation. weightSqrt
reference to the weight square root matrixMethods in org.apache.commons.math3.fitting.leastsquares that return RealMatrix Modifier and Type Method Description RealMatrix
LeastSquaresFactory.LocalValueAndJacobianFunction. computeJacobian(double[] params)
Compute the Jacobian.RealMatrix
ValueAndJacobianFunction. computeJacobian(double[] params)
Compute the Jacobian.RealMatrix
AbstractEvaluation. getCovariances(double threshold)
Get the covariance matrix of the optimized parameters.RealMatrix
LeastSquaresProblem.Evaluation. getCovariances(double threshold)
Get the covariance matrix of the optimized parameters.RealMatrix
OptimumImpl. getCovariances(double threshold)
Get the covariance matrix of the optimized parameters.RealMatrix
DenseWeightedEvaluation. getJacobian()
Get the weighted Jacobian matrix.RealMatrix
LeastSquaresFactory.LocalLeastSquaresProblem.LazyUnweightedEvaluation. getJacobian()
Get the weighted Jacobian matrix.RealMatrix
LeastSquaresFactory.LocalLeastSquaresProblem.UnweightedEvaluation. getJacobian()
Get the weighted Jacobian matrix.RealMatrix
LeastSquaresProblem.Evaluation. getJacobian()
Get the weighted Jacobian matrix.RealMatrix
OptimumImpl. getJacobian()
Get the weighted Jacobian matrix.private static RealMatrix
LeastSquaresFactory. squareRoot(RealMatrix m)
Computes the square-root of the weight matrix.Methods in org.apache.commons.math3.fitting.leastsquares that return types with arguments of type RealMatrix Modifier and Type Method Description private static Pair<RealMatrix,RealVector>
GaussNewtonOptimizer. computeNormalMatrix(RealMatrix jacobian, RealVector residuals)
Compute the normal matrix, JTJ.Pair<RealVector,RealMatrix>
LeastSquaresFactory.LocalValueAndJacobianFunction. value(RealVector point)
Compute the function value and its Jacobian.Pair<RealVector,RealMatrix>
MultivariateJacobianFunction. value(RealVector point)
Compute the function value and its Jacobian.Methods in org.apache.commons.math3.fitting.leastsquares with parameters of type RealMatrix Modifier and Type Method Description private static Pair<RealMatrix,RealVector>
GaussNewtonOptimizer. computeNormalMatrix(RealMatrix jacobian, RealVector residuals)
Compute the normal matrix, JTJ.static LeastSquaresProblem
LeastSquaresFactory. create(MultivariateVectorFunction model, MultivariateMatrixFunction jacobian, double[] observed, double[] start, RealMatrix weight, ConvergenceChecker<LeastSquaresProblem.Evaluation> checker, int maxEvaluations, int maxIterations)
Create aLeastSquaresProblem
from the given elements.static LeastSquaresProblem
LeastSquaresFactory. create(MultivariateJacobianFunction model, RealVector observed, RealVector start, RealMatrix weight, ConvergenceChecker<LeastSquaresProblem.Evaluation> checker, int maxEvaluations, int maxIterations)
Create aLeastSquaresProblem
from the given elements.static LeastSquaresProblem
LeastSquaresFactory. create(MultivariateJacobianFunction model, RealVector observed, RealVector start, RealMatrix weight, ConvergenceChecker<LeastSquaresProblem.Evaluation> checker, int maxEvaluations, int maxIterations, boolean lazyEvaluation, ParameterValidator paramValidator)
Create aLeastSquaresProblem
from the given elements.private LevenbergMarquardtOptimizer.InternalData
LevenbergMarquardtOptimizer. qrDecomposition(RealMatrix jacobian, int solvedCols)
Decompose a matrix A as A.P = Q.R using Householder transforms.protected abstract RealVector
GaussNewtonOptimizer.Decomposition. solve(RealMatrix jacobian, RealVector residuals)
Solve the linear least squares problem Jx=r.private static RealMatrix
LeastSquaresFactory. squareRoot(RealMatrix m)
Computes the square-root of the weight matrix.LeastSquaresBuilder
LeastSquaresBuilder. weight(RealMatrix newWeight)
Configure the weight matrix.static LeastSquaresProblem
LeastSquaresFactory. weightMatrix(LeastSquaresProblem problem, RealMatrix weights)
Apply a dense weight matrix to theLeastSquaresProblem
.Constructors in org.apache.commons.math3.fitting.leastsquares with parameters of type RealMatrix Constructor Description DenseWeightedEvaluation(LeastSquaresProblem.Evaluation unweighted, RealMatrix weightSqrt)
Create a weighted evaluation from an unweighted one.UnweightedEvaluation(RealVector values, RealMatrix jacobian, RealVector target, RealVector point)
Create anLeastSquaresProblem.Evaluation
with no weights. -
Uses of RealMatrix in org.apache.commons.math3.linear
Subinterfaces of RealMatrix in org.apache.commons.math3.linear Modifier and Type Interface Description interface
SparseRealMatrix
Marker interface forRealMatrix
implementations that require sparse backing storageClasses in org.apache.commons.math3.linear that implement RealMatrix Modifier and Type Class Description class
AbstractRealMatrix
Basic implementation of RealMatrix methods regardless of the underlying storage.class
Array2DRowRealMatrix
Implementation ofRealMatrix
using adouble[][]
array to store entries.class
BlockRealMatrix
Cache-friendly implementation of RealMatrix using a flat arrays to store square blocks of the matrix.class
DiagonalMatrix
Implementation of a diagonal matrix.class
OpenMapRealMatrix
Sparse matrix implementation based on an open addressed map.Fields in org.apache.commons.math3.linear declared as RealMatrix Modifier and Type Field Description private RealMatrix
BiDiagonalTransformer. cachedB
Cached value of B.private RealMatrix
EigenDecomposition. cachedD
Cached value of D.private RealMatrix
HessenbergTransformer. cachedH
Cached value of H.private RealMatrix
QRDecomposition. cachedH
Cached value of H.private RealMatrix
CholeskyDecomposition. cachedL
Cached value of L.private RealMatrix
LUDecomposition. cachedL
Cached value of L.private RealMatrix
CholeskyDecomposition. cachedLT
Cached value of LT.private RealMatrix
HessenbergTransformer. cachedP
Cached value of P.private RealMatrix
LUDecomposition. cachedP
Cached value of P.private RealMatrix
