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 RealMatrixFuzzyKMeansClusterer. getMembershipMatrix()Returns thenxkmembership matrix, wherenis the number of data points andkthe 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 RealMatrixMultivariateNormalDistribution. 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 RealMatrixAbstractKalmanFilter. computeInnovationCovarianceMatrix(RealMatrix r, RealMatrix h)Compute innovation covariance matrix.RealMatrixMeasurement. getCovariance()Get the measurement covariance.RealMatrixProcessEstimate. getCovariance()Get the state covariance.RealMatrixProcessEstimate. getInnovationCovariance()Get the innovation covariance matrix.RealMatrixProcessEstimate. getKalmanGain()Get the Kalman gain matrix.RealMatrixProcessEstimate. getMeasurementJacobian()Get the Jacobian of the measurement with respect to the state (H matrix).RealMatrixProcessEstimate. 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 RealMatrixAbstractKalmanFilter. computeInnovationCovarianceMatrix(RealMatrix r, RealMatrix h)Compute innovation covariance matrix.protected voidAbstractKalmanFilter. correct(T measurement, RealMatrix stm, RealVector innovation, RealMatrix h, RealMatrix s)Perform correction step.protected voidAbstractKalmanFilter. 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 RealMatrixNonLinearEvolution. getMeasurementJacobian()Get measurement Jacobian.RealMatrixNonLinearEvolution. getProcessNoiseMatrix()Get process noise.RealMatrixNonLinearEvolution. 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 RealVectorNonLinearProcess. 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 RealMatrixLinearEvolution. getControlMatrix()Get the control matrix Bk-1.RealMatrixLinearEvolution. getMeasurementJacobian()Get measurement Jacobian.RealMatrixLinearEvolution. getProcessNoiseMatrix()Get the process noise matrix Qk-1.RealMatrixLinearEvolution. 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 interfaceSparseRealMatrixMarker interface forRealMatriximplementations that require sparse backing storageClasses in org.hipparchus.linear that implement RealMatrix Modifier and Type Class Description classAbstractRealMatrixBasic implementation of RealMatrix methods regardless of the underlying storage.classArray2DRowRealMatrixImplementation ofRealMatrixusing adouble[][]array to store entries.classBlockRealMatrixCache-friendly implementation of RealMatrix using a flat arrays to store square blocks of the matrix.classDiagonalMatrixImplementation of a diagonal matrix.classOpenMapRealMatrixSparse matrix implementation based on an open addressed map.Methods in org.hipparchus.linear that return RealMatrix Modifier and Type Method Description RealMatrixAbstractRealMatrix. add(RealMatrix m)Returns the sum ofthisandm.RealMatrixRealMatrix. add(RealMatrix m)Returns the sum ofthisandm.static RealMatrixMatrixUtils. blockInverse(RealMatrix m, int splitIndex)Computes the inverse of the given matrix by splitting it into 4 sub-matrices.abstract RealMatrixAbstractRealMatrix. copy()Returns a (deep) copy of this.RealMatrixArray2DRowRealMatrix. copy()Returns a (deep) copy of this.RealMatrixDiagonalMatrix. copy()Returns a (deep) copy of this.RealMatrixRealMatrix. copy()Returns a (deep) copy of this.static RealMatrixMatrixUtils. createColumnRealMatrix(double[] columnData)Creates a columnRealMatrixusing the data from the input array.abstract RealMatrixAbstractRealMatrix. createMatrix(int rowDimension, int columnDimension)Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrixArray2DRowRealMatrix. createMatrix(int rowDimension, int columnDimension)Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrixDiagonalMatrix. createMatrix(int rowDimension, int columnDimension)Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrixRealMatrix. createMatrix(int rowDimension, int columnDimension)Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.static RealMatrixMatrixUtils. createRealDiagonalMatrix(double[] diagonal)Returns a diagonal matrix with specified elements.static RealMatrixMatrixUtils. createRealIdentityMatrix(int dimension)Returnsdimension x dimensionidentity matrix.static RealMatrixMatrixUtils. createRealMatrix(double[][] data)Returns aRealMatrixwhose entries are the the values in the the input array.static RealMatrixMatrixUtils. createRealMatrix(int rows, int columns)Returns aRealMatrixwith specified dimensions.static RealMatrixMatrixUtils. createRowRealMatrix(double[] rowData)Create