public class Algebra extends PersistentObject
DoubleMatrix2D
; concentrates most functionality of this package.Modifier and Type | Field and Description |
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static Algebra |
DEFAULT
A default Algebra object; has
Property.DEFAULT attached for tolerance. |
protected Property |
property
The property object attached to this instance.
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static Algebra |
ZERO
A default Algebra object; has
Property.ZERO attached for tolerance. |
serialVersionUID
Constructor and Description |
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Algebra()
Constructs a new instance with an equality tolerance given by Property.DEFAULT.tolerance().
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Algebra(double tolerance)
Constructs a new instance with the given equality tolerance.
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Modifier and Type | Method and Description |
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Object |
clone()
Returns a copy of the receiver.
|
double |
cond(DoubleMatrix2D A)
Returns the condition of matrix A, which is the ratio of largest to smallest singular value.
|
double |
det(DoubleMatrix2D A)
Returns the determinant of matrix A.
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protected static double |
hypot(double a,
double b)
Returns sqrt(a^2 + b^2) without under/overflow.
|
protected static DoubleDoubleFunction |
hypotFunction()
Returns sqrt(a^2 + b^2) without under/overflow.
|
DoubleMatrix2D |
inverse(DoubleMatrix2D A)
Returns the inverse or pseudo-inverse of matrix A.
|
double |
mult(DoubleMatrix1D x,
DoubleMatrix1D y)
Inner product of two vectors; Sum(x[i] * y[i]).
|
DoubleMatrix1D |
mult(DoubleMatrix2D A,
DoubleMatrix1D y)
Linear algebraic matrix-vector multiplication; z = A * y.
|
DoubleMatrix2D |
mult(DoubleMatrix2D A,
DoubleMatrix2D B)
Linear algebraic matrix-matrix multiplication; C = A x B.
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DoubleMatrix2D |
multOuter(DoubleMatrix1D x,
DoubleMatrix1D y,
DoubleMatrix2D A)
Outer product of two vectors; Sets A[i,j] = x[i] * y[j].
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double |
norm1(DoubleMatrix1D x)
Returns the one-norm of vector x, which is Sum(abs(x[i])).
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double |
norm1(DoubleMatrix2D A)
Returns the one-norm of matrix A, which is the maximum absolute column sum.
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double |
norm2(DoubleMatrix1D x)
Returns the two-norm (aka euclidean norm) of vector x; equivalent to mult(x,x).
|
double |
norm2(DoubleMatrix2D A)
Returns the two-norm of matrix A, which is the maximum singular value; obtained from SVD.
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double |
normF(DoubleMatrix2D A)
Returns the Frobenius norm of matrix A, which is Sqrt(Sum(A[i,j]2)).
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double |
normInfinity(DoubleMatrix1D x)
Returns the infinity norm of vector x, which is Max(abs(x[i])).
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double |
normInfinity(DoubleMatrix2D A)
Returns the infinity norm of matrix A, which is the maximum absolute row sum.
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DoubleMatrix1D |
permute(DoubleMatrix1D A,
int[] indexes,
double[] work)
Modifies the given vector A such that it is permuted as specified; Useful for pivoting.
|
DoubleMatrix2D |
permute(DoubleMatrix2D A,
int[] rowIndexes,
int[] columnIndexes)
Constructs and returns a new row and column permuted selection view of matrix A; equivalent to
DoubleMatrix2D.viewSelection(int[],int[]) . |
DoubleMatrix2D |
permuteColumns(DoubleMatrix2D A,
int[] indexes,
int[] work)
Modifies the given matrix A such that it's columns are permuted as specified; Useful for pivoting.
|
DoubleMatrix2D |
permuteRows(DoubleMatrix2D A,
int[] indexes,
int[] work)
Modifies the given matrix A such that it's rows are permuted as specified; Useful for pivoting.
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DoubleMatrix2D |
pow(DoubleMatrix2D A,
int p)
Linear algebraic matrix power; B = Ak <==> B = A*A*...*A.
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Property |
property()
Returns the property object attached to this Algebra, defining tolerance.
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int |
rank(DoubleMatrix2D A)
Returns the effective numerical rank of matrix A, obtained from Singular Value Decomposition.
