Uses of Interface
org.apache.commons.math.linear.RealMatrix
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Packages that use RealMatrix Package Description org.apache.commons.math.linear Linear algebra support.org.apache.commons.math.ode This package provides classes to solve Ordinary Differential Equations problems.org.apache.commons.math.optimization This package provides common interfaces for the optimization algorithms provided in sub-packages.org.apache.commons.math.random Random number and random data generators.org.apache.commons.math.stat.correlation Correlations/Covariance computations.org.apache.commons.math.stat.descriptive Generic univariate summary statistic objects.org.apache.commons.math.stat.descriptive.moment Summary statistics based on moments.org.apache.commons.math.stat.regression Statistical routines involving multivariate data. -
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Uses of RealMatrix in org.apache.commons.math.linear
Subinterfaces of RealMatrix in org.apache.commons.math.linear Modifier and Type Interface Description interface
SparseRealMatrix
Marker interface forRealMatrix
implementations that require sparse backing storageClasses in org.apache.commons.math.linear that implement RealMatrix Modifier and Type Class Description class
AbstractRealMatrix
Basic implementation of RealMatrix methods regardless of the underlying storage.class
Array2DRowRealMatrix
Implementation of RealMatrix using a double[][] array to store entries and LU decomposition to support linear system solution and inverse.class
BlockRealMatrix
Cache-friendly implementation of RealMatrix using a flat arrays to store square blocks of the matrix.class
OpenMapRealMatrix
Sparse matrix implementation based on an open addressed map.class
RealMatrixImpl
Deprecated.as of 2.0 replaced byArray2DRowRealMatrix
Methods in org.apache.commons.math.linear that return RealMatrix Modifier and Type Method Description RealMatrix
AbstractRealMatrix. add(RealMatrix m)
Compute the sum of this and m.RealMatrix
Array2DRowRealMatrix. add(RealMatrix m)
Compute the sum of this and m.RealMatrix
RealMatrix. add(RealMatrix m)
Compute the sum of this and m.RealMatrix
RealMatrixImpl. add(RealMatrix m)
Deprecated.Compute the sum of this and m.abstract RealMatrix
AbstractRealMatrix. copy()
Returns a (deep) copy of this.RealMatrix
Array2DRowRealMatrix. copy()
Returns a (deep) copy of this.RealMatrix
RealMatrix. copy()
Returns a (deep) copy of this.RealMatrix
RealMatrixImpl. copy()
Deprecated.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
RealMatrix. createMatrix(int rowDimension, int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions.RealMatrix
RealMatrixImpl. createMatrix(int rowDimension, int columnDimension)
Deprecated.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)
Creates a rowRealMatrix
using the data from the input array.RealMatrix
AbstractRealMatrix. getColumnMatrix(int column)
Returns the entries in column numbercolumn
as a column matrix.RealMatrix
RealMatrix. getColumnMatrix(int column)
Returns the entries in column numbercolumn
as a column matrix.RealMatrix
SingularValueDecomposition. getCovariance(double minSingularValue)
Returns the n × n covariance matrix.RealMatrix
SingularValueDecompositionImpl. getCovariance(double minSingularValue)
Returns the n × n covariance matrix.RealMatrix
EigenDecomposition. getD()
Returns the block diagonal matrix D of the decomposition.RealMatrix
EigenDecompositionImpl. getD()
Returns the block diagonal matrix D of the decomposition.RealMatrix
QRDecomposition. getH()
Returns the Householder reflector vectors.RealMatrix
QRDecompositionImpl. getH()
Returns the Householder reflector vectors.RealMatrix
DecompositionSolver. getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix.RealMatrix
CholeskyDecomposition. getL()
Returns the matrix L of the decomposition.RealMatrix
CholeskyDecompositionImpl. getL()
Returns the matrix L of the decomposition.RealMatrix
LUDecomposition. getL()
Returns the matrix L of the decomposition.RealMatrix
LUDecompositionImpl. getL()