RRQRDecomposition. cachedP
Cached value of P.private RealMatrix
SchurTransformer. cachedP
Cached value of P.private RealMatrix
HessenbergTransformer. cachedPt
Cached value of Pt.private RealMatrix
SchurTransformer. cachedPt
Cached value of PT.private RealMatrix
QRDecomposition. cachedQ
Cached value of Q.private RealMatrix
TriDiagonalTransformer. cachedQ
Cached value of Q.private RealMatrix
TriDiagonalTransformer. cachedQt
Cached value of Qt.private RealMatrix
QRDecomposition. cachedQT
Cached value of QT.private RealMatrix
QRDecomposition. cachedR
Cached value of R.private RealMatrix
SingularValueDecomposition. cachedS
Cached value of S (diagonal) matrix.private RealMatrix
SchurTransformer. cachedT
Cached value of T.private RealMatrix
TriDiagonalTransformer. cachedT
Cached value of T.private RealMatrix
BiDiagonalTransformer. cachedU
Cached value of U.private RealMatrix
LUDecomposition. cachedU
Cached value of U.private RealMatrix
SingularValueDecomposition. cachedU
Cached value of U matrix.private RealMatrix
SingularValueDecomposition. cachedUt
Cached value of transposed U matrix.private RealMatrix
BiDiagonalTransformer. cachedV
Cached value of V.private RealMatrix
EigenDecomposition. cachedV
Cached value of V.private RealMatrix
SingularValueDecomposition. cachedV
Cached value of V matrix.private RealMatrix
EigenDecomposition. cachedVt
Cached value of Vt.private RealMatrix
SingularValueDecomposition. cachedVt
Cached value of transposed V matrix.private RealMatrix
RRQRDecomposition.Solver. p
A permutation matrix for the pivots used in the QR decompositionprivate RealMatrix
SingularValueDecomposition.Solver. pseudoInverse
Pseudo-inverse of the initial matrix.private RealMatrix
RectangularCholeskyDecomposition. root
Permutated Cholesky root of the symmetric positive semidefinite matrix.Methods in org.apache.commons.math3.linear that return RealMatrix Modifier and Type Method Description RealMatrix
AbstractRealMatrix. add(RealMatrix m)
Returns the sum ofthis
andm
.RealMatrix
RealMatrix. add(RealMatrix m)
Returns the sum ofthis
andm
.static RealMatrix
MatrixUtils. blockInverse(RealMatrix m, int splitIndex)
Computes the inverse of the given matrix by splitting it into 4 sub-matrices.abstract RealMatrix
AbstractRealMatrix. copy()
Returns a (deep) copy of this.RealMatrix
Array2DRowRealMatrix. copy()
Returns a (deep) copy of this.RealMatrix
DiagonalMatrix. copy()
Returns a (deep) copy of this.RealMatrix
RealMatrix. copy()
Returns a (deep) copy of this.static RealMatrix
MatrixUtils. createColumnRealMatrix(double[] columnData)
Creates a columnRealMatrix
using the data from the input array.abstract RealMatrix
AbstractRealMatrix. createMatrix(int rowDimension, int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrix
Array2DRowRealMatrix. createMatrix(int rowDimension, int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrix
DiagonalMatrix. createMatrix(int rowDimension, int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrix
RealMatrix. createMatrix(int rowDimension, int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.static RealMatrix
MatrixUtils. createRealDiagonalMatrix(double[] diagonal)
Returns a diagonal matrix with specified elements.static RealMatrix
MatrixUtils. createRealIdentityMatrix(int dimension)
Returnsdimension x dimension
identity matrix.static RealMatrix
MatrixUtils. createRealMatrix(double[][] data)
Returns aRealMatrix
whose entries are the the values in the the input array.static RealMatrix
MatrixUtils. createRealMatrix(int rows, int columns)
Returns aRealMatrix
with specified dimensions.static RealMatrix
MatrixUtils. createRowRealMatrix(double[] rowData)
Create a rowRealMatrix
using the data from the input array.RealMatrix
BiDiagonalTransformer. getB()
Returns the bi-diagonal matrix B of the transform.RealMatrix
AbstractRealMatrix. getColumnMatrix(int column)
Get the entries at the given column index as a column matrix.RealMatrix
RealMatrix. getColumnMatrix(int column)
Get the entries at the given column index as a column matrix.RealMatrix
SingularValueDecomposition. getCovariance(double minSingularValue)
Returns the n × n covariance matrix.RealMatrix
EigenDecomposition. getD()
Gets the block diagonal matrix D of the decomposition.RealMatrix
HessenbergTransformer. getH()
Returns the Hessenberg matrix H of the transform.RealMatrix
QRDecomposition. getH()
Returns the Householder reflector vectors.RealMatrix
CholeskyDecomposition.Solver. getInverse()
Get the inverse of the decomposed matrix.RealMatrix
DecompositionSolver. getInverse()
Get the pseudo-inverse of the decomposed matrix.RealMatrix
EigenDecomposition.Solver. getInverse()
Get the inverse of the decomposed matrix.RealMatrix
LUDecomposition.Solver. getInverse()
Get the inverse of the decomposed matrix.RealMatrix
QRDecomposition.Solver. getInverse()
Get the pseudo-inverse of the decomposed matrix.RealMatrix
RRQRDecomposition.Solver. getInverse()
Get the pseudo-inverse of the decomposed matrix.RealMatrix
SingularValueDecomposition.Solver. getInverse()
Get the pseudo-inverse of the decomposed matrix.RealMatrix
CholeskyDecomposition. getL()
Returns the matrix L of the decomposition.RealMatrix
LUDecomposition. getL()
Returns the matrix L of the decomposition.RealMatrix
CholeskyDecomposition. getLT()
Returns the transpose of the matrix L of the decomposition.RealMatrix
HessenbergTransformer. getP()
Returns the matrix P of the transform.RealMatrix
LUDecomposition. getP()
Returns the P rows permutation matrix.RealMatrix
RRQRDecomposition. getP()
Returns the pivot matrix, P, used in the QR Decomposition of matrix A such that AP = QR.RealMatrix
SchurTransformer. getP()
Returns the matrix P of the transform.RealMatrix
HessenbergTransformer. getPT()
Returns the transpose of the matrix P of the transform.RealMatrix
SchurTransformer. getPT()
Returns the transpose of the matrix P of the transform.RealMatrix
QRDecomposition. getQ()
