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public interface DecompositionDoubleCalculations
Method Summary | |
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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 |
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Matrix inv() throws MatrixException
MatrixException
Matrix invSymm() throws MatrixException
MatrixException
Matrix invSPD() throws MatrixException
MatrixException
Matrix solve(Matrix b) throws MatrixException
b
- right hand side
MatrixException
Matrix solveSymm(Matrix b) throws MatrixException
b
- right hand side
MatrixException
Matrix solveSPD(Matrix b) throws MatrixException
b
- right hand side
MatrixException
Matrix pinv() throws MatrixException
MatrixException
Matrix ginv() throws MatrixException
MatrixException
Matrix princomp() throws MatrixException
MatrixException
Matrix[] svd() throws MatrixException
MatrixException
Matrix[] eig() throws MatrixException
MatrixException
Matrix[] eigSymm() throws MatrixException
MatrixException
Matrix[] qr() throws MatrixException
MatrixException
Matrix[] lu() throws MatrixException
MatrixException
Matrix chol() throws MatrixException
MatrixException
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