a rowRealMatrixusing the data from the input array.RealMatrixAbstractRealMatrix. getColumnMatrix(int column)Get the entries at the given column index as a column matrix.RealMatrixRealMatrix. getColumnMatrix(int column)Get the entries at the given column index as a column matrix.RealMatrixSingularValueDecomposition. getCovariance(double minSingularValue)Returns the n × n covariance matrix.RealMatrixEigenDecomposition. getD()Gets the block diagonal matrix D of the decomposition.RealMatrixQRDecomposition. getH()Returns the Householder reflector vectors.RealMatrixDecompositionSolver. getInverse()Get the pseudo-inverse of the decomposed matrix.RealMatrixRiccatiEquationSolver. getK()Get the linear controller k.RealMatrixRiccatiEquationSolverImpl. getK(){inheritDoc}RealMatrixCholeskyDecomposition. getL()Returns the matrix L of the decomposition.RealMatrixLUDecomposition. getL()Returns the matrix L of the decomposition.RealMatrixCholeskyDecomposition. getLT()Returns the transpose of the matrix L of the decomposition.RealMatrixLUDecomposition. getP()Returns the P rows permutation matrix.RealMatrixRiccatiEquationSolver. getP()Get the solution.RealMatrixRiccatiEquationSolverImpl. getP(){inheritDoc}RealMatrixRRQRDecomposition. getP()Returns the pivot matrix, P, used in the QR Decomposition of matrix A such that AP = QR.RealMatrixQRDecomposition. getQ()Returns the matrix Q of the decomposition.RealMatrixQRDecomposition. getQT()Returns the transpose of the matrix Q of the decomposition.RealMatrixQRDecomposition. getR()Returns the matrix R of the decomposition.RealMatrixRectangularCholeskyDecomposition. getRootMatrix()Get the root of the covariance matrix.RealMatrixAbstractRealMatrix. getRowMatrix(int row)Get the entries at the given row index as a row matrix.RealMatrixRealMatrix. getRowMatrix(int row)Get the entries at the given row index as a row matrix.RealMatrixSingularValueDecomposition. getS()Returns the diagonal matrix Σ of the decomposition.RealMatrixEigenDecomposition. getSquareRoot()Computes the square-root of the matrix.RealMatrixAbstractRealMatrix. getSubMatrix(int[] selectedRows, int[] selectedColumns)Gets a submatrix.RealMatrixAbstractRealMatrix. getSubMatrix(int startRow, int endRow, int startColumn, int endColumn)Gets a submatrix.RealMatrixArray2DRowRealMatrix. getSubMatrix(int startRow, int endRow, int startColumn, int endColumn)Gets a submatrix.RealMatrixRealMatrix. getSubMatrix(int[] selectedRows, int[] selectedColumns)Gets a submatrix.RealMatrixRealMatrix. getSubMatrix(int startRow, int endRow, int startColumn, int endColumn)Gets a submatrix.RealMatrixLUDecomposition. getU()Returns the matrix U of the decomposition.RealMatrixSingularValueDecomposition. getU()Returns the matrix U of the decomposition.RealMatrixSingularValueDecomposition. getUT()Returns the transpose of the matrix U of the decomposition.RealMatrixEigenDecomposition. getV()Gets the matrix V of the decomposition.RealMatrixSingularValueDecomposition. getV()Returns the matrix V of the decomposition.RealMatrixEigenDecomposition. getVT()Gets the transpose of the matrix V of the decomposition.RealMatrixOrderedEigenDecomposition. getVT()Gets the transpose of the matrix V of the decomposition.RealMatrixSingularValueDecomposition. getVT()Returns the transpose of the matrix V of the decomposition.static RealMatrixMatrixUtils. inverse(RealMatrix matrix)Computes the inverse of the given matrix.static RealMatrixMatrixUtils. inverse(RealMatrix matrix, double threshold)Computes the inverse of the given matrix.RealMatrixArray2DRowRealMatrix. kroneckerProduct(RealMatrix b)Kronecker product of the current matrix and the parameter matrix.RealMatrixAbstractRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixDiagonalMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixOpenMapRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixArray2DRowRealMatrix. multiplyTransposed(Array2DRowRealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixArray2DRowRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixDiagonalMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixOpenMapRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.default RealMatrixRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixArrayRealVector. outerProduct(RealVector v)Compute the outer product.RealMatrixRealVector. outerProduct(RealVector v)Compute the outer product.RealMatrixRealMatrixFormat. parse(String source)Parse