Returns the matrix Q of the decomposition.RealMatrix
TriDiagonalTransformer. getQ()
Returns the matrix Q of the transform.RealMatrix
QRDecomposition. getQT()
Returns the transpose of the matrix Q of the decomposition.RealMatrix
TriDiagonalTransformer. getQT()
Returns the transpose of the matrix Q of the transform.RealMatrix
QRDecomposition. getR()
Returns the matrix R of the decomposition.RealMatrix
RectangularCholeskyDecomposition. getRootMatrix()
Get the root of the covariance matrix.RealMatrix
AbstractRealMatrix. getRowMatrix(int row)
Get the entries at the given row index as a row matrix.RealMatrix
RealMatrix. getRowMatrix(int row)
Get the entries at the given row index as a row matrix.RealMatrix
SingularValueDecomposition. getS()
Returns the diagonal matrix Σ of the decomposition.RealMatrix
EigenDecomposition. getSquareRoot()
Computes the square-root of the matrix.RealMatrix
AbstractRealMatrix. getSubMatrix(int[] selectedRows, int[] selectedColumns)
Gets a submatrix.RealMatrix
AbstractRealMatrix. getSubMatrix(int startRow, int endRow, int startColumn, int endColumn)
Gets a submatrix.RealMatrix
RealMatrix. getSubMatrix(int[] selectedRows, int[] selectedColumns)
Gets a submatrix.RealMatrix
RealMatrix. getSubMatrix(int startRow, int endRow, int startColumn, int endColumn)
Gets a submatrix.RealMatrix
SchurTransformer. getT()
Returns the quasi-triangular Schur matrix T of the transform.RealMatrix
TriDiagonalTransformer. getT()
Returns the tridiagonal matrix T of the transform.RealMatrix
BiDiagonalTransformer. getU()
Returns the matrix U of the transform.RealMatrix
LUDecomposition. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecomposition. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecomposition. getUT()
Returns the transpose of the matrix U of the decomposition.RealMatrix
BiDiagonalTransformer. getV()
Returns the matrix V of the transform.RealMatrix
EigenDecomposition. getV()
Gets the matrix V of the decomposition.RealMatrix
SingularValueDecomposition. getV()
Returns the matrix V of the decomposition.RealMatrix
EigenDecomposition. getVT()
Gets the transpose of the matrix V of the decomposition.RealMatrix
SingularValueDecomposition. getVT()
Returns the transpose of the matrix V of the decomposition.static RealMatrix
MatrixUtils. inverse(RealMatrix matrix)
Computes the inverse of the given matrix.static RealMatrix
MatrixUtils. inverse(RealMatrix matrix, double threshold)
Computes the inverse of the given matrix.RealMatrix
AbstractRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
DiagonalMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
OpenMapRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
RealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
ArrayRealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
RealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
RealMatrixFormat. parse(java.lang.String source)
Parse a string to produce aRealMatrix
object.RealMatrix
RealMatrixFormat. parse(java.lang.String source, java.text.ParsePosition pos)
Parse a string to produce aRealMatrix
object.RealMatrix
AbstractRealMatrix. power(int p)
Returns the result of multiplyingthis
with itselfp
times.RealMatrix
RealMatrix. power(int p)
Returns the result of multiplyingthis
with itselfp
times.RealMatrix
AbstractRealMatrix. preMultiply(RealMatrix m)
Returns the result of premultiplyingthis
bym
.RealMatrix
RealMatrix. preMultiply(RealMatrix m)
Returns the result of premultiplyingthis
bym
.RealMatrix
AbstractRealMatrix. scalarAdd(double d)
Returns the result of addingd
to each entry ofthis
.RealMatrix
RealMatrix. scalarAdd(double d)
Returns the result of addingd
to each entry ofthis
.RealMatrix
AbstractRealMatrix. scalarMultiply(double d)
Returns the result of multiplying each entry ofthis
byd
.RealMatrix
BlockRealMatrix. scalarMultiply(double d)
Returns the result of multiplying each entry ofthis
byd
.RealMatrix
RealMatrix. scalarMultiply(double d)
Returns the result of multiplying each entry ofthis
byd
.RealMatrix
CholeskyDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
DecompositionSolver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
EigenDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
LUDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
QRDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
RRQRDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
SingularValueDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B in least square sense.RealMatrix
AbstractRealMatrix. subtract(RealMatrix m)
Returnsthis
minusm
.RealMatrix
RealMatrix. subtract(RealMatrix m)
Returnsthis
minusm
.RealMatrix
AbstractRealMatrix. transpose()
Returns the transpose of this matrix.RealMatrix
RealMatrix. transpose()
Returns the transpose of this matrix.Methods in org.apache.commons.math3.linear with parameters of type RealMatrix Modifier and Type Method Description RealMatrix
AbstractRealMatrix. add(RealMatrix m)
Returns the sum ofthis
andm
.BlockRealMatrix
BlockRealMatrix. add(RealMatrix m)
Returns the sum ofthis
andm
.RealMatrix
RealMatrix. add(RealMatrix m)
Returns the sum ofthis
andm
.static RealMatrix
MatrixUtils. blockInverse(RealMatrix m, int splitIndex)
Computes the inverse of the given matrix by splitting it into 4 sub-matrices.static void
MatrixUtils. checkSymmetric(RealMatrix matrix, double eps)
Checks whether a matrix is symmetric.java.lang.String
RealMatrixFormat. format(RealMatrix m)
This method callsRealMatrixFormat.format(RealMatrix,StringBuffer,FieldPosition)
.java.lang.StringBuffer
RealMatrixFormat. format(RealMatrix matrix, java.lang.StringBuffer toAppendTo, java.text.FieldPosition pos)
Formats aRealMatrix
object to produce a string.static RealMatrix
MatrixUtils. inverse(RealMatrix matrix)
Computes the inverse of the given matrix.static RealMatrix
MatrixUtils. inverse(RealMatrix matrix, double threshold)
Computes the inverse of the given matrix.static boolean