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void |
setProperty(Property property)
Attaches the given property object to this Algebra, defining tolerance.
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DoubleMatrix2D |
solve(DoubleMatrix2D A,
DoubleMatrix2D B)
Solves A*X = B.
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DoubleMatrix2D |
solveTranspose(DoubleMatrix2D A,
DoubleMatrix2D B)
Solves X*A = B, which is also A'*X' = B'.
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DoubleMatrix2D |
subMatrix(DoubleMatrix2D A,
int fromRow,
int toRow,
int fromColumn,
int toColumn)
Constructs and returns a new sub-range view which is the sub matrix A[fromRow..toRow,fromColumn..toColumn].
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String |
toString(DoubleMatrix2D matrix)
Returns a String with (propertyName, propertyValue) pairs.
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String |
toVerboseString(DoubleMatrix2D matrix)
Returns the results of toString(A) and additionally the results of all sorts of decompositions applied to the given matrix.
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double |
trace(DoubleMatrix2D A)
Returns the sum of the diagonal elements of matrix A; Sum(A[i,i]).
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DoubleMatrix2D |
transpose(DoubleMatrix2D A)
Constructs and returns a new view which is the transposition of the given matrix A.
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protected DoubleMatrix2D |
trapezoidalLower(DoubleMatrix2D A)
Modifies the matrix to be a lower trapezoidal matrix.
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public static final Algebra DEFAULT
Property.DEFAULT
attached for tolerance.
Allows ommiting to construct an Algebra object time and again.
Note that this Algebra object is immutable.
Any attempt to assign a new Property object to it (via method setProperty), or to alter the tolerance of its property object (via property().setTolerance(...)) will throw an exception.public static final Algebra ZERO
Property.ZERO
attached for tolerance.
Allows ommiting to construct an Algebra object time and again.
Note that this Algebra object is immutable.
Any attempt to assign a new Property object to it (via method setProperty), or to alter the tolerance of its property object (via property().setTolerance(...)) will throw an exception.protected Property property
public Algebra()
public Algebra(double tolerance)
tolerance
- the tolerance to be used for equality operations.public Object clone()
clone
in class PersistentObject
public double cond(DoubleMatrix2D A)
public double det(DoubleMatrix2D A)
protected static double hypot(double a, double b)
protected static DoubleDoubleFunction hypotFunction()
public DoubleMatrix2D inverse(DoubleMatrix2D A)
public double mult(DoubleMatrix1D x, DoubleMatrix1D y)
x
- the first source vector.y
- the second source matrix.IllegalArgumentException
- if x.size() != y.size().public DoubleMatrix1D mult(DoubleMatrix2D A, DoubleMatrix1D y)
A
- the source matrix.y
- the source vector.IllegalArgumentException
- if A.columns() != y.size().public DoubleMatrix2D mult(DoubleMatrix2D A, DoubleMatrix2D B)
A
- the first source matrix.B
- the second source matrix.IllegalArgumentException
- if B.rows() != A.columns().public DoubleMatrix2D multOuter(DoubleMatrix1D x, DoubleMatrix1D y, DoubleMatrix2D A)
x
- the first source vector.y
- the second source vector.A
- the matrix to hold the results. Set this parameter to null to indicate that a new result matrix shall be constructed.IllegalArgumentException
- if A.rows() != x.size() || A.columns() != y.size().public double norm1(DoubleMatrix1D x)
public double norm1(DoubleMatrix2D A)
public double norm2(DoubleMatrix1D x)
public double norm2(DoubleMatrix2D A)
public double normF(DoubleMatrix2D A)
public double normInfinity(DoubleMatrix1D x)
public double normInfinity(DoubleMatrix2D A)
public DoubleMatrix1D permute(DoubleMatrix1D A, int[] indexes, double[] work)
Example:
Reordering [A,B,C,D,E] with indexes [0,4,2,3,1] yields [A,E,C,D,B] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[2], A[3]<--A[3], A[4]<--A[1]. Reordering [A,B,C,D,E] with indexes [0,4,1,2,3] yields [A,E,B,C,D] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[1], A[3]<--A[2], A[4]<--A[3].