a string to produce aRealMatrixobject.RealMatrixRealMatrixFormat. parse(String source, ParsePosition pos)Parse a string to produce aRealMatrixobject.RealMatrixAbstractRealMatrix. power(int p)Returns the result of multiplyingthiswith itselfptimes.RealMatrixRealMatrix. power(int p)Returns the result of multiplyingthiswith itselfptimes.RealMatrixAbstractRealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplyingthisbym.RealMatrixRealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplyingthisbym.RealMatrixAbstractRealMatrix. scalarAdd(double d)Returns the result of addingdto each entry ofthis.RealMatrixRealMatrix. scalarAdd(double d)Returns the result of addingdto each entry ofthis.RealMatrixAbstractRealMatrix. scalarMultiply(double d)Returns the result of multiplying each entry ofthisbyd.RealMatrixBlockRealMatrix. scalarMultiply(double d)Returns the result of multiplying each entry ofthisbyd.RealMatrixRealMatrix. scalarMultiply(double d)Returns the result of multiplying each entry ofthisbyd.RealMatrixDecompositionSolver. solve(RealMatrix b)Solve the linear equation A × X = B for matrices A.RealMatrixArray2DRowRealMatrix. stack()Transforms a matrix in a vector (Vectorization).RealMatrixAbstractRealMatrix. subtract(RealMatrix m)Returnsthisminusm.RealMatrixRealMatrix. subtract(RealMatrix m)Returnsthisminusm.RealMatrixAbstractRealMatrix. transpose()Returns the transpose of this matrix.RealMatrixRealMatrix. transpose()Returns the transpose of this matrix.RealMatrixArray2DRowRealMatrix. transposeMultiply(Array2DRowRealMatrix m)Returns the result of postmultiplyingthis^Tbym.RealMatrixArray2DRowRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.RealMatrixDiagonalMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.RealMatrixOpenMapRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.default RealMatrixRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.RealMatrixArray2DRowRealMatrix. 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 RealMatrixAbstractRealMatrix. add(RealMatrix m)Returns the sum ofthisandm.BlockRealMatrixBlockRealMatrix. add(RealMatrix m)Returns the sum ofthisandm.RealMatrixRealMatrix. add(RealMatrix m)Returns the sum ofthisandm.static RealMatrixMatrixUtils. blockInverse(RealMatrix m, int splitIndex)Computes the inverse of the given matrix by splitting it into 4 sub-matrices.protected voidComplexEigenDecomposition. checkDefinition(RealMatrix matrix)Check definition of the decomposition in runtime.static voidMatrixUtils. checkSymmetric(RealMatrix matrix, double eps)Checks whether a matrix is symmetric.DecompositionSolverCholeskyDecomposer. decompose(RealMatrix a)Get a solver for finding the A × X = B solution in least square sense.DecompositionSolverLUDecomposer. decompose(RealMatrix a)Get a solver for finding the A × X = B solution in least square sense.DecompositionSolverMatrixDecomposer. decompose(RealMatrix a)Get a solver for finding the A × X = B solution in least square sense.DecompositionSolverQRDecomposer. decompose(RealMatrix a)Get a solver for finding the A × X = B solution in least square sense.DecompositionSolverSingularValueDecomposer. decompose(RealMatrix a)Get a solver for finding the A × X = B solution in least square sense.protected voidComplexEigenDecomposition. findEigenValues(RealMatrix matrix)Compute eigen values using the Schur transform.StringRealMatrixFormat. format(RealMatrix m)This method callsRealMatrixFormat.format(RealMatrix,StringBuffer,FieldPosition).StringBufferRealMatrixFormat. format(RealMatrix matrix, StringBuffer toAppendTo, FieldPosition pos)Formats aRealMatrixobject to produce a string.static RealMatrixMatrixUtils. inverse(RealMatrix matrix)Computes the inverse of the given matrix.static RealMatrixMatrixUtils. inverse(RealMatrix matrix, double threshold)Computes the inverse of the given matrix.static booleanMatrixUtils. isSymmetric(RealMatrix matrix, double eps)Checks whether a matrix is symmetric.RealMatrixArray2DRowRealMatrix. kroneckerProduct(RealMatrix b)Kronecker product of the current matrix and the parameter matrix.RealMatrixAbstractRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.BlockRealMatrixBlockRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixDiagonalMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixOpenMapRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplyingthisbym.RealMatrixArray2DRowRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.BlockRealMatrixBlockRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixDiagonalMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixOpenMapRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.default