MatrixUtils. isSymmetric(RealMatrix matrix, double eps)
Checks whether a matrix is symmetric.private static boolean
MatrixUtils. isSymmetricInternal(RealMatrix matrix, double relativeTolerance, boolean raiseException)
Checks whether a matrix is symmetric, within a given relative tolerance.RealMatrix
AbstractRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.BlockRealMatrix
BlockRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
DiagonalMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
OpenMapRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
RealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
AbstractRealMatrix. preMultiply(RealMatrix m)
Returns the result of premultiplyingthis
bym
.RealMatrix
RealMatrix. preMultiply(RealMatrix m)
Returns the result of premultiplyingthis
bym
.static void
MatrixUtils. serializeRealMatrix(RealMatrix matrix, java.io.ObjectOutputStream oos)
Serialize aRealMatrix
.void
AbstractRealMatrix. setColumnMatrix(int column, RealMatrix matrix)
Sets the specifiedcolumn
ofthis
matrix to the entries of the specified columnmatrix
.void
BlockRealMatrix. setColumnMatrix(int column, RealMatrix matrix)
Sets the specifiedcolumn
ofthis
matrix to the entries of the specified columnmatrix
.void
RealMatrix. setColumnMatrix(int column, RealMatrix matrix)
Sets the specifiedcolumn
ofthis
matrix to the entries of the specified columnmatrix
.void
AbstractRealMatrix. setRowMatrix(int row, RealMatrix matrix)
Sets the specifiedrow
ofthis
matrix to the entries of the specified rowmatrix
.void
BlockRealMatrix. setRowMatrix(int row, RealMatrix matrix)
Sets the specifiedrow
ofthis
matrix to the entries of the specified rowmatrix
.void
RealMatrix. setRowMatrix(int row, RealMatrix matrix)
Sets the specifiedrow
ofthis
matrix to the entries of the specified rowmatrix
.RealMatrix
CholeskyDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
DecompositionSolver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
EigenDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
LUDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
QRDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
RRQRDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
SingularValueDecomposition.Solver. solve(RealMatrix b)
Solve the linear equation A × X = B in least square sense.static void
MatrixUtils. solveLowerTriangularSystem(RealMatrix rm, RealVector b)
Solve a system of composed of a Lower Triangular MatrixRealMatrix
.static void
MatrixUtils. solveUpperTriangularSystem(RealMatrix rm, RealVector b)
Solver a system composed of an Upper Triangular MatrixRealMatrix
.RealMatrix
AbstractRealMatrix. subtract(RealMatrix m)
Returnsthis
minusm
.BlockRealMatrix
BlockRealMatrix. subtract(RealMatrix m)
Returnsthis
minusm
.OpenMapRealMatrix
OpenMapRealMatrix. subtract(RealMatrix m)
Returnsthis
minusm
.RealMatrix
RealMatrix. subtract(RealMatrix m)
Returnsthis
minusm
.private SchurTransformer
EigenDecomposition. transformToSchur(RealMatrix matrix)
Transforms the matrix to Schur form and calculates the eigenvalues.private void
EigenDecomposition. transformToTridiagonal(RealMatrix matrix)
Transforms the matrix to tridiagonal form.Constructors in org.apache.commons.math3.linear with parameters of type RealMatrix Constructor Description BiDiagonalTransformer(RealMatrix matrix)
Build the transformation to bi-diagonal shape of a matrix.CholeskyDecomposition(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.CholeskyDecomposition(RealMatrix matrix, double relativeSymmetryThreshold, double absolutePositivityThreshold)
Calculates the Cholesky decomposition of the given matrix.EigenDecomposition(RealMatrix matrix)
Calculates the eigen decomposition of the given real matrix.EigenDecomposition(RealMatrix matrix, double splitTolerance)
Deprecated.in 3.1 (to be removed in 4.0) due to unused parameterHessenbergTransformer(RealMatrix matrix)
Build the transformation to Hessenberg form of a general matrix.LUDecomposition(RealMatrix matrix)
Calculates the LU-decomposition of the given matrix.LUDecomposition(RealMatrix matrix, double singularityThreshold)
Calculates the LU-decomposition of the given matrix.QRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix.QRDecomposition(RealMatrix matrix, double threshold)
Calculates the QR-decomposition of the given matrix.RectangularCholeskyDecomposition(RealMatrix matrix)
Decompose a symmetric positive semidefinite matrix.RectangularCholeskyDecomposition(RealMatrix matrix, double small)
Decompose a symmetric positive semidefinite matrix.RRQRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix.RRQRDecomposition(RealMatrix matrix, double threshold)
Calculates the QR-decomposition of the given matrix.SchurTransformer(RealMatrix matrix)
Build the transformation to Schur form of a general real matrix.SingularValueDecomposition(RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix.Solver(DecompositionSolver upper, RealMatrix p)
Build a solver from decomposed matrix.Solver(double[] singularValues, RealMatrix uT, RealMatrix v, boolean nonSingular, double tol)
Build a solver from decomposed matrix.TriDiagonalTransformer(RealMatrix matrix)
Build the transformation to tridiagonal shape of a symmetrical matrix. -
Uses of RealMatrix in org.apache.commons.math3.ml.clustering
Methods in org.apache.commons.math3.ml.clustering that return RealMatrix Modifier and Type Method Description RealMatrix
FuzzyKMeansClusterer. getMembershipMatrix()
Returns thenxk
membership matrix, wheren
is the number of data points andk
the number of clusters. -
Uses of RealMatrix in org.apache.commons.math3.ode.nonstiff
Methods in org.apache.commons.math3.ode.nonstiff with parameters of type RealMatrix Modifier and Type Method Description private double
AdamsBashforthIntegrator. errorEstimation(double[] previousState, double[] predictedState, double[] predictedScaled, RealMatrix predictedNordsieck)
Estimate error. -