Returns the matrix L of the decomposition.RealMatrix
CholeskyDecomposition. getLT()
Returns the transpose of the matrix L of the decomposition.RealMatrix
CholeskyDecompositionImpl. getLT()
Returns the transpose of the matrix L of the decomposition.RealMatrix
LUDecomposition. getP()
Returns the P rows permutation matrix.RealMatrix
LUDecompositionImpl. getP()
Returns the P rows permutation matrix.RealMatrix
QRDecomposition. getQ()
Returns the matrix Q of the decomposition.RealMatrix
QRDecompositionImpl. getQ()
Returns the matrix Q of the decomposition.RealMatrix
QRDecomposition. getQT()
Returns the transpose of the matrix Q of the decomposition.RealMatrix
QRDecompositionImpl. getQT()
Returns the transpose of the matrix Q of the decomposition.RealMatrix
QRDecomposition. getR()
Returns the matrix R of the decomposition.RealMatrix
QRDecompositionImpl. getR()
Returns the matrix R of the decomposition.RealMatrix
AbstractRealMatrix. getRowMatrix(int row)
Returns the entries in row numberrow
as a row matrix.RealMatrix
RealMatrix. getRowMatrix(int row)
Returns the entries in row numberrow
as a row matrix.RealMatrix
SingularValueDecomposition. getS()
Returns the diagonal matrix Σ of the decomposition.RealMatrix
SingularValueDecompositionImpl. getS()
Returns the diagonal matrix Σ of the decomposition.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
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
LUDecompositionImpl. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecomposition. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecompositionImpl. getU()
Returns the matrix U of the decomposition.RealMatrix
SingularValueDecomposition. getUT()
Returns the transpose of the matrix U of the decomposition.RealMatrix
SingularValueDecompositionImpl. getUT()
Returns the transpose of the matrix U of the decomposition.RealMatrix
EigenDecomposition. getV()
Returns the matrix V of the decomposition.RealMatrix
EigenDecompositionImpl. getV()
Returns the matrix V of the decomposition.RealMatrix
SingularValueDecomposition. getV()
Returns the matrix V of the decomposition.RealMatrix
SingularValueDecompositionImpl. getV()
Returns the matrix V of the decomposition.RealMatrix
EigenDecomposition. getVT()
Returns the transpose of the matrix V of the decomposition.RealMatrix
EigenDecompositionImpl. getVT()
Returns the transpose of the matrix V of the decomposition.RealMatrix
SingularValueDecomposition. getVT()
Returns the transpose of the matrix V of the decomposition.RealMatrix
SingularValueDecompositionImpl. getVT()
Returns the transpose of the matrix V of the decomposition.RealMatrix
AbstractRealMatrix. inverse()
Deprecated.RealMatrix
RealMatrix. inverse()
Deprecated.as of release 2.0, replaced bynew LUDecompositionImpl(m)
.getSolver()
.getInverse()
RealMatrix
AbstractRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
Array2DRowRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
OpenMapRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
RealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
RealMatrixImpl. multiply(RealMatrix m)
Deprecated.Returns the result of postmultiplying this by m.RealMatrix
AbstractRealVector. outerProduct(double[] v)
Compute the outer product.RealMatrix
AbstractRealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
ArrayRealVector. outerProduct(double[] v)
Compute the outer product.RealMatrix
ArrayRealVector. outerProduct(ArrayRealVector v)
Compute the outer product.RealMatrix
ArrayRealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
OpenMapRealVector. outerProduct(double[] v)
Compute the outer product.RealMatrix
RealVector. outerProduct(double[] v)
Compute the outer product.RealMatrix
RealVector. outerProduct(RealVector v)
Compute the outer product.RealMatrix
AbstractRealMatrix. preMultiply(RealMatrix m)
Returns the result premultiplying this bym
.RealMatrix
RealMatrix. preMultiply(RealMatrix m)
Returns the result premultiplying this bym
.RealMatrix
AbstractRealMatrix. scalarAdd(double d)
Returns the result of adding d to each entry of this.RealMatrix
RealMatrix. scalarAdd(double d)
