Package | Description |
---|---|
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.linear |
Optimization algorithms for linear constrained problems.
|
org.hipparchus.optim.nonlinear.vector.leastsquares |
This package provides algorithms that minimize the residuals
between observations and model values.
|
org.hipparchus.stat.regression |
Statistical routines involving multivariate data.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
ProcessEstimate.getState()
Get the state vector.
|
RealVector |
Measurement.getValue()
Get the measurement vector.
|
Modifier and Type | Method and Description |
---|---|
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.
|
Constructor and 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.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
NonLinearEvolution.getCurrentState()
Get current state.
|
RealVector |
NonLinearProcess.getInnovation(T measurement,
NonLinearEvolution evolution,
RealMatrix innovationCovarianceMatrix)
Get the innovation brought by a measurement.
|
Modifier and Type | Method and Description |
---|---|
NonLinearEvolution |
NonLinearProcess.getEvolution(double previousTime,
RealVector previousState,
T measurement)
Get the state evolution between two times.
|
Constructor and Description |
---|
NonLinearEvolution(double currentTime,
RealVector currentState,
RealMatrix stateTransitionMatrix,
RealMatrix processNoiseMatrix,
RealMatrix measurementJacobian)
Simple constructor.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
LinearEvolution.getCommand()
Get the command uk-1.
|
Constructor and Description |
---|
LinearEvolution(RealMatrix stateTransitionMatrix,
RealMatrix controlMatrix,
RealVector command,
RealMatrix processNoiseMatrix,
RealMatrix measurementJacobian)
Simple constructor.
|
Modifier and Type | Class and Description |
---|---|
class |
ArrayRealVector
This class implements the
RealVector interface with a double array. |
class |
OpenMapRealVector
This class implements the
RealVector interface with a
OpenIntToDoubleHashMap backing store. |
class |
SparseRealVector
Marker class for RealVectors that require sparse backing storage
|
Modifier and Type | Method and Description |
---|---|
RealVector |
RealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
OpenMapRealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
ArrayRealVector.append(double in)
Construct a new vector by appending a double to this vector.
|
abstract RealVector |
RealVector.append(double d)
Construct a new vector by appending a double to this vector.
|
RealVector |
ArrayRealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
abstract RealVector |
RealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
RealVector |
RealVector.combine(double a,
double b,
RealVector y)
Returns a new vector representing
a * this + b * y , the linear
combination of this and y . |
RealVector |
RealVector.combineToSelf(double a,
double b,
RealVector y)
Updates
this with the linear combination of this and
y . |
abstract RealVector |
RealVector.copy()
Returns a (deep) copy of this vector.
|
static RealVector |
MatrixUtils.createRealVector(double[] data)
Creates a
RealVector using the data from the input array. |
static RealVector |
MatrixUtils.createRealVector(int dimension)
Creates a
RealVector with specified dimensions. |
abstract RealVector |
RealVector.ebeDivide(RealVector v)
Element-by-element division.
|
abstract RealVector |
RealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
RealVector |
RealMatrix.getColumnVector(int column)
Get the entries at the given column index as a vector.
|
RealVector |
AbstractRealMatrix.getColumnVector(int column)
Get the entries at the given column index as a vector.
|
RealVector |
BlockRealMatrix.getColumnVector(int column)
Get the entries at the given column index as a vector.
|
RealVector |
EigenDecomposition.getEigenvector(int i)
Gets a copy of the ith eigenvector of the original matrix.
|
RealVector |
IterativeLinearSolverEvent.getResidual()
Returns the residual.
|
RealVector |
DefaultIterativeLinearSolverEvent.getResidual()
Returns the residual.
|
abstract RealVector |
IterativeLinearSolverEvent.getRightHandSideVector()
Returns the current right-hand side of the linear system to be solved.
|
RealVector |
DefaultIterativeLinearSolverEvent.getRightHandSideVector()
Returns the current right-hand side of the linear system to be solved.