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.scalar
Fields in org.apache.commons.math3.optim.nonlinear.scalar declared as RealMatrix Modifier and Type Field Description private RealMatrix
LeastSquaresConverter. scale
Optional scaling matrix (weight and correlations) for the residuals.Constructors in org.apache.commons.math3.optim.nonlinear.scalar with parameters of type RealMatrix Constructor Description LeastSquaresConverter(MultivariateVectorFunction function, double[] observations, RealMatrix scale)
Builds a simple converter for correlated residuals with the specified weights. -
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.scalar.noderiv
Fields in org.apache.commons.math3.optim.nonlinear.scalar.noderiv declared as RealMatrix Modifier and Type Field Description private RealMatrix
CMAESOptimizer. B
Coordinate system.private RealMatrix
CMAESOptimizer. BD
B*D, stored for efficiency.private RealMatrix
CMAESOptimizer. C
Covariance matrix.private RealMatrix
CMAESOptimizer. D
Scaling.private RealMatrix
CMAESOptimizer. diagC
Diagonal of C, used for diagonalOnly.private RealMatrix
CMAESOptimizer. diagD
Diagonal of sqrt(D), stored for efficiency.private RealMatrix
CMAESOptimizer. pc
Evolution path.private RealMatrix
CMAESOptimizer. ps
Evolution path for sigma.private RealMatrix
CMAESOptimizer. weights
Array for weighted recombination.private RealMatrix
CMAESOptimizer. xmean
Objective variables.Fields in org.apache.commons.math3.optim.nonlinear.scalar.noderiv with type parameters of type RealMatrix Modifier and Type Field Description private java.util.List<RealMatrix>
CMAESOptimizer. statisticsDHistory
History of D matrix.private java.util.List<RealMatrix>
CMAESOptimizer. statisticsMeanHistory
History of mean matrix.Methods in org.apache.commons.math3.optim.nonlinear.scalar.noderiv that return RealMatrix Modifier and Type Method Description private static RealMatrix
CMAESOptimizer. diag(RealMatrix m)
private static RealMatrix
CMAESOptimizer. divide(RealMatrix m, RealMatrix n)
private static RealMatrix
CMAESOptimizer. eye(int n, int m)
private static RealMatrix
CMAESOptimizer. log(RealMatrix m)
private static RealMatrix
CMAESOptimizer. ones(int n, int m)
private RealMatrix
CMAESOptimizer. randn1(int size, int popSize)
private static RealMatrix
CMAESOptimizer. repmat(RealMatrix mat, int n, int m)
private static RealMatrix
CMAESOptimizer. selectColumns(RealMatrix m, int[] cols)
private static RealMatrix
CMAESOptimizer. sequence(double start, double end, double step)
private static RealMatrix
CMAESOptimizer. sqrt(RealMatrix m)
private static RealMatrix
CMAESOptimizer. square(RealMatrix m)
private static RealMatrix
CMAESOptimizer. sumRows(RealMatrix m)
private static RealMatrix
CMAESOptimizer. times(RealMatrix m, RealMatrix n)
private static RealMatrix
CMAESOptimizer. triu(RealMatrix m, int k)
private static RealMatrix
CMAESOptimizer. zeros(int n, int m)
Methods in org.apache.commons.math3.optim.nonlinear.scalar.noderiv that return types with arguments of type RealMatrix Modifier and Type Method Description java.util.List<RealMatrix>
CMAESOptimizer. getStatisticsDHistory()
java.util.List<RealMatrix>
CMAESOptimizer. getStatisticsMeanHistory()
Methods in org.apache.commons.math3.optim.nonlinear.scalar.noderiv with parameters of type RealMatrix Modifier and Type Method Description private static void
CMAESOptimizer. copyColumn(RealMatrix m1, int col1, RealMatrix m2, int col2)
Copies a column from m1 to m2.private static RealMatrix
CMAESOptimizer. diag(RealMatrix m)
private static RealMatrix
CMAESOptimizer. divide(RealMatrix m, RealMatrix n)
private static RealMatrix
CMAESOptimizer. log(RealMatrix m)
private static double
CMAESOptimizer. max(RealMatrix m)
private static double
CMAESOptimizer. min(RealMatrix m)
private static RealMatrix
CMAESOptimizer. repmat(RealMatrix mat, int n, int m)
private static RealMatrix
CMAESOptimizer. selectColumns(RealMatrix m, int[] cols)
private static RealMatrix
CMAESOptimizer. sqrt(RealMatrix m)
private static RealMatrix
CMAESOptimizer. square(RealMatrix m)
private static RealMatrix
CMAESOptimizer. sumRows(RealMatrix m)
private static RealMatrix
CMAESOptimizer. times(RealMatrix m, RealMatrix n)
private static RealMatrix
CMAESOptimizer. triu(RealMatrix m, int k)
private void
CMAESOptimizer. updateCovariance(boolean hsig, RealMatrix bestArx, RealMatrix arz, int[] arindex, RealMatrix xold)
Update of the covariance matrix C.private void
CMAESOptimizer. updateCovarianceDiagonalOnly(boolean hsig, RealMatrix bestArz)
Update of the covariance matrix C for diagonalOnly > 0private boolean
CMAESOptimizer. updateEvolutionPaths(RealMatrix zmean, RealMatrix xold)
Update of the evolution paths ps and pc. -
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.vector
Fields in org.apache.commons.math3.optim.nonlinear.vector declared as RealMatrix Modifier and Type Field Description private RealMatrix
MultivariateVectorOptimizer. weightMatrix
Deprecated.Weight matrix.private RealMatrix
Weight. weightMatrix
Deprecated.Weight matrix.Methods in org.apache.commons.math3.optim.nonlinear.vector that return RealMatrix Modifier and Type Method Description RealMatrix
MultivariateVectorOptimizer. getWeight()
Deprecated.Gets the weight matrix of the observations.RealMatrix
Weight. getWeight()
Deprecated.Gets the initial guess.Constructors in org.apache.commons.math3.optim.nonlinear.vector with parameters of type RealMatrix Constructor Description Weight(RealMatrix weight)
Deprecated. -
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.vector.jacobian
Fields in org.apache.commons.math3.optim.nonlinear.vector.jacobian declared as RealMatrix Modifier and Type Field Description private RealMatrix
AbstractLeastSquaresOptimizer. weightMatrixSqrt
Deprecated.Square-root of the weight matrix.Methods in org.apache.commons.math3.optim.nonlinear.vector.jacobian that return RealMatrix Modifier and Type Method Description protected RealMatrix
