Uses of Interface
org.hipparchus.linear.RealMatrix
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Packages that use RealMatrix Package Description org.hipparchus.clustering Clustering algorithms.org.hipparchus.distribution.multivariate Implementations of multivariate distributions.org.hipparchus.filtering.kalman Kalman filter.org.hipparchus.filtering.kalman.extended Kalman filter implementation for non-linear processes.org.hipparchus.filtering.kalman.linear Kalman filter implementation for linear processes.org.hipparchus.linear Linear algebra support.org.hipparchus.optim.nonlinear.scalar Algorithms for optimizing a scalar function.org.hipparchus.optim.nonlinear.scalar.noderiv This package provides optimization algorithms that do not require derivatives.org.hipparchus.optim.nonlinear.vector.leastsquares This package provides algorithms that minimize the residuals between observations and model values.org.hipparchus.random Random number and random data generators.org.hipparchus.stat.correlation Correlations/Covariance computations.org.hipparchus.stat.descriptive Generic univariate and multivariate summary statistic objects.org.hipparchus.stat.descriptive.vector Multivariate statistics.org.hipparchus.stat.regression Statistical routines involving multivariate data. -
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Uses of RealMatrix in org.hipparchus.clustering
Methods in org.hipparchus.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.hipparchus.distribution.multivariate
Methods in org.hipparchus.distribution.multivariate that return RealMatrix Modifier and Type Method Description RealMatrix
MultivariateNormalDistribution. getCovariances()
Gets the covariance matrix. -
Uses of RealMatrix in org.hipparchus.filtering.kalman
Methods in org.hipparchus.filtering.kalman that return RealMatrix Modifier and Type Method Description protected RealMatrix
AbstractKalmanFilter. computeInnovationCovarianceMatrix(RealMatrix r, RealMatrix h)
Compute innovation covariance matrix.RealMatrix
Measurement. getCovariance()
Get the measurement covariance.RealMatrix
ProcessEstimate. getCovariance()
Get the state covariance.RealMatrix
ProcessEstimate. getInnovationCovariance()
Get the innovation covariance matrix.RealMatrix
ProcessEstimate. getKalmanGain()
Get the Kalman gain matrix.RealMatrix
ProcessEstimate. getMeasurementJacobian()
Get the Jacobian of the measurement with respect to the state (H matrix).RealMatrix
ProcessEstimate. getStateTransitionMatrix()
Get state transition matrix between previous state and estimated (but not yet corrected) state.Methods in org.hipparchus.filtering.kalman with parameters of type RealMatrix Modifier and Type Method Description protected RealMatrix
AbstractKalmanFilter. computeInnovationCovarianceMatrix(RealMatrix r, RealMatrix h)
Compute innovation covariance matrix.protected void
AbstractKalmanFilter. correct(T measurement, RealMatrix stm, RealVector innovation, RealMatrix h, RealMatrix s)
Perform correction step.protected void
AbstractKalmanFilter. predict(double time, RealVector predictedState, RealMatrix stm, RealMatrix noise)
Perform prediction step.Constructors in org.hipparchus.filtering.kalman with parameters of type RealMatrix Constructor Description ProcessEstimate(double time, RealVector state, RealMatrix covariance)
Simple constructor.ProcessEstimate(double time, RealVector state, RealMatrix covariance, RealMatrix stateTransitionMatrix, RealMatrix measurementJacobian, RealMatrix innovationCovariance, RealMatrix kalmanGain)
Simple constructor. -
Uses of RealMatrix in org.hipparchus.filtering.kalman.extended
Methods in org.hipparchus.filtering.kalman.extended that return RealMatrix Modifier and Type Method Description RealMatrix
NonLinearEvolution. getMeasurementJacobian()
Get measurement Jacobian.RealMatrix
NonLinearEvolution. getProcessNoiseMatrix()
Get process noise.RealMatrix
NonLinearEvolution. getStateTransitionMatrix()
Get state transition matrix between previous and current state.Methods in org.hipparchus.filtering.kalman.extended with parameters of type RealMatrix Modifier and Type Method Description RealVector
NonLinearProcess. getInnovation(T measurement, NonLinearEvolution evolution, RealMatrix innovationCovarianceMatrix)
Get the innovation brought by a measurement.Constructors in org.hipparchus.filtering.kalman.extended with parameters of type RealMatrix Constructor Description NonLinearEvolution(double currentTime, RealVector currentState, RealMatrix stateTransitionMatrix, RealMatrix processNoiseMatrix, RealMatrix measurementJacobian)
Simple constructor. -
Uses of RealMatrix in org.hipparchus.filtering.kalman.linear
Methods in org.hipparchus.filtering.kalman.linear that return RealMatrix Modifier and Type Method Description RealMatrix
LinearEvolution. getControlMatrix()
Get the control matrix Bk-1.RealMatrix
LinearEvolution. getMeasurementJacobian()
Get measurement Jacobian.RealMatrix
LinearEvolution. getProcessNoiseMatrix()
Get the process noise matrix Qk-1.RealMatrix
LinearEvolution. getStateTransitionMatrix()