RealMatrixRealMatrix. multiplyTransposed(RealMatrix m)Returns the result of postmultiplyingthisbym^T.RealMatrixAbstractRealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplyingthisbym.RealMatrixRealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplyingthisbym.static voidMatrixUtils. serializeRealMatrix(RealMatrix matrix, ObjectOutputStream oos)Serialize aRealMatrix.voidAbstractRealMatrix. setColumnMatrix(int column, RealMatrix matrix)Sets the specifiedcolumnofthismatrix to the entries of the specified columnmatrix.voidBlockRealMatrix. setColumnMatrix(int column, RealMatrix matrix)Sets the specifiedcolumnofthismatrix to the entries of the specified columnmatrix.voidRealMatrix. setColumnMatrix(int column, RealMatrix matrix)Sets the specifiedcolumnofthismatrix to the entries of the specified columnmatrix.voidAbstractRealMatrix. setRowMatrix(int row, RealMatrix matrix)Sets the specifiedrowofthismatrix to the entries of the specified rowmatrix.voidBlockRealMatrix. setRowMatrix(int row, RealMatrix matrix)Sets the specifiedrowofthismatrix to the entries of the specified rowmatrix.voidRealMatrix. setRowMatrix(int row, RealMatrix matrix)Sets the specifiedrowofthismatrix to the entries of the specified rowmatrix.RealMatrixDecompositionSolver. solve(RealMatrix b)Solve the linear equation A × X = B for matrices A.static voidMatrixUtils. solveLowerTriangularSystem(RealMatrix rm, RealVector b)Solve a system of composed of a Lower Triangular MatrixRealMatrix.static voidMatrixUtils. solveUpperTriangularSystem(RealMatrix rm, RealVector b)Solver a system composed of an Upper Triangular MatrixRealMatrix.RealMatrixAbstractRealMatrix. subtract(RealMatrix m)Returnsthisminusm.BlockRealMatrixBlockRealMatrix. subtract(RealMatrix m)Returnsthisminusm.OpenMapRealMatrixOpenMapRealMatrix. subtract(RealMatrix m)Returnsthisminusm.RealMatrixRealMatrix. subtract(RealMatrix m)Returnsthisminusm.RealMatrixArray2DRowRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.BlockRealMatrixBlockRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.RealMatrixDiagonalMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.RealMatrixOpenMapRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.default RealMatrixRealMatrix. transposeMultiply(RealMatrix m)Returns the result of postmultiplyingthis^Tbym.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() - 
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 RealMatrixValueAndJacobianFunction. computeJacobian(double[] params)Compute the Jacobian.RealMatrixAbstractEvaluation. getCovariances(double threshold)Get the covariance matrix of the optimized parameters.RealMatrixLeastSquaresProblem.Evaluation. getCovariances(double threshold)Get the covariance matrix of the optimized parameters.RealMatrixLeastSquaresProblem.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 LeastSquaresProblemLeastSquaresFactory. create(MultivariateVectorFunction model, MultivariateMatrixFunction jacobian, double[] observed, double[] start, RealMatrix weight, ConvergenceChecker<LeastSquaresProblem.Evaluation> checker, int maxEvaluations, int maxIterations)Create aLeastSquaresProblemfrom the given elements.static LeastSquaresProblemLeastSquaresFactory. create(MultivariateJacobianFunction model, RealVector observed, RealVector start, RealMatrix weight, ConvergenceChecker<LeastSquaresProblem.Evaluation> checker, int maxEvaluations, int maxIterations)Create aLeastSquaresProblemfrom the given elements.static LeastSquaresProblemLeastSquaresFactory. create(MultivariateJacobianFunction model, RealVector observed, RealVector start, RealMatrix weight, ConvergenceChecker<LeastSquaresProblem.Evaluation> checker, int maxEvaluations, int maxIterations, boolean lazyEvaluation, ParameterValidator paramValidator)Create aLeastSquaresProblemfrom the given elements.protected abstract RealVectorGaussNewtonOptimizer.Decomposition. solve(RealMatrix jacobian, RealVector residuals)Deprecated.Solve the linear least squares problem Jx=r.LeastSquaresBuilderLeastSquaresBuilder. weight(RealMatrix newWeight)Configure the weight matrix.static LeastSquaresProblemLeastSquaresFactory. 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 RealMatrixCorrelatedRandomVectorGenerator. 