AbstractLeastSquaresOptimizer. computeWeightedJacobian(double[] params)
Deprecated.Computes the weighted Jacobian matrix.RealMatrix
AbstractLeastSquaresOptimizer. getWeightSquareRoot()
Deprecated.Gets the square-root of the weight matrix.private RealMatrix
AbstractLeastSquaresOptimizer. squareRoot(RealMatrix m)
Deprecated.Computes the square-root of the weight matrix.Methods in org.apache.commons.math3.optim.nonlinear.vector.jacobian with parameters of type RealMatrix Modifier and Type Method Description private void
LevenbergMarquardtOptimizer. qrDecomposition(RealMatrix jacobian)
Deprecated.Decompose a matrix A as A.P = Q.R using Householder transforms.private RealMatrix
AbstractLeastSquaresOptimizer. squareRoot(RealMatrix m)
Deprecated.Computes the square-root of the weight matrix. -
Uses of RealMatrix in org.apache.commons.math3.optimization
Fields in org.apache.commons.math3.optimization declared as RealMatrix Modifier and Type Field Description private RealMatrix
LeastSquaresConverter. scale
Deprecated.Optional scaling matrix (weight and correlations) for the residuals.private RealMatrix
Weight. weightMatrix
Deprecated.Weight matrix.Methods in org.apache.commons.math3.optimization that return RealMatrix Modifier and Type Method Description RealMatrix
Weight. getWeight()
Deprecated.Gets the initial guess.Constructors in org.apache.commons.math3.optimization with parameters of type RealMatrix Constructor Description LeastSquaresConverter(MultivariateVectorFunction function, double[] observations, RealMatrix scale)
Deprecated.Build a simple converter for correlated residuals with the specific weights.Weight(RealMatrix weight)
Deprecated. -
Uses of RealMatrix in org.apache.commons.math3.optimization.direct
Fields in org.apache.commons.math3.optimization.direct declared as RealMatrix Modifier and Type Field Description private RealMatrix
CMAESOptimizer. B
Deprecated.Coordinate system.private RealMatrix
CMAESOptimizer. BD
Deprecated.B*D, stored for efficiency.private RealMatrix
CMAESOptimizer. C
Deprecated.Covariance matrix.private RealMatrix
CMAESOptimizer. D
Deprecated.Scaling.private RealMatrix
CMAESOptimizer. diagC
Deprecated.Diagonal of C, used for diagonalOnly.private RealMatrix
CMAESOptimizer. diagD
Deprecated.Diagonal of sqrt(D), stored for efficiency.private RealMatrix
CMAESOptimizer. pc
Deprecated.Evolution path.private RealMatrix
CMAESOptimizer. ps
Deprecated.Evolution path for sigma.private RealMatrix
BaseAbstractMultivariateVectorOptimizer. weightMatrix
Deprecated.Weight matrix.private RealMatrix
CMAESOptimizer. weights
Deprecated.Array for weighted recombination.private RealMatrix
CMAESOptimizer. xmean
Deprecated.Objective variables.Fields in org.apache.commons.math3.optimization.direct with type parameters of type RealMatrix Modifier and Type Field Description private java.util.List<RealMatrix>
CMAESOptimizer. statisticsDHistory
Deprecated.History of D matrix.private java.util.List<RealMatrix>
CMAESOptimizer. statisticsMeanHistory
Deprecated.History of mean matrix.Methods in org.apache.commons.math3.optimization.direct that return RealMatrix Modifier and Type Method Description private static RealMatrix
CMAESOptimizer. diag(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. divide(RealMatrix m, RealMatrix n)
Deprecated.private static RealMatrix
CMAESOptimizer. eye(int n, int m)
Deprecated.RealMatrix
BaseAbstractMultivariateVectorOptimizer. getWeight()
Deprecated.Gets the weight matrix of the observations.private static RealMatrix
CMAESOptimizer. log(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. ones(int n, int m)
Deprecated.private RealMatrix
CMAESOptimizer. randn1(int size, int popSize)
Deprecated.private static RealMatrix
CMAESOptimizer. repmat(RealMatrix mat, int n, int m)
Deprecated.private static RealMatrix
CMAESOptimizer. selectColumns(RealMatrix m, int[] cols)
Deprecated.private static RealMatrix
CMAESOptimizer. sequence(double start, double end, double step)
Deprecated.private static RealMatrix
CMAESOptimizer. sqrt(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. square(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. sumRows(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. times(RealMatrix m, RealMatrix n)
Deprecated.private static RealMatrix
CMAESOptimizer. triu(RealMatrix m, int k)
Deprecated.private static RealMatrix
CMAESOptimizer. zeros(int n, int m)
Deprecated.Methods in org.apache.commons.math3.optimization.direct that return types with arguments of type RealMatrix Modifier and Type Method Description java.util.List<RealMatrix>
CMAESOptimizer. getStatisticsDHistory()
Deprecated.java.util.List<RealMatrix>
CMAESOptimizer. getStatisticsMeanHistory()
Deprecated.Methods in org.apache.commons.math3.optimization.direct with parameters of type RealMatrix Modifier and Type Method Description private static void
CMAESOptimizer. copyColumn(RealMatrix m1, int col1, RealMatrix m2, int col2)
Deprecated.Copies a column from m1 to m2.private static RealMatrix
CMAESOptimizer. diag(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. divide(RealMatrix m, RealMatrix n)
Deprecated.private static RealMatrix
CMAESOptimizer. log(RealMatrix m)
Deprecated.private static double
CMAESOptimizer. max(RealMatrix m)
Deprecated.private static double
CMAESOptimizer. min(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. repmat(RealMatrix mat, int n, int m)
Deprecated.private static RealMatrix
CMAESOptimizer. selectColumns(RealMatrix m, int[] cols)
Deprecated.private static RealMatrix
CMAESOptimizer. sqrt(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. square(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. sumRows(RealMatrix m)
Deprecated.private static RealMatrix
CMAESOptimizer. times(RealMatrix m, RealMatrix n)
Deprecated.private static RealMatrix
CMAESOptimizer. triu(RealMatrix m, int k)
Deprecated.private void