Get the state transition matrix Ak-1.Constructors in org.hipparchus.filtering.kalman.linear with parameters of type RealMatrix Constructor Description LinearEvolution(RealMatrix stateTransitionMatrix, RealMatrix controlMatrix, RealVector command, RealMatrix processNoiseMatrix, RealMatrix measurementJacobian)
Simple constructor. -
Uses of RealMatrix in org.hipparchus.linear
Subinterfaces of RealMatrix in org.hipparchus.linear Modifier and Type Interface Description interface
SparseRealMatrix
Marker interface forRealMatrix
implementations that require sparse backing storageClasses in org.hipparchus.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.Methods in org.hipparchus.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
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
QRDecomposition. getH()
Returns the Householder reflector vectors.RealMatrix
DecompositionSolver. getInverse()
Get the pseudo-inverse of the decomposed matrix.RealMatrix
RiccatiEquationSolver. getK()
Get the linear controller k.RealMatrix
RiccatiEquationSolverImpl. getK()
{inheritDoc}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
LUDecomposition. getP()
Returns the P rows permutation matrix.RealMatrix
RiccatiEquationSolver. getP()
Get the solution.RealMatrix
RiccatiEquationSolverImpl. getP()
{inheritDoc}RealMatrix
RRQRDecomposition. getP()
Returns the pivot matrix, P, used in the QR Decomposition of matrix A such that AP = QR.RealMatrix
QRDecomposition. getQ()
Returns the matrix Q of the decomposition.RealMatrix
QRDecomposition. getQT()
Returns the transpose of the matrix Q of the decomposition.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
Array2DRowRealMatrix. 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
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
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
OrderedEigenDecomposition. 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
Array2DRowRealMatrix. kroneckerProduct(RealMatrix b)
Kronecker product of the current matrix and the parameter 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
Array2DRowRealMatrix. multiplyTransposed(Array2DRowRealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.RealMatrix
Array2DRowRealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.RealMatrix
DiagonalMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.RealMatrix
OpenMapRealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.default RealMatrix
RealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.RealMatrix
ArrayRealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
RealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
RealMatrixFormat. parse(String source)
Parse a string to produce aRealMatrix
object.RealMatrix
RealMatrixFormat. parse(String source, 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
DecompositionSolver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
Array2DRowRealMatrix. stack()
Transforms a matrix in a vector (Vectorization).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.RealMatrix
Array2DRowRealMatrix. transposeMultiply(Array2DRowRealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.RealMatrix
Array2DRowRealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.RealMatrix
DiagonalMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.RealMatrix
OpenMapRealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.default RealMatrix
RealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.RealMatrix
Array2DRowRealMatrix. unstackSquare()
Transforms a one-column stacked matrix into a squared matrix (devectorization).Methods in org.hipparchus.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.protected void
ComplexEigenDecomposition. checkDefinition(RealMatrix matrix)
Check definition of the decomposition in runtime.static void
MatrixUtils. checkSymmetric(RealMatrix matrix, double eps)
Checks whether a matrix is symmetric.DecompositionSolver
CholeskyDecomposer. decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.DecompositionSolver
LUDecomposer. decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.DecompositionSolver
MatrixDecomposer. decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.DecompositionSolver
QRDecomposer. decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.DecompositionSolver
SingularValueDecomposer. decompose(RealMatrix a)
Get a solver for finding the A × X = B solution in least square sense.protected void
ComplexEigenDecomposition. findEigenValues(RealMatrix matrix)
Compute eigen values using the Schur transform.String
RealMatrixFormat. format(RealMatrix m)
This method callsRealMatrixFormat.format(RealMatrix,StringBuffer,FieldPosition)
.StringBuffer
RealMatrixFormat. format(RealMatrix matrix, StringBuffer toAppendTo, 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.RealMatrix
Array2DRowRealMatrix. kroneckerProduct(RealMatrix b)
Kronecker product of the current matrix and the parameter matrix.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
Array2DRowRealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.BlockRealMatrix
BlockRealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.RealMatrix
DiagonalMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.RealMatrix
OpenMapRealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.default RealMatrix
RealMatrix. multiplyTransposed(RealMatrix m)
Returns the result of postmultiplyingthis
bym^T
.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, 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
DecompositionSolver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.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
.RealMatrix
Array2DRowRealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.BlockRealMatrix
BlockRealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.RealMatrix
DiagonalMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.RealMatrix
OpenMapRealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.default RealMatrix
RealMatrix. transposeMultiply(RealMatrix m)
Returns the result of postmultiplyingthis^T
bym
.Constructors in org.hipparchus.linear with parameters of type RealMatrix Constructor Description 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.ComplexEigenDecomposition(RealMatrix matrix)
Constructor for decomposition.EigenDecomposition(RealMatrix matrix)
Calculates the eigen decomposition of the given real 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.OrderedComplexEigenDecomposition(RealMatrix matrix)
Constructor for the decomposition.OrderedEigenDecomposition(RealMatrix matrix)
Constructor using the EigenDecomposition as starting point for ordering.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.RiccatiEquationSolverImpl(RealMatrix A, RealMatrix B, RealMatrix Q, RealMatrix R)
Constructor of the solver.RRQRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix.RRQRDecomposition(RealMatrix matrix, double threshold)
Calculates the QR-decomposition of the given matrix.SingularValueDecomposition(RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix. -
Uses of RealMatrix in org.hipparchus.optim.nonlinear.scalar
Constructors in org.hipparchus.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.hipparchus.optim.nonlinear.scalar.noderiv
Methods in org.hipparchus.optim.nonlinear.scalar.noderiv that return types with arguments of type RealMatrix Modifier and Type Method Description List<RealMatrix>
CMAESOptimizer. getStatisticsDHistory()
List<RealMatrix>
CMAESOptimizer. getStatisticsMeanHistory()
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Uses of RealMatrix in org.hipparchus.optim.nonlinear.vector.leastsquares
Methods in org.hipparchus.optim.nonlinear.vector.leastsquares that return RealMatrix Modifier and Type Method Description 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
LeastSquaresProblem.Evaluation. getJacobian()
Get the weighted Jacobian matrix.Methods in org.hipparchus.optim.nonlinear.vector.leastsquares that return types with arguments of type RealMatrix Modifier and Type Method Description Pair<RealVector,RealMatrix>
MultivariateJacobianFunction. value(RealVector point)
Compute the function value and its Jacobian.Methods in org.hipparchus.optim.nonlinear.vector.leastsquares with parameters of type RealMatrix Modifier and Type Method Description 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.protected abstract RealVector
GaussNewtonOptimizer.Decomposition. solve(RealMatrix jacobian, RealVector residuals)
Deprecated.Solve the linear least squares problem Jx=r.LeastSquaresBuilder
LeastSquaresBuilder. weight(RealMatrix newWeight)
Configure the weight matrix.static LeastSquaresProblem
LeastSquaresFactory. weightMatrix(LeastSquaresProblem problem, RealMatrix weights)
Apply a dense weight matrix to theLeastSquaresProblem
. -
Uses of RealMatrix in org.hipparchus.random
Methods in org.hipparchus.random that return RealMatrix Modifier and Type Method Description RealMatrix
CorrelatedRandomVectorGenerator. getRootMatrix()
Get the root of the covariance matrix.Constructors in org.hipparchus.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.hipparchus.stat.correlation
Methods in org.hipparchus.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 matrixMethods in org.hipparchus.stat.correlation with parameters of type RealMatrix Modifier and Type Method Description 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.Constructors in org.hipparchus.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.hipparchus.stat.descriptive
Methods in org.hipparchus.stat.descriptive that return RealMatrix Modifier and Type Method Description RealMatrix
MultivariateSummaryStatistics. getCovariance()
Returns the covariance of the available values.RealMatrix
StatisticalMultivariateSummary. getCovariance()
Returns the covariance of the available values. -
Uses of RealMatrix in org.hipparchus.stat.descriptive.vector
Methods in org.hipparchus.stat.descriptive.vector that return RealMatrix Modifier and Type Method Description RealMatrix
VectorialCovariance. getResult()
Get the covariance matrix. -
Uses of RealMatrix in org.hipparchus.stat.regression
Methods in org.hipparchus.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()
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