|
RealVector |
RealMatrix.getRowVector(int row)
Returns the entries in row number
row as a vector. |
RealVector |
AbstractRealMatrix.getRowVector(int row)
Returns the entries in row number
row as a vector. |
RealVector |
BlockRealMatrix.getRowVector(int row)
Returns the entries in row number
row as a vector. |
abstract RealVector |
IterativeLinearSolverEvent.getSolution()
Returns the current estimate of the solution to the linear system to be
solved.
|
RealVector |
DefaultIterativeLinearSolverEvent.getSolution()
Returns the current estimate of the solution to the linear system to be
solved.
|
RealVector |
ArrayRealVector.getSubVector(int index,
int n)
Get a subvector from consecutive elements.
|
abstract RealVector |
RealVector.getSubVector(int index,
int n)
Get a subvector from consecutive elements.
|
RealVector |
RealVector.map(UnivariateFunction function)
Acts as if implemented as:
|
RealVector |
RealVector.mapAdd(double d)
Add a value to each entry.
|
RealVector |
ArrayRealVector.mapAddToSelf(double d)
Add a value to each entry.
|
RealVector |
RealVector.mapAddToSelf(double d)
Add a value to each entry.
|
RealVector |
RealVector.mapDivide(double d)
Divide each entry by the argument.
|
RealVector |
ArrayRealVector.mapDivideToSelf(double d)
Divide each entry by the argument.
|
RealVector |
RealVector.mapDivideToSelf(double d)
Divide each entry by the argument.
|
RealVector |
RealVector.mapMultiply(double d)
Multiply each entry by the argument.
|
RealVector |
ArrayRealVector.mapMultiplyToSelf(double d)
Multiply each entry.
|
RealVector |
RealVector.mapMultiplyToSelf(double d)
Multiply each entry.
|
RealVector |
RealVector.mapSubtract(double d)
Subtract a value from each entry.
|
RealVector |
ArrayRealVector.mapSubtractToSelf(double d)
Subtract a value from each entry.
|
RealVector |
RealVector.mapSubtractToSelf(double d)
Subtract a value from each entry.
|
RealVector |
RealVector.mapToSelf(UnivariateFunction function)
Acts as if it is implemented as:
|
RealVector |
RealMatrix.operate(RealVector v)
Returns the result of multiplying this by the vector
v . |
RealVector |
JacobiPreconditioner.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
RealVector |
AbstractRealMatrix.operate(RealVector v)
Returns the result of multiplying this by the vector
v . |
RealVector |
RealLinearOperator.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
default RealVector |
RealLinearOperator.operateTranspose(RealVector x)
Returns the result of multiplying the transpose of
this operator
by the vector x (optional operation). |
RealVector |
RealMatrix.preMultiply(RealVector v)
Returns the (row) vector result of premultiplying this by the vector
v . |
RealVector |
AbstractRealMatrix.preMultiply(RealVector v)
Returns the (row) vector result of premultiplying this by the vector
v . |
RealVector |
DiagonalMatrix.preMultiply(RealVector v)
Returns the (row) vector result of premultiplying this by the vector
v . |
RealVector |
RealVector.projection(RealVector v)
Find the orthogonal projection of this vector onto another vector.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
boolean goodb,
double shift)
Returns the solution to the system (A - shift · I) · x = b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
DecompositionSolver.solve(RealVector b)
Solve the linear equation A × X = B for matrices A.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
abstract RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
ConjugateGradient.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
abstract RealVector |
IterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
RealVector.subtract(RealVector v)
Subtract
v from this vector. |
RealVector |
OpenMapRealVector.subtract(RealVector v)
Subtract
v from this vector. |
RealVector |
RealVector.unitVector()
Creates a unit vector pointing in the direction of this vector.
|
static RealVector |
RealVector.unmodifiableRealVector(RealVector v)
Returns an unmodifiable view of the specified vector.
|
Modifier and Type | Method and Description |
---|---|
ArrayRealVector |
ArrayRealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
RealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
OpenMapRealVector.add(RealVector v)
Compute the sum of this vector and
v . |
RealVector |
ArrayRealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
abstract RealVector |
RealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
OpenMapRealVector |
OpenMapRealVector.append(RealVector v)
Construct a new vector by appending a vector to this vector.