Returns the result of adding d to each entry of this.RealMatrix
AbstractRealMatrix. scalarMultiply(double d)
Returns the result multiplying each entry of this by d.RealMatrix
BlockRealMatrix. scalarMultiply(double d)
Returns the result multiplying each entry of this by d.RealMatrix
RealMatrix. scalarMultiply(double d)
Returns the result multiplying each entry of this by d.RealMatrix
AbstractRealMatrix. solve(RealMatrix b)
Deprecated.RealMatrix
DecompositionSolver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
RealMatrix. solve(RealMatrix b)
Deprecated.as of release 2.0, replaced byDecompositionSolver.solve(RealMatrix)
RealMatrix
AbstractRealMatrix. subtract(RealMatrix m)
Compute this minus m.RealMatrix
Array2DRowRealMatrix. subtract(RealMatrix m)
Compute this minus m.RealMatrix
RealMatrix. subtract(RealMatrix m)
Compute this minus m.RealMatrix
RealMatrixImpl. subtract(RealMatrix m)
Deprecated.Compute this minus m.RealMatrix
AbstractRealMatrix. transpose()
Returns the transpose of this matrix.RealMatrix
RealMatrix. transpose()
Returns the transpose of this matrix.Methods in org.apache.commons.math.linear with parameters of type RealMatrix Modifier and Type Method Description RealMatrix
AbstractRealMatrix. add(RealMatrix m)
Compute the sum of this and m.RealMatrix
Array2DRowRealMatrix. add(RealMatrix m)
Compute the sum of this and m.BlockRealMatrix
BlockRealMatrix. add(RealMatrix m)
Compute the sum of this and m.OpenMapRealMatrix
OpenMapRealMatrix. add(RealMatrix m)
Compute the sum of this and m.RealMatrix
RealMatrix. add(RealMatrix m)
Compute the sum of this and m.RealMatrix
RealMatrixImpl. add(RealMatrix m)
Deprecated.Compute the sum of this and m.RealMatrix
AbstractRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
Array2DRowRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.BlockRealMatrix
BlockRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
OpenMapRealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
RealMatrix. multiply(RealMatrix m)
Returns the result of postmultiplying this by m.RealMatrix
RealMatrixImpl. multiply(RealMatrix m)
Deprecated.Returns the result of postmultiplying this by m.RealMatrix
AbstractRealMatrix. preMultiply(RealMatrix m)
Returns the result premultiplying this bym
.RealMatrix
RealMatrix. preMultiply(RealMatrix m)
Returns the result premultiplying this bym
.static void
MatrixUtils. serializeRealMatrix(RealMatrix matrix, java.io.ObjectOutputStream oos)
Serialize aRealMatrix
.void
AbstractRealMatrix. setColumnMatrix(int column, RealMatrix matrix)
Sets the entries in column numbercolumn
as a column matrix.void
BlockRealMatrix. setColumnMatrix(int column, RealMatrix matrix)
Sets the entries in column numbercolumn
as a column matrix.void
RealMatrix. setColumnMatrix(int column, RealMatrix matrix)
Sets the entries in column numbercolumn
as a column matrix.void
AbstractRealMatrix. setRowMatrix(int row, RealMatrix matrix)
Sets the entries in row numberrow
as a row matrix.void
BlockRealMatrix. setRowMatrix(int row, RealMatrix matrix)
Sets the entries in row numberrow
as a row matrix.void
RealMatrix. setRowMatrix(int row, RealMatrix matrix)
Sets the entries in row numberrow
as a row matrix.RealMatrix
AbstractRealMatrix. solve(RealMatrix b)
Deprecated.RealMatrix
DecompositionSolver. solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.RealMatrix
RealMatrix. solve(RealMatrix b)
Deprecated.as of release 2.0, replaced byDecompositionSolver.solve(RealMatrix)
RealMatrix
AbstractRealMatrix. subtract(RealMatrix m)
Compute this minus m.RealMatrix
Array2DRowRealMatrix. subtract(RealMatrix m)
Compute this minus m.BlockRealMatrix
BlockRealMatrix. subtract(RealMatrix m)
Compute this minus m.OpenMapRealMatrix
OpenMapRealMatrix. subtract(RealMatrix m)
Compute this minus m.RealMatrix
RealMatrix. subtract(RealMatrix m)
Compute this minus m.RealMatrix
RealMatrixImpl. subtract(RealMatrix m)
Deprecated.Compute this minus m.Constructors in org.apache.commons.math.linear with parameters of type RealMatrix Constructor Description CholeskyDecompositionImpl(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.CholeskyDecompositionImpl(RealMatrix matrix, double relativeSymmetryThreshold, double absolutePositivityThreshold)