CMAESOptimizer. updateCovariance(boolean hsig, RealMatrix bestArx, RealMatrix arz, int[] arindex, RealMatrix xold)
Deprecated.Update of the covariance matrix C.private void
CMAESOptimizer. updateCovarianceDiagonalOnly(boolean hsig, RealMatrix bestArz)
Deprecated.Update of the covariance matrix C for diagonalOnly > 0private boolean
CMAESOptimizer. updateEvolutionPaths(RealMatrix zmean, RealMatrix xold)
Deprecated.Update of the evolution paths ps and pc. -
Uses of RealMatrix in org.apache.commons.math3.optimization.general
Fields in org.apache.commons.math3.optimization.general declared as RealMatrix Modifier and Type Field Description private RealMatrix
AbstractLeastSquaresOptimizer. weightMatrixSqrt
Deprecated.Square-root of the weight matrix.Methods in org.apache.commons.math3.optimization.general that return RealMatrix Modifier and Type Method Description protected RealMatrix
AbstractLeastSquaresOptimizer. computeWeightedJacobian(double[] params)
Deprecated.Computes the Jacobian matrix.RealMatrix
AbstractLeastSquaresOptimizer. getWeightSquareRoot()
Deprecated.Gets the square-root of the weight matrix.private RealMatrix
AbstractLeastSquaresOptimizer. squareRoot(RealMatrix m)
Deprecated.Computes the square-root of the weight matrix.Methods in org.apache.commons.math3.optimization.general with parameters of type RealMatrix Modifier and Type Method Description private void
LevenbergMarquardtOptimizer. qrDecomposition(RealMatrix jacobian)
Deprecated.Decompose a matrix A as A.P = Q.R using Householder transforms.private RealMatrix
AbstractLeastSquaresOptimizer. squareRoot(RealMatrix m)
Deprecated.Computes the square-root of the weight matrix. -
Uses of RealMatrix in org.apache.commons.math3.optimization.linear
Fields in org.apache.commons.math3.optimization.linear declared as RealMatrix Modifier and Type Field Description private RealMatrix
SimplexTableau. tableau
Deprecated.Simple tableau.Methods in org.apache.commons.math3.optimization.linear that return RealMatrix Modifier and Type Method Description protected RealMatrix
SimplexTableau. createTableau(boolean maximize)
Deprecated.Create the tableau by itself. -
Uses of RealMatrix in org.apache.commons.math3.random
Fields in org.apache.commons.math3.random declared as RealMatrix Modifier and Type Field Description private RealMatrix
CorrelatedRandomVectorGenerator. root
Root of the covariance matrix.Methods in org.apache.commons.math3.random that return RealMatrix Modifier and Type Method Description RealMatrix
CorrelatedRandomVectorGenerator. getRootMatrix()
Get the root of the covariance matrix.Constructors in org.apache.commons.math3.random with parameters of type RealMatrix Constructor Description CorrelatedRandomVectorGenerator(double[] mean, RealMatrix covariance, double small, NormalizedRandomGenerator generator)
Builds a correlated random vector generator from its mean vector and covariance matrix.CorrelatedRandomVectorGenerator(RealMatrix covariance, double small, NormalizedRandomGenerator generator)
Builds a null mean random correlated vector generator from its covariance matrix. -
Uses of RealMatrix in org.apache.commons.math3.stat.correlation
Fields in org.apache.commons.math3.stat.correlation declared as RealMatrix Modifier and Type Field Description private RealMatrix
KendallsCorrelation. correlationMatrix
correlation matrixprivate RealMatrix
PearsonsCorrelation. correlationMatrix
correlation matrixprivate RealMatrix
Covariance. covarianceMatrix
covariance matrixprivate RealMatrix
SpearmansCorrelation. data
Input dataMethods in org.apache.commons.math3.stat.correlation that return RealMatrix Modifier and Type Method Description RealMatrix
KendallsCorrelation. computeCorrelationMatrix(double[][] matrix)
Computes the Kendall's Tau rank correlation matrix for the columns of the input rectangular array.RealMatrix
KendallsCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the Kendall's Tau rank correlation matrix for the columns of the input matrix.RealMatrix
PearsonsCorrelation. computeCorrelationMatrix(double[][] data)
Computes the correlation matrix for the columns of the input rectangular array.RealMatrix
PearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the input matrix, usingPearsonsCorrelation.correlation(double[], double[])
.RealMatrix
SpearmansCorrelation. computeCorrelationMatrix(double[][] matrix)
Computes the Spearman's rank correlation matrix for the columns of the input rectangular array.RealMatrix
SpearmansCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the input matrix.protected RealMatrix
Covariance. computeCovarianceMatrix(double[][] data)
Create a covariance matrix from a rectangular array whose columns represent covariates.protected RealMatrix
Covariance. computeCovarianceMatrix(double[][] data, boolean biasCorrected)
Compute a covariance matrix from a rectangular array whose columns represent covariates.protected RealMatrix
Covariance. computeCovarianceMatrix(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent covariates.protected RealMatrix
Covariance. computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected)
Compute a covariance matrix from a matrix whose columns represent covariates.RealMatrix
PearsonsCorrelation. covarianceToCorrelation(RealMatrix covarianceMatrix)
Derives a correlation matrix from a covariance matrix.RealMatrix
KendallsCorrelation. getCorrelationMatrix()
Returns the correlation matrix.RealMatrix
PearsonsCorrelation. getCorrelationMatrix()
Returns the correlation matrix.RealMatrix
SpearmansCorrelation. getCorrelationMatrix()
Calculate the Spearman Rank Correlation Matrix.RealMatrix
PearsonsCorrelation. getCorrelationPValues()
Returns a matrix of p-values associated with the (two-sided) null hypothesis that the corresponding correlation coefficient is zero.RealMatrix
PearsonsCorrelation. getCorrelationStandardErrors()
Returns a matrix of standard errors associated with the estimates in the correlation matrix.
