Package org.jblas
Class Solve
- java.lang.Object
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- org.jblas.Solve
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public class Solve extends java.lang.Object
Solving linear equations.
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Constructor Summary
Constructors Constructor Description Solve()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static DoubleMatrix
pinv(DoubleMatrix A)
Computes the pseudo-inverse.static FloatMatrix
pinv(FloatMatrix A)
Computes the pseudo-inverse.static DoubleMatrix
solve(DoubleMatrix A, DoubleMatrix B)
Solves the linear equation A*X = B.static FloatMatrix
solve(FloatMatrix A, FloatMatrix B)
Solves the linear equation A*X = B.static DoubleMatrix
solveLeastSquares(DoubleMatrix A, DoubleMatrix B)
Computes the Least Squares solution for over or underdetermined linear equations A*X = B In the overdetermined case, when m > n, that is, there are more equations than variables, it computes the least squares solution of X -> ||A*X - B ||_2.static FloatMatrix
solveLeastSquares(FloatMatrix A, FloatMatrix B)
Computes the Least Squares solution for over or underdetermined linear equations A*X = B In the overdetermined case, when m > n, that is, there are more equations than variables, it computes the least squares solution of X -> ||A*X - B ||_2.static DoubleMatrix
solvePositive(DoubleMatrix A, DoubleMatrix B)
Solves the linear equation A*X = B for symmetric and positive definite A.static FloatMatrix
solvePositive(FloatMatrix A, FloatMatrix B)
Solves the linear equation A*X = B for symmetric and positive definite A.static DoubleMatrix
solveSymmetric(DoubleMatrix A, DoubleMatrix B)
Solves the linear equation A*X = B for symmetric A.static FloatMatrix
solveSymmetric(FloatMatrix A, FloatMatrix B)
Solves the linear equation A*X = B for symmetric A.
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Method Detail
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solve
public static DoubleMatrix solve(DoubleMatrix A, DoubleMatrix B)
Solves the linear equation A*X = B.
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solveSymmetric
public static DoubleMatrix solveSymmetric(DoubleMatrix A, DoubleMatrix B)
Solves the linear equation A*X = B for symmetric A.
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solvePositive
public static DoubleMatrix solvePositive(DoubleMatrix A, DoubleMatrix B)
Solves the linear equation A*X = B for symmetric and positive definite A.
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solveLeastSquares
public static DoubleMatrix solveLeastSquares(DoubleMatrix A, DoubleMatrix B)
Computes the Least Squares solution for over or underdetermined linear equations A*X = B In the overdetermined case, when m > n, that is, there are more equations than variables, it computes the least squares solution of X -> ||A*X - B ||_2. In the underdetermined case, when m < n (less equations than variables), there are infinitely many solutions and it computes the minimum norm solution.- Parameters:
A
- an (m,n) matrixB
- a (m,k) matrix- Returns:
- either the minimum norm or least squares solution.
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pinv
public static DoubleMatrix pinv(DoubleMatrix A)
Computes the pseudo-inverse. Note, this function uses the solveLeastSquares and might produce different numerical solutions for the underdetermined case than matlab.- Parameters:
A
- rectangular matrix- Returns:
- matrix P such that A*P*A = A and P*A*P = P.
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solve
public static FloatMatrix solve(FloatMatrix A, FloatMatrix B)
Solves the linear equation A*X = B.
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solveSymmetric
public static FloatMatrix solveSymmetric(FloatMatrix A, FloatMatrix B)
Solves the linear equation A*X = B for symmetric A.
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solvePositive
public static FloatMatrix solvePositive(FloatMatrix A, FloatMatrix B)
Solves the linear equation A*X = B for symmetric and positive definite A.
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solveLeastSquares
public static FloatMatrix solveLeastSquares(FloatMatrix A, FloatMatrix B)
Computes the Least Squares solution for over or underdetermined linear equations A*X = B In the overdetermined case, when m > n, that is, there are more equations than variables, it computes the least squares solution of X -> ||A*X - B ||_2. In the underdetermined case, when m < n (less equations than variables), there are infinitely many solutions and it computes the minimum norm solution.- Parameters:
A
- an (m,n) matrixB
- a (m,k) matrix- Returns:
- either the minimum norm or least squares solution.
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pinv
public static FloatMatrix pinv(FloatMatrix A)
Computes the pseudo-inverse. Note, this function uses the solveLeastSquares and might produce different numerical solutions for the underdetermined case than matlab.- Parameters:
A
- rectangular matrix- Returns:
- matrix P such that A*P*A = A and P*A*P = P.
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