Calculates the Cholesky decomposition of the given matrix.EigenDecompositionImpl(RealMatrix matrix, double splitTolerance)
Calculates the eigen decomposition of the given symmetric matrix.LUDecompositionImpl(RealMatrix matrix)
Calculates the LU-decomposition of the given matrix.LUDecompositionImpl(RealMatrix matrix, double singularityThreshold)
Calculates the LU-decomposition of the given matrix.QRDecompositionImpl(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix.SingularValueDecompositionImpl(RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix. -
Uses of RealMatrix in org.apache.commons.math.ode
Methods in org.apache.commons.math.ode that return RealMatrix Modifier and Type Method Description RealMatrix
MultistepIntegrator.NordsieckTransformer. initializeHighOrderDerivatives(double[] first, double[][] multistep)
Initialize the high order scaled derivatives at step start. -
Uses of RealMatrix in org.apache.commons.math.optimization
Constructors in org.apache.commons.math.optimization with parameters of type RealMatrix Constructor Description LeastSquaresConverter(MultivariateVectorialFunction function, double[] observations, RealMatrix scale)
Build a simple converter for correlated residuals with the specific weights. -
Uses of RealMatrix in org.apache.commons.math.random
Methods in org.apache.commons.math.random that return RealMatrix Modifier and Type Method Description RealMatrix
CorrelatedRandomVectorGenerator. getRootMatrix()
Get the root of the covariance matrix.Constructors in org.apache.commons.math.random with parameters of type RealMatrix Constructor Description CorrelatedRandomVectorGenerator(double[] mean, RealMatrix covariance, double small, NormalizedRandomGenerator generator)
Simple constructor.CorrelatedRandomVectorGenerator(RealMatrix covariance, double small, NormalizedRandomGenerator generator)
Simple constructor. -
Uses of RealMatrix in org.apache.commons.math.stat.correlation
Methods in org.apache.commons.math.stat.correlation that return RealMatrix Modifier and Type Method Description 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.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 rectangual 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
PearsonsCorrelation. getCorrelationMatrix()
Returns the correlation matrixRealMatrix
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 matrixMethods in org.apache.commons.math.stat.correlation with parameters of type RealMatrix Modifier and Type Method Description RealMatrix
PearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the input matrix.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.apache.commons.math.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.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.apache.commons.math.stat.descriptive
Methods in org.apache.commons.math.stat.descriptive that return RealMatrix Modifier and Type Method Description RealMatrix
MultivariateSummaryStatistics. getCovariance()
Returns the covariance matrix of the values that have been added.RealMatrix
StatisticalMultivariateSummary. getCovariance()
Returns the covariance of the available values.RealMatrix
SynchronizedMultivariateSummaryStatistics. getCovariance()
Returns the covariance matrix of the values that have been added. -
Uses of RealMatrix in org.apache.commons.math.stat.descriptive.moment
Methods in org.apache.commons.math.stat.descriptive.moment that return RealMatrix Modifier and Type Method Description RealMatrix
VectorialCovariance. getResult()
Get the covariance matrix. -
Uses of RealMatrix in org.apache.commons.math.stat.regression
Fields in org.apache.commons.math.stat.regression declared as RealMatrix Modifier and Type Field Description protected RealMatrix
AbstractMultipleLinearRegression. X
X sample data.Methods in org.apache.commons.math.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.
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