org.ujmp.core.doublematrix.calculation.general.decomposition
Interface DecompositionDoubleCalculations

All Known Subinterfaces:
BigDecimalMatrix, BigDecimalMatrix2D, BigIntegerMatrix, BigIntegerMatrix2D, BooleanMatrix, BooleanMatrix2D, ByteMatrix, ByteMatrix2D, CanPerformCalculations, CharMatrix, CharMatrix2D, DateMatrix, DateMatrix2D, DenseBigDecimalMatrix, DenseBigDecimalMatrix2D, DenseBigIntegerMatrix, DenseBigIntegerMatrix2D, DenseBooleanMatrix, DenseBooleanMatrix2D, DenseByteMatrix, DenseByteMatrix2D, DenseCharMatrix, DenseCharMatrix2D, DenseDateMatrix, DenseDateMatrix2D, DenseDoubleMatrix, DenseDoubleMatrix2D, DenseFloatMatrix, DenseFloatMatrix2D, DenseGenericMatrix<A>, DenseGenericMatrix2D<A>, DenseIntMatrix, DenseIntMatrix2D, DenseLongMatrix, DenseLongMatrix2D, DenseMatrix, DenseMatrix2D, DenseObjectMatrix, DenseObjectMatrix2D, DenseShortMatrix, DenseShortMatrix2D, DenseStringMatrix, DenseStringMatrix2D, DoubleCalculations, DoubleMatrix, DoubleMatrix2D, FloatMatrix, FloatMatrix2D, GeneralDoubleCalculations, GenericMatrix<A>, GenericMatrix2D<A>, GraphMatrix<N,E>, IntMatrix, IntMatrix2D, ListMatrix<A>, LongMatrix, LongMatrix2D, MapMatrix<K,V>, Matrix, Matrix2D, ObjectMatrix, ObjectMatrix2D, SetMatrix<A>, ShortMatrix, ShortMatrix2D, SparseBigDecimalMatrix, SparseBigDecimalMatrix2D, SparseBigIntegerMatrix, SparseBigIntegerMatrix2D, SparseBooleanMatrix, SparseBooleanMatrix2D, SparseByteMatrix, SparseByteMatrix2D, SparseCharMatrix, SparseCharMatrix2D, SparseDateMatrix, SparseDateMatrix2D, SparseDoubleMatrix, SparseDoubleMatrix2D, SparseFloatMatrix, SparseFloatMatrix2D, SparseGenericMatrix<A>, SparseGenericMatrix2D<A>, SparseIntMatrix, SparseIntMatrix2D, SparseLongMatrix, SparseLongMatrix2D, SparseMatrix, SparseMatrix2D, SparseObjectMatrix, SparseObjectMatrix2D, SparseShortMatrix, SparseShortMatrix2D, SparseStringMatrix, SparseStringMatrix2D, StringMatrix, StringMatrix2D, TreeMatrix
All Known Implementing Classes:
AbstractBigDecimalMatrix, AbstractBigIntegerMatrix, AbstractBooleanMatrix, AbstractByteMatrix, AbstractCharMatrix, AbstractDateMatrix, AbstractDenseBigDecimalMatrix, AbstractDenseBigDecimalMatrix2D, AbstractDenseBigIntegerMatrix, AbstractDenseBigIntegerMatrix2D, AbstractDenseBooleanMatrix, AbstractDenseBooleanMatrix2D, AbstractDenseByteMatrix, AbstractDenseByteMatrix2D, AbstractDenseCharMatrix, AbstractDenseCharMatrix2D, AbstractDenseDateMatrix, AbstractDenseDateMatrix2D, AbstractDenseDoubleMatrix, AbstractDenseDoubleMatrix2D, AbstractDenseFloatMatrix, AbstractDenseFloatMatrix2D, AbstractDenseGenericMatrix, AbstractDenseGenericMatrix2D, AbstractDenseIntMatrix, AbstractDenseIntMatrix2D, AbstractDenseLongMatrix, AbstractDenseLongMatrix2D, AbstractDenseObjectMatrix, AbstractDenseObjectMatrix2D, AbstractDenseShortMatrix, AbstractDenseShortMatrix2D, AbstractDenseStringMatrix, AbstractDenseStringMatrix2D, AbstractDoubleMatrix, AbstractFloatMatrix, AbstractGenericMatrix, AbstractGraphMatrix, AbstractIntMatrix, AbstractListMatrix, AbstractLongMatrix, AbstractMapMatrix, AbstractMapToSparseMatrixWrapper, AbstractMapToTiledMatrix2DWrapper, AbstractMatrix, AbstractObjectMatrix, AbstractSetMatrix, AbstractShortMatrix, AbstractSparseBigDecimalMatrix, AbstractSparseBigDecimalMatrix2D, AbstractSparseBigIntegerMatrix, AbstractSparseBigIntegerMatrix2D, AbstractSparseBooleanMatrix, AbstractSparseBooleanMatrix2D, AbstractSparseByteMatrix, AbstractSparseByteMatrix2D, AbstractSparseCharMatrix, AbstractSparseCharMatrix2D, AbstractSparseDateMatrix, AbstractSparseDateMatrix2D, AbstractSparseDoubleMatrix, AbstractSparseDoubleMatrix2D, AbstractSparseFloatMatrix, AbstractSparseFloatMatrix2D, AbstractSparseGenericMatrix, AbstractSparseGenericMatrix2D, AbstractSparseIntMatrix, AbstractSparseIntMatrix2D, AbstractSparseLongMatrix, AbstractSparseLongMatrix2D, AbstractSparseObjectMatrix, AbstractSparseObjectMatrix2D, AbstractSparseShortMatrix, AbstractSparseShortMatrix2D, AbstractSparseStringMatrix, AbstractSparseStringMatrix2D, AbstractStringMatrix, AbstractTreeMatrix, ArrayDenseBigDecimalMatrix2D, ArrayDenseBigIntegerMatrix2D, ArrayDenseByteMatrix2D, ArrayDenseCharMatrix2D, ArrayDenseDoubleMatrix2D, ArrayDenseFloatMatrix2D, BenchmarkConfig, BigDecimalCalculationMatrix, BigIntegerCalculationMatrix, BlockDenseDoubleMatrix2D, BooleanCalculationMatrix, BufferedObjectMatrix, ByteCalculationMatrix, CharCalculationMatrix, CSVMatrix, DateCalculationMatrix, DefaultDenseBigDecimalMatrix2D, DefaultDenseBigIntegerMatrix2D, DefaultDenseBooleanMatrix2D, DefaultDenseByteMatrix2D, DefaultDenseCharMatrix2D, DefaultDenseDateMatrix2D, DefaultDenseDoubleMatrix2D, DefaultDenseDoubleMatrixMultiD, DefaultDenseFloatMatrix2D, DefaultDenseGenericMatrix2D, DefaultDenseIntMatrix2D, DefaultDenseLongMatrix2D, DefaultDenseObjectMatrix2D, DefaultDenseObjectMatrixMultiD, DefaultDenseShortMatrix2D, DefaultDenseStringMatrix2D, DefaultGraphMatrix, DefaultListMatrix, DefaultMapMatrix, DefaultSetMatrix, DefaultSparseBigDecimalMatrix, DefaultSparseBigIntegerMatrix, DefaultSparseBooleanMatrix, DefaultSparseByteMatrix, DefaultSparseCharMatrix, DefaultSparseColumnObjectMatrix2D, DefaultSparseDateMatrix, DefaultSparseDoubleMatrix, DefaultSparseFloatMatrix, DefaultSparseGenericMatrix, DefaultSparseIntMatrix, DefaultSparseLongMatrix, DefaultSparseObjectMatrix, DefaultSparseRowDoubleMatrix2D, DefaultSparseRowObjectMatrix2D, DefaultSparseShortMatrix, DefaultSparseStringMatrix, DefaultTiledObjectMatrix2D, DefaultTreeMatrix, DenseFileMatrix, DoubleCalculationMatrix, EmptyMatrix, FileFormatMatrix, FileListMatrix, FileMatrix, FloatCalculationMatrix, ImageMatrix, IntCalculationMatrix, IrisMatrix, LongCalculationMatrix, MatrixAvailableProcessors, MatrixLibraries, MatrixMemoryUsage, MatrixRandomSeed, MatrixRunningThreads, MatrixSystemEnvironment, MatrixSystemProperties, MatrixSystemTime, MortonDenseDoubleMartrix2D, ObjectCalculationMatrix, ObjectTreeMatrix, RemoteObjectMatrixUDP, SerializedSparseObjectMatrix, ServerObjectMatrixUDP, ShortCalculationMatrix, SimpleDenseDateMatrix2D, SimpleDenseIntMatrix2D, SimpleDenseLongMatrix2D, SimpleDenseObjectMatrix2D, SimpleDenseShortMatrix2D, SimpleDenseStringMatrix2D, SparseCSVMatrix, StringCalculationMatrix, SynchronizedGenericMatrix, TimeSeriesMatrix, UJMPPluginsMatrix, VolatileSparseObjectMatrix, WaveMatrix, WelcomeMatrix