|
protected static void |
PreconditionedIterativeLinearSolver.checkParameters(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Performs all dimension checks on the parameters of
solve
and
solveInPlace ,
and throws an exception if one of the checks fails. |
protected static void |
IterativeLinearSolver.checkParameters(RealLinearOperator a,
RealVector b,
RealVector x0)
Performs all dimension checks on the parameters of
solve and
solveInPlace ,
and throws an exception if one of the checks fails. |
protected void |
ArrayRealVector.checkVectorDimensions(RealVector v)
Check if instance and specified vectors have the same dimension.
|
protected void |
RealVector.checkVectorDimensions(RealVector v)
Check if instance and specified vectors have the same dimension.
|
ArrayRealVector |
ArrayRealVector.combine(double a,
double b,
RealVector y)
Returns a new vector representing
a * this + b * y , the linear
combination of this and y . |
RealVector |
RealVector.combine(double a,
double b,
RealVector y)
Returns a new vector representing
a * this + b * y , the linear
combination of this and y . |
ArrayRealVector |
ArrayRealVector.combineToSelf(double a,
double b,
RealVector y)
Updates
this with the linear combination of this and
y . |
RealVector |
RealVector.combineToSelf(double a,
double b,
RealVector y)
Updates
this with the linear combination of this and
y . |
double |
RealVector.cosine(RealVector v)
Computes the cosine of the angle between this vector and the
argument.
|
double |
ArrayRealVector.dotProduct(RealVector v)
Compute the dot product of this vector with
v . |
double |
RealVector.dotProduct(RealVector v)
Compute the dot product of this vector with
v . |
ArrayRealVector |
ArrayRealVector.ebeDivide(RealVector v)
Element-by-element division.
|
abstract RealVector |
RealVector.ebeDivide(RealVector v)
Element-by-element division.
|
OpenMapRealVector |
OpenMapRealVector.ebeDivide(RealVector v)
Element-by-element division.
|
ArrayRealVector |
ArrayRealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
abstract RealVector |
RealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
OpenMapRealVector |
OpenMapRealVector.ebeMultiply(RealVector v)
Element-by-element multiplication.
|
String |
RealVectorFormat.format(RealVector v)
This method calls
RealVectorFormat.format(RealVector,StringBuffer,FieldPosition) . |
StringBuffer |
RealVectorFormat.format(RealVector vector,
StringBuffer toAppendTo,
FieldPosition pos)
Formats a
RealVector object to produce a string. |
double |
ArrayRealVector.getDistance(RealVector v)
Distance between two vectors.
|
double |
RealVector.getDistance(RealVector v)
Distance between two vectors.
|
double |
OpenMapRealVector.getDistance(RealVector v)
Distance between two vectors.
|
double |
ArrayRealVector.getL1Distance(RealVector v)
Distance between two vectors.
|
double |
RealVector.getL1Distance(RealVector v)
Distance between two vectors.
|
double |
OpenMapRealVector.getL1Distance(RealVector v)
Distance between two vectors.
|
double |
ArrayRealVector.getLInfDistance(RealVector v)
Distance between two vectors.
|
double |
RealVector.getLInfDistance(RealVector v)
Distance between two vectors.
|
double |
OpenMapRealVector.getLInfDistance(RealVector v)
Distance between two vectors.