A
- the vector to permute.indexes
- the permutation indexes, must satisfy indexes.length==A.size() && indexes[i] >= 0 && indexes[i] < A.size();work
- the working storage, must satisfy work.length >= A.size(); set work==null if you don't care about performance.IndexOutOfBoundsException
- if indexes.length != A.size().public DoubleMatrix2D permute(DoubleMatrix2D A, int[] rowIndexes, int[] columnIndexes)
DoubleMatrix2D.viewSelection(int[],int[])
.
The returned matrix is backed by this matrix, so changes in the returned matrix are reflected in this matrix, and vice-versa.
Use idioms like result = permute(...).copy() to generate an independent sub matrix.public DoubleMatrix2D permuteColumns(DoubleMatrix2D A, int[] indexes, int[] work)
A
- the matrix to permute.indexes
- the permutation indexes, must satisfy indexes.length==A.columns() && indexes[i] >= 0 && indexes[i] < A.columns();work
- the working storage, must satisfy work.length >= A.columns(); set work==null if you don't care about performance.IndexOutOfBoundsException
- if indexes.length != A.columns().public DoubleMatrix2D permuteRows(DoubleMatrix2D A, int[] indexes, int[] work)
Example:
Reordering [A,B,C,D,E] with indexes [0,4,2,3,1] yields [A,E,C,D,B] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[2], A[3]<--A[3], A[4]<--A[1]. Reordering [A,B,C,D,E] with indexes [0,4,1,2,3] yields [A,E,B,C,D] In other words A[0]<--A[0], A[1]<--A[4], A[2]<--A[1], A[3]<--A[2], A[4]<--A[3].
A
- the matrix to permute.indexes
- the permutation indexes, must satisfy indexes.length==A.rows() && indexes[i] >= 0 && indexes[i] < A.rows();work
- the working storage, must satisfy work.length >= A.rows(); set work==null if you don't care about performance.IndexOutOfBoundsException
- if indexes.length != A.rows().public DoubleMatrix2D pow(DoubleMatrix2D A, int p)
A
- the source matrix; must be square; stays unaffected by this operation.p
- the exponent, can be any number.IllegalArgumentException
- if !property().isSquare(A).public Property property()
setProperty(Property)
public int rank(DoubleMatrix2D A)
public void setProperty(Property property)
the
- Property object to be attached.UnsupportedOperationException
- if this==DEFAULT && property!=this.property() - The DEFAULT Algebra object is immutable.UnsupportedOperationException
- if this==ZERO && property!=this.property() - The ZERO Algebra object is immutable.property
public DoubleMatrix2D solve(DoubleMatrix2D A, DoubleMatrix2D B)
public DoubleMatrix2D solveTranspose(DoubleMatrix2D A, DoubleMatrix2D B)
public DoubleMatrix2D subMatrix(DoubleMatrix2D A, int fromRow, int toRow, int fromColumn, int toColumn)
A
- the source matrix.fromRow
- The index of the first row (inclusive).toRow
- The index of the last row (inclusive).fromColumn
- The index of the first column (inclusive).toColumn
- The index of the last column (inclusive).IndexOutOfBoundsException
- if fromColumn<0 || toColumn-fromColumn+1<0 || toColumn>=A.columns() || fromRow<0 || toRow-fromRow+1<0 || toRow>=A.rows()public String toString(DoubleMatrix2D matrix)
cond : 14.073264490042144 det : Illegal operation or error: Matrix must be square. norm1 : 0.9620244354009628 norm2 : 3.0 normF : 1.304841791648992 normInfinity : 1.5406551198102534 rank : 3 trace : 0
public String toVerboseString(DoubleMatrix2D matrix)