getCorrelationStandardErrors().getEntry(i,j)
is the standard error associated withgetCorrelationMatrix.getEntry(i,j)
RealMatrix
Covariance. getCovarianceMatrix()
Returns the covariance matrixRealMatrix
StorelessCovariance. getCovarianceMatrix()
Returns the covariance matrixprivate RealMatrix
SpearmansCorrelation. rankTransform(RealMatrix matrix)
Applies rank transform to each of the columns ofmatrix
using the currentrankingAlgorithm
.Methods in org.apache.commons.math3.stat.correlation with parameters of type RealMatrix Modifier and Type Method Description private void
Covariance. checkSufficientData(RealMatrix matrix)
Throws MathIllegalArgumentException if the matrix does not have at least one column and two rows.private void
PearsonsCorrelation. checkSufficientData(RealMatrix matrix)
Throws MathIllegalArgumentException if the matrix does not have at least two columns and two rows.RealMatrix
KendallsCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the Kendall's Tau rank correlation matrix for the columns of the input matrix.RealMatrix
PearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the input matrix, usingPearsonsCorrelation.correlation(double[], double[])
.RealMatrix
SpearmansCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the input matrix.protected RealMatrix
Covariance. computeCovarianceMatrix(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent covariates.protected RealMatrix
Covariance. computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected)
Compute a covariance matrix from a matrix whose columns represent covariates.RealMatrix
PearsonsCorrelation. covarianceToCorrelation(RealMatrix covarianceMatrix)
Derives a correlation matrix from a covariance matrix.private RealMatrix
SpearmansCorrelation. rankTransform(RealMatrix matrix)
Applies rank transform to each of the columns ofmatrix
using the currentrankingAlgorithm
.Constructors in org.apache.commons.math3.stat.correlation with parameters of type RealMatrix Constructor Description Covariance(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent covariates.Covariance(RealMatrix matrix, boolean biasCorrected)
Create a covariance matrix from a matrix whose columns represent covariates.KendallsCorrelation(RealMatrix matrix)
Create a KendallsCorrelation from a RealMatrix whose columns represent variables to be correlated.PearsonsCorrelation(RealMatrix matrix)
Create a PearsonsCorrelation from a RealMatrix whose columns represent variables to be correlated.PearsonsCorrelation(RealMatrix covarianceMatrix, int numberOfObservations)
Create a PearsonsCorrelation from a covariance matrix.SpearmansCorrelation(RealMatrix dataMatrix)
Create a SpearmansCorrelation from the given data matrix.SpearmansCorrelation(RealMatrix dataMatrix, RankingAlgorithm rankingAlgorithm)
Create a SpearmansCorrelation with the given input data matrix and ranking algorithm. -
Uses of RealMatrix in org.apache.commons.math3.stat.descriptive
Methods in org.apache.commons.math3.stat.descriptive that return RealMatrix Modifier and Type Method Description RealMatrix
MultivariateSummaryStatistics. getCovariance()
Returns the covariance matrix of the values that have been added.RealMatrix
StatisticalMultivariateSummary. getCovariance()
Returns the covariance of the available values.RealMatrix
SynchronizedMultivariateSummaryStatistics. getCovariance()
Returns the covariance matrix of the values that have been added. -
Uses of RealMatrix in org.apache.commons.math3.stat.descriptive.moment
Methods in org.apache.commons.math3.stat.descriptive.moment that return RealMatrix Modifier and Type Method Description RealMatrix
VectorialCovariance. getResult()
Get the covariance matrix. -
Uses of RealMatrix in org.apache.commons.math3.stat.inference
Methods in org.apache.commons.math3.stat.inference that return RealMatrix Modifier and Type Method Description private RealMatrix
KolmogorovSmirnovTest. createRoundedH(double d, int n)
CreatesH
of sizem x m
as described in [1] (see above) using double-precision. -
Uses of RealMatrix in org.apache.commons.math3.stat.regression
Fields in org.apache.commons.math3.stat.regression declared as RealMatrix Modifier and Type Field Description private RealMatrix
GLSMultipleLinearRegression. Omega
Covariance matrix.private RealMatrix
GLSMultipleLinearRegression. OmegaInverse
Inverse of covariance matrix.private RealMatrix
AbstractMultipleLinearRegression. xMatrix
X sample data.Methods in org.apache.commons.math3.stat.regression that return RealMatrix Modifier and Type Method Description protected abstract RealMatrix
AbstractMultipleLinearRegression. calculateBetaVariance()
Calculates the beta variance of multiple linear regression in matrix notation.protected RealMatrix
GLSMultipleLinearRegression. calculateBetaVariance()
Calculates the variance on the beta.protected RealMatrix
OLSMultipleLinearRegression. calculateBetaVariance()
Calculates the variance-covariance matrix of the regression parameters.RealMatrix
OLSMultipleLinearRegression. calculateHat()
Compute the "hat" matrix.protected RealMatrix
GLSMultipleLinearRegression. getOmegaInverse()
Get the inverse of the covariance.protected RealMatrix
AbstractMultipleLinearRegression. getX()
-