|
RealVector |
RealMatrix.operate(RealVector v)
Returns the result of multiplying this by the vector
v . |
RealVector |
JacobiPreconditioner.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
RealVector |
AbstractRealMatrix.operate(RealVector v)
Returns the result of multiplying this by the vector
v . |
RealVector |
RealLinearOperator.operate(RealVector x)
Returns the result of multiplying
this by the vector x . |
default RealVector |
RealLinearOperator.operateTranspose(RealVector x)
Returns the result of multiplying the transpose of
this operator
by the vector x (optional operation). |
RealMatrix |
ArrayRealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
RealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealVector |
RealMatrix.preMultiply(RealVector v)
Returns the (row) vector result of premultiplying this by the vector
v . |
RealVector |
AbstractRealMatrix.preMultiply(RealVector v)
Returns the (row) vector result of premultiplying this by the vector
v . |
RealVector |
DiagonalMatrix.preMultiply(RealVector v)
Returns the (row) vector result of premultiplying this by the vector
v . |
RealVector |
RealVector.projection(RealVector v)
Find the orthogonal projection of this vector onto another vector.
|
static void |
MatrixUtils.serializeRealVector(RealVector vector,
ObjectOutputStream oos)
Serialize a
RealVector . |
void |
RealMatrix.setColumnVector(int column,
RealVector vector)
Sets the specified
column of this matrix to the entries
of the specified vector . |
void |
AbstractRealMatrix.setColumnVector(int column,
RealVector vector)
Sets the specified
column of this matrix to the entries
of the specified vector . |
void |
BlockRealMatrix.setColumnVector(int column,
RealVector vector)
Sets the specified
column of this matrix to the entries
of the specified vector . |
void |
RealMatrix.setRowVector(int row,
RealVector vector)
Sets the specified
row of this matrix to the entries of
the specified vector . |
void |
AbstractRealMatrix.setRowVector(int row,
RealVector vector)
Sets the specified
row of this matrix to the entries of
the specified vector . |
void |
BlockRealMatrix.setRowVector(int row,
RealVector vector)
Sets the specified
row of this matrix to the entries of
the specified vector . |
void |
ArrayRealVector.setSubVector(int index,
RealVector v)
Set a sequence of consecutive elements.
|
abstract void |
RealVector.setSubVector(int index,
RealVector v)
Set a sequence of consecutive elements.
|
void |
OpenMapRealVector.setSubVector(int index,
RealVector v)
Set a sequence of consecutive elements.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
boolean goodb,
double shift)
Returns the solution to the system (A - shift · I) · x = b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
DecompositionSolver.solve(RealVector b)
Solve the linear equation A × X = B for matrices A.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
abstract RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
ConjugateGradient.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator m,
RealVector b,
RealVector x,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
abstract RealVector |
IterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
static void |
MatrixUtils.solveLowerTriangularSystem(RealMatrix rm,
RealVector b)
Solve a system of composed of a Lower Triangular Matrix
RealMatrix . |
static void |
MatrixUtils.solveUpperTriangularSystem(RealMatrix rm,
RealVector b)
Solver a system composed of an Upper Triangular Matrix
RealMatrix . |
ArrayRealVector |
ArrayRealVector.subtract(RealVector v)
Subtract
v from this vector. |
RealVector |
RealVector.subtract(RealVector v)
Subtract
v from this vector. |
RealVector |
OpenMapRealVector.subtract(RealVector v)
Subtract
v from this vector. |
static RealVector |
RealVector.unmodifiableRealVector(RealVector v)
Returns an unmodifiable view of the specified vector.
|
Constructor and Description |
---|
ArrayRealVector(ArrayRealVector v1,
RealVector v2)
Construct a vector by appending one vector to another vector.
|
ArrayRealVector(RealVector v)
Construct a vector from another vector, using a deep copy.
|
ArrayRealVector(RealVector v1,
ArrayRealVector v2)
Construct a vector by appending one vector to another vector.
|
DefaultIterativeLinearSolverEvent(Object source,
int iterations,
RealVector x,
RealVector b,
double rnorm)
Creates a new instance of this class.
|
DefaultIterativeLinearSolverEvent(Object source,
int iterations,
RealVector x,
RealVector b,
RealVector r,
double rnorm)
Creates a new instance of this class.
|
OpenMapRealVector(RealVector v)
Generic copy constructor.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
LinearConstraint.getCoefficients()
Gets the coefficients of the constraint (left hand side).
|
RealVector |
LinearObjectiveFunction.getCoefficients()
Gets the coefficients of the linear equation being optimized.