public interface DecompositionDoubleCalculations


Method Summary
 Matrix chol()
          Calculates a Cholesky decomposition of the matrix.
 Matrix[] eig()
          Calculates the Eigen decomposition of the matrix.
 Matrix[] eigSymm()
          Calculates the Eigen decomposition of a symmetric matrix.
 Matrix ginv()
          Calculates a generalized inverse of the Matrix
 Matrix inv()
          Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).
 Matrix invSPD()
          Calculates the inverse of a symmetric positive definite Matrix using Cholesky Decomposition.
 Matrix invSymm()
          Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).
 Matrix[] lu()
          Calculates a LU decomposition of the matrix.
 Matrix pinv()
          Calculates the pseudo inverse of the Matrix using Singular Value Decomposition.
 Matrix princomp()
          Projects the matrix into the space of the principal components.
 Matrix[] qr()
          Calculates a QR decomposition of the matrix.
 Matrix solve(Matrix b)
          Solve A*X = B
 Matrix solveSPD(Matrix b)
          Solve A*X = B
 Matrix solveSymm(Matrix b)
          Solve A*X = B
 Matrix[] svd()
          Calculates the singular value decomposition of the matrix: A = U*S*V'
 

Method Detail

inv

Matrix inv()
           throws MatrixException
Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).

Returns:
Inverse of the matrix
Throws:
MatrixException

invSymm

Matrix invSymm()
               throws MatrixException
Calculates the inverse of the Matrix using either LUDecomposition (for square matrices) or QRDecomposition (otherwise).

Returns:
Inverse of the matrix
Throws:
MatrixException

invSPD

Matrix invSPD()
              throws MatrixException
Calculates the inverse of a symmetric positive definite Matrix using Cholesky Decomposition.

Returns:
Inverse of the matrix
Throws:
MatrixException

solve

Matrix solve(Matrix b)
             throws MatrixException
Solve A*X = B

Parameters:
b - right hand side
Returns:
solution for X if A is square, least squares solution otherwise
Throws:
MatrixException

solveSymm

Matrix solveSymm(Matrix b)
                 throws MatrixException
Solve A*X = B

Parameters:
b - right hand side
Returns:
solution for X if A is square, least squares solution otherwise
Throws:
MatrixException

solveSPD

Matrix solveSPD(Matrix b)
                throws MatrixException
Solve A*X = B

Parameters:
b - right hand side
Returns:
solution for X if A is square, least squares solution otherwise
Throws:
MatrixException

pinv

Matrix pinv()
            throws MatrixException
Calculates the pseudo inverse of the Matrix using Singular Value Decomposition.

Returns:
Pseudo inverse of the Matrix
Throws:
MatrixException

ginv

Matrix ginv()
            throws MatrixException
Calculates a generalized inverse of the Matrix

Returns:
Pseudo inverse of the Matrix
Throws:
MatrixException

princomp

Matrix princomp()
                throws MatrixException
Projects the matrix into the space of the principal components.

Returns:
Matrix projected on principal components.
Throws:
MatrixException

svd

Matrix[] svd()
             throws MatrixException
Calculates the singular value decomposition of the matrix: A = U*S*V'

Returns:
Singular value decomposition of the matrix.
Throws:
MatrixException

eig

Matrix[] eig()
             throws MatrixException
Calculates the Eigen decomposition of the matrix.

Returns:
Eigen decomposition of the matrix.
Throws:
MatrixException

eigSymm

Matrix[] eigSymm()
                 throws MatrixException
Calculates the Eigen decomposition of a symmetric matrix.

Returns:
Eigen decomposition of the matrix.
Throws:
MatrixException

qr

Matrix[] qr()
            throws MatrixException
Calculates a QR decomposition of the matrix.

Returns:
QR decomposition of the matrix.
Throws:
MatrixException

lu

Matrix[] lu()
            throws MatrixException
Calculates a LU decomposition of the matrix.

Returns:
LU decomposition of the matrix.
Throws:
MatrixException

chol

Matrix chol()
            throws MatrixException
Calculates a Cholesky decomposition of the matrix.

Returns:
Cholesky decomposition of the matrix.
Throws:
MatrixException


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