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 RealMatrixKendallsCorrelation. computeCorrelationMatrix(double[][] matrix)Computes the Kendall's Tau rank correlation matrix for the columns of the input rectangular array.RealMatrixKendallsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Kendall's Tau rank correlation matrix for the columns of the input matrix.RealMatrixPearsonsCorrelation. computeCorrelationMatrix(double[][] data)Computes the correlation matrix for the columns of the input rectangular array.RealMatrixPearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the correlation matrix for the columns of the input matrix, usingPearsonsCorrelation.correlation(double[], double[]).RealMatrixSpearmansCorrelation. computeCorrelationMatrix(double[][] matrix)Computes the Spearman's rank correlation matrix for the columns of the input rectangular array.RealMatrixSpearmansCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Spearman's rank correlation matrix for the columns of the input matrix.protected RealMatrixCovariance. computeCovarianceMatrix(double[][] data)Create a covariance matrix from a rectangular array whose columns represent covariates.protected RealMatrixCovariance. computeCovarianceMatrix(double[][] data, boolean biasCorrected)Compute a covariance matrix from a rectangular array whose columns represent covariates.protected RealMatrixCovariance. computeCovarianceMatrix(RealMatrix matrix)Create a covariance matrix from a matrix whose columns represent covariates.protected RealMatrixCovariance. computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected)Compute a covariance matrix from a matrix whose columns represent covariates.RealMatrixPearsonsCorrelation. covarianceToCorrelation(RealMatrix covarianceMatrix)Derives a correlation matrix from a covariance matrix.RealMatrixKendallsCorrelation. getCorrelationMatrix()Returns the correlation matrix.RealMatrixPearsonsCorrelation. getCorrelationMatrix()Returns the correlation matrix.RealMatrixSpearmansCorrelation. getCorrelationMatrix()Calculate the Spearman Rank Correlation Matrix.RealMatrixPearsonsCorrelation. getCorrelationPValues()Returns a matrix of p-values associated with the (two-sided) null hypothesis that the corresponding correlation coefficient is zero.RealMatrixPearsonsCorrelation. 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)RealMatrixCovariance. getCovarianceMatrix()Returns the covariance matrixRealMatrixStorelessCovariance. getCovarianceMatrix()Returns the covariance matrixMethods in org.hipparchus.stat.correlation with parameters of type RealMatrix Modifier and Type Method Description RealMatrixKendallsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Kendall's Tau rank correlation matrix for the columns of the input matrix.RealMatrixPearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the correlation matrix for the columns of the input matrix, usingPearsonsCorrelation.correlation(double[], double[]).RealMatrixSpearmansCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Spearman's rank correlation matrix for the columns of the input matrix.protected RealMatrixCovariance. computeCovarianceMatrix(RealMatrix matrix)Create a covariance matrix from a matrix whose columns represent covariates.protected RealMatrixCovariance. computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected)Compute a covariance matrix from a matrix whose columns represent covariates.RealMatrixPearsonsCorrelation. 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 RealMatrixMultivariateSummaryStatistics. getCovariance()Returns the covariance of the available values.RealMatrixStatisticalMultivariateSummary. 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 RealMatrixVectorialCovariance. 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 RealMatrixAbstractMultipleLinearRegression. calculateBetaVariance()Calculates the beta variance of multiple linear regression in matrix notation.protected RealMatrixGLSMultipleLinearRegression. calculateBetaVariance()Calculates the variance on the beta.protected RealMatrixOLSMultipleLinearRegression. calculateBetaVariance()Calculates the variance-covariance matrix of the regression parameters.RealMatrixOLSMultipleLinearRegression. calculateHat()Compute the "hat" matrix.protected RealMatrixGLSMultipleLinearRegression. getOmegaInverse()Get the inverse of the covariance.protected RealMatrixAbstractMultipleLinearRegression. getX() 
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