|
Modifier and Type | Method and Description |
---|---|
double |
LinearObjectiveFunction.value(RealVector point)
Computes the value of the linear equation at the current point.
|
Constructor and Description |
---|
LinearConstraint(RealVector lhsCoefficients,
double lhsConstant,
Relationship relationship,
RealVector rhsCoefficients,
double rhsConstant)
Build a constraint involving two linear equations.
|
LinearConstraint(RealVector coefficients,
Relationship relationship,
double value)
Build a constraint involving a single linear equation.
|
LinearObjectiveFunction(RealVector coefficients,
double constantTerm) |
Modifier and Type | Method and Description |
---|---|
RealVector |
ValueAndJacobianFunction.computeValue(double[] params)
Compute the value.
|
RealVector |
LeastSquaresProblem.Evaluation.getPoint()
Get the abscissa (independent variables) of this evaluation.
|
RealVector |
LeastSquaresProblem.Evaluation.getResiduals()
Get the weighted residuals.
|
RealVector |
LeastSquaresProblem.Evaluation.getSigma(double covarianceSingularityThreshold)
Get an estimate of the standard deviation of the parameters.
|
RealVector |
AbstractEvaluation.getSigma(double covarianceSingularityThreshold)
Get an estimate of the standard deviation of the parameters.
|
RealVector |
LeastSquaresProblem.getStart()
Gets the initial guess.
|
RealVector |
LeastSquaresAdapter.getStart()
Gets the initial guess.
|
RealVector |
ParameterValidator.validate(RealVector params)
Validates the set of parameters.
|
Modifier and Type | Method and Description |
---|---|
Pair<RealVector,RealMatrix> |
MultivariateJacobianFunction.value(RealVector point)
Compute the function value and its Jacobian.
|
Modifier and Type | Method and Description |
---|---|
static LeastSquaresProblem |
LeastSquaresFactory.create(MultivariateJacobianFunction model,
RealVector observed,
RealVector start,
ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
int maxEvaluations,
int maxIterations)
Create a
LeastSquaresProblem
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 a
LeastSquaresProblem
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 a
LeastSquaresProblem
from the given elements. |
LeastSquaresProblem.Evaluation |
LeastSquaresProblem.evaluate(RealVector point)
Evaluate the model at the specified point.
|
LeastSquaresProblem.Evaluation |
LeastSquaresAdapter.evaluate(RealVector point)
Evaluate the model at the specified point.
|
LeastSquaresBuilder |
LeastSquaresBuilder.start(RealVector newStart)
Configure the initial guess.
|
LeastSquaresBuilder |
LeastSquaresBuilder.target(RealVector newTarget)
Configure the observed data.
|
RealVector |
ParameterValidator.validate(RealVector params)
Validates the set of parameters.
|
Pair<RealVector,RealMatrix> |
MultivariateJacobianFunction.value(RealVector point)
Compute the function value and its Jacobian.
|
static LeastSquaresProblem |
LeastSquaresFactory.weightDiagonal(LeastSquaresProblem problem,
RealVector weights)
Apply a diagonal weight matrix to the
LeastSquaresProblem . |
SequentialGaussNewtonOptimizer |
SequentialGaussNewtonOptimizer.withAPrioriData(RealVector aPrioriState,
RealMatrix aPrioriCovariance)
Configure from a priori state and covariance.
|
Modifier and Type | Method and Description |
---|---|
protected RealVector |
GLSMultipleLinearRegression.calculateBeta()
Calculates beta by GLS.
|
protected RealVector |
OLSMultipleLinearRegression.calculateBeta()
Calculates the regression coefficients using OLS.
|
protected abstract RealVector |
AbstractMultipleLinearRegression.calculateBeta()
Calculates the beta of multiple linear regression in matrix notation.
|
protected RealVector |
AbstractMultipleLinearRegression.calculateResiduals()
Calculates the residuals of multiple linear regression in matrix
notation.
|
protected RealVector |
AbstractMultipleLinearRegression.getY() |
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