Uses of Interface
org.hipparchus.linear.RealMatrix
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Packages that use RealMatrix Package Description org.hipparchus.distribution.multivariate Implementations of multivariate distributions.org.hipparchus.linear Linear algebra support.org.hipparchus.random Random number and random data generators.org.hipparchus.util Convenience routines and common data structures used throughout the Hipparchus library. -
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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.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
.default RealMatrix
RealMatrix. blendArithmeticallyWith(RealMatrix other, double blendingValue)
Blend arithmetically this instance with another one.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
EigenDecompositionNonSymmetric. getD()
Gets the block diagonal matrix D of the decomposition.RealMatrix
HessenbergTransformer. getH()
Returns the Hessenberg matrix H of the transform.RealMatrix
QRDecomposition. getH()
Returns the Householder reflector vectors.RealMatrix
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
SemiDefinitePositiveCholeskyDecomposition. getL()
Returns the matrix L of the decomposition.RealMatrix
CholeskyDecomposition. getLT()
Returns the transpose of the matrix L of the decomposition.RealMatrix
SemiDefinitePositiveCholeskyDecomposition. getLT()
Returns the transpose of the matrix L of the decomposition.RealMatrix
HessenbergTransformer. getP()
Returns the matrix P of the transform.RealMatrix
LUDecomposition. getP()
Returns the P rows permutation matrix.RealMatrix
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
SchurTransformer. getP()
Returns the matrix P of the transform.RealMatrix
HessenbergTransformer. getPT()
Returns the transpose of the matrix P of the transform.RealMatrix
SchurTransformer. getPT()
Returns the transpose of the matrix P of the transform.RealMatrix
QRDecomposition. getQ()
Returns the matrix Q of the decomposition.RealMatrix
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
EigenDecompositionSymmetric. 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
SchurTransformer. getT()
Returns the quasi-triangular Schur matrix T of the transform.RealMatrix
LUDecomposition. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecomposition. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecomposition. getUT()
Returns the transpose of the matrix U of the decomposition.RealMatrix
EigenDecompositionNonSymmetric. getV()
Gets the matrix V of the decomposition.RealMatrix
EigenDecompositionSymmetric. getV()
Gets the matrix V of the decomposition.RealMatrix
SingularValueDecomposition. getV()
Returns the matrix V of the decomposition.RealMatrix
EigenDecompositionNonSymmetric. getVInv()
Gets the inverse of the matrix V of the decomposition.RealMatrix
EigenDecompositionSymmetric. 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.default RealMatrix
RealMatrix. map(UnivariateFunction function)
Acts as if implemented as:default RealMatrix
RealMatrix. mapToSelf(UnivariateFunction function)
Replace each entry by the result of applying the function to it.static RealMatrix
MatrixUtils. matrixExponential(RealMatrix rm)
Computes the matrix exponential of the given matrix.RealMatrix
AbstractRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
DiagonalMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
OpenMapRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
RealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplyingthis
bym
.RealMatrix
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
.default RealMatrix
RealMatrix. blendArithmeticallyWith(RealMatrix other, double blendingValue)
Blend arithmetically this instance with another one.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.static RealMatrix
MatrixUtils. matrixExponential(RealMatrix rm)
Computes the matrix exponential of the given 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
.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.ComplexEigenDecomposition(RealMatrix matrix, double eigenVectorsEquality, double epsilon, double epsilonAVVDCheck)
Constructor for decomposition.EigenDecompositionNonSymmetric(RealMatrix matrix)
Calculates the eigen decomposition of the given real matrix.EigenDecompositionNonSymmetric(RealMatrix matrix, double epsilon)
Calculates the eigen decomposition of the given real matrix.EigenDecompositionSymmetric(RealMatrix matrix)
Calculates the eigen decomposition of the given symmetric real matrix.EigenDecompositionSymmetric(RealMatrix matrix, double epsilon, boolean decreasing)
Calculates the eigen decomposition of the given real matrix.HessenbergTransformer(RealMatrix matrix)
Build the transformation to Hessenberg form of a general matrix.LUDecomposition(RealMatrix matrix)
Calculates the LU-decomposition of the given matrix.LUDecomposition(RealMatrix matrix, double singularityThreshold)
Calculates the LU-decomposition of the given matrix.OrderedComplexEigenDecomposition(RealMatrix matrix)
Constructor for the decomposition.OrderedComplexEigenDecomposition(RealMatrix matrix, double eigenVectorsEquality, double epsilon, double epsilonAVVDCheck)
Constructor for decomposition.OrderedComplexEigenDecomposition(RealMatrix matrix, double eigenVectorsEquality, double epsilon, double epsilonAVVDCheck, Comparator<Complex> eigenValuesComparator)
Constructor for decomposition.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.SchurTransformer(RealMatrix matrix)
Build the transformation to Schur form of a general real matrix.SchurTransformer(RealMatrix matrix, double epsilon)
Build the transformation to Schur form of a general real matrix.SemiDefinitePositiveCholeskyDecomposition(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.SemiDefinitePositiveCholeskyDecomposition(RealMatrix matrix, double positivityThreshold)
Calculates the Cholesky decomposition of the given matrix.SingularValueDecomposition(RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix. -
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.util
Methods in org.hipparchus.util that return RealMatrix Modifier and Type Method Description default RealMatrix
UnscentedTransformProvider. getUnscentedCovariance(RealVector[] sigmaPoints, RealVector meanState)
Computes the unscented covariance matrix from a weighted mean state and a set of sigma points.Methods in org.hipparchus.util that return types with arguments of type RealMatrix Modifier and Type Method Description default Pair<RealVector,RealMatrix>
UnscentedTransformProvider. inverseUnscentedTransform(RealVector[] sigmaPoints)
Perform the inverse unscented transform from an array of sigma points.Methods in org.hipparchus.util with parameters of type RealMatrix Modifier and Type Method Description RealVector[]
AbstractUnscentedTransform. unscentedTransform(RealVector state, RealMatrix covariance)
Perform the unscented transform from a state and its covariance.RealVector[]
UnscentedTransformProvider. unscentedTransform(RealVector state, RealMatrix covariance)
Perform the unscented transform from a state and its covariance.
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