A = 3 x 3 matrix 249 66 68 104 214 108 144 146 293 cond : 3.931600417472078 det : 9638870.0 norm1 : 497.0 norm2 : 473.34508217011404 normF : 516.873292016525 normInfinity : 583.0 rank : 3 trace : 756.0 density : 1.0 isDiagonal : false isDiagonallyDominantByColumn : true isDiagonallyDominantByRow : true isIdentity : false isLowerBidiagonal : false isLowerTriangular : false isNonNegative : true isOrthogonal : false isPositive : true isSingular : false isSkewSymmetric : false isSquare : true isStrictlyLowerTriangular : false isStrictlyTriangular : false isStrictlyUpperTriangular : false isSymmetric : false isTriangular : false isTridiagonal : false isUnitTriangular : false isUpperBidiagonal : false isUpperTriangular : false isZero : false lowerBandwidth : 2 semiBandwidth : 3 upperBandwidth : 2 ----------------------------------------------------------------------------- LUDecompositionQuick(A) --> isNonSingular(A), det(A), pivot, L, U, inverse(A) ----------------------------------------------------------------------------- isNonSingular = true det = 9638870.0 pivot = [0, 1, 2] L = 3 x 3 matrix 1 0 0 0.417671 1 0 0.578313 0.57839 1 U = 3 x 3 matrix 249 66 68 0 186.433735 79.598394 0 0 207.635819 inverse(A) = 3 x 3 matrix 0.004869 -0.000976 -0.00077 -0.001548 0.006553 -0.002056 -0.001622 -0.002786 0.004816 ----------------------------------------------------------------- QRDecomposition(A) --> hasFullRank(A), H, Q, R, pseudo inverse(A) ----------------------------------------------------------------- hasFullRank = true H = 3 x 3 matrix 1.814086 0 0 0.34002 1.903675 0 0.470797 0.428218 2 Q = 3 x 3 matrix -0.814086 0.508871 0.279845 -0.34002 -0.808296 0.48067 -0.470797 -0.296154 -0.831049 R = 3 x 3 matrix -305.864349 -195.230337 -230.023539 0 -182.628353 467.703164 0 0 -309.13388 pseudo inverse(A) = 3 x 3 matrix 0.006601 0.001998 -0.005912 -0.005105 0.000444 0.008506 -0.000905 -0.001555 0.002688 -------------------------------------------------------------------------- CholeskyDecomposition(A) --> isSymmetricPositiveDefinite(A), L, inverse(A) -------------------------------------------------------------------------- isSymmetricPositiveDefinite = false L = 3 x 3 matrix 15.779734 0 0 6.590732 13.059948 0 9.125629 6.573948 12.903724 inverse(A) = Illegal operation or error: Matrix is not symmetric positive definite. --------------------------------------------------------------------- EigenvalueDecomposition(A) --> D, V, realEigenvalues, imagEigenvalues --------------------------------------------------------------------- realEigenvalues = 1 x 3 matrix 462.796507 172.382058 120.821435 imagEigenvalues = 1 x 3 matrix 0 0 0 D = 3 x 3 matrix 462.796507 0 0 0 172.382058 0 0 0 120.821435 V = 3 x 3 matrix -0.398877 -0.778282 0.094294 -0.500327 0.217793 -0.806319 -0.768485 0.66553 0.604862 --------------------------------------------------------------------- SingularValueDecomposition(A) --> cond(A), rank(A), norm2(A), U, S, V --------------------------------------------------------------------- cond = 3.931600417472078 rank = 3 norm2 = 473.34508217011404 U = 3 x 3 matrix 0.46657 -0.877519 0.110777 0.50486 0.161382 -0.847982 0.726243 0.45157 0.51832 S = 3 x 3 matrix 473.345082 0 0 0 169.137441 0 0 0 120.395013 V = 3 x 3 matrix 0.577296 -0.808174 0.116546 0.517308 0.251562 -0.817991 0.631761 0.532513 0.563301
public double trace(DoubleMatrix2D A)
public DoubleMatrix2D transpose(DoubleMatrix2D A)
A.viewDice()
.
This is a zero-copy transposition, taking O(1), i.e. constant time.
The returned view is backed by this matrix, so changes in the returned view are reflected in this matrix, and vice-versa.
Use idioms like result = transpose(A).copy() to generate an independent matrix.
Example:
2 x 3 matrix: 1, 2, 3 4, 5, 6 |
transpose ==> | 3 x 2 matrix: 1, 4 2, 5 3, 6 |
transpose ==> | 2 x 3 matrix: 1, 2, 3 4, 5, 6 |
protected DoubleMatrix2D trapezoidalLower(DoubleMatrix2D A)
#triangulateLower(DoubleMatrix2D)
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