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.
|
Modifier and Type | Interface and Description |
---|---|
interface |
SparseRealMatrix
Marker interface for
RealMatrix implementations that require sparse backing storage |
Modifier and Type | Class and 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 by
Array2DRowRealMatrix |
Modifier and Type | Method and Description |
---|---|
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 |
Array2DRowRealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
RealMatrix |
AbstractRealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
RealMatrix |
RealMatrix.copy()
Returns a (deep) copy of this.
|
RealMatrix |
RealMatrixImpl.copy()
Deprecated.
Returns a (deep) copy of this.
|
RealMatrix |
Array2DRowRealMatrix.copy()
Returns a (deep) copy of this.
|
abstract RealMatrix |
AbstractRealMatrix.copy()
Returns a (deep) copy of this.
|
static RealMatrix |
MatrixUtils.createColumnRealMatrix(double[] columnData)
Creates a column
RealMatrix using the data from the input
array. |
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.
|
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.
|
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.
|
static RealMatrix |
MatrixUtils.createRealDiagonalMatrix(double[] diagonal)
Returns a diagonal matrix with specified elements.
|
static RealMatrix |
MatrixUtils.createRealIdentityMatrix(int dimension)
Returns
dimension x dimension identity matrix. |
static RealMatrix |
MatrixUtils.createRealMatrix(double[][] data)
Returns a
RealMatrix whose entries are the the values in the
the input array. |
static RealMatrix |
MatrixUtils.createRealMatrix(int rows,
int columns)
Returns a
RealMatrix with specified dimensions. |
static RealMatrix |
MatrixUtils.createRowRealMatrix(double[] rowData)
Creates a row
RealMatrix using the data from the input
array. |
RealMatrix |
RealMatrix.getColumnMatrix(int column)
Returns the entries in column number
column
as a column matrix. |
RealMatrix |
AbstractRealMatrix.getColumnMatrix(int column)
Returns the entries in column number
column
as a column matrix. |
RealMatrix |
SingularValueDecompositionImpl.getCovariance(double minSingularValue)
Returns the n × n covariance matrix.
|
RealMatrix |
SingularValueDecomposition.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 |
QRDecompositionImpl.getH()
Returns the Householder reflector vectors.
|
RealMatrix |
QRDecomposition.getH()
Returns the Householder reflector vectors.
|
RealMatrix |
DecompositionSolver.getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix.
|
RealMatrix |
CholeskyDecompositionImpl.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
LUDecompositionImpl.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
LUDecomposition.getL()
Returns the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecompositionImpl.getLT()
Returns the transpose of the matrix L of the decomposition.
|
RealMatrix |
CholeskyDecomposition.getLT()
Returns the transpose of the matrix L of the decomposition.
|
RealMatrix |
LUDecompositionImpl.getP()
Returns the P rows permutation matrix.
|
RealMatrix |
LUDecomposition.getP()
Returns the P rows permutation matrix.
|
RealMatrix |
QRDecompositionImpl.getQ()
Returns the matrix Q of the decomposition.
|
RealMatrix |
QRDecomposition.getQ()
Returns the matrix Q of the decomposition.
|
RealMatrix |
QRDecompositionImpl.getQT()
Returns the transpose of the matrix Q of the decomposition.
|
RealMatrix |
QRDecomposition.getQT()
Returns the transpose of the matrix Q of the decomposition.
|
RealMatrix |
QRDecompositionImpl.getR()
Returns the matrix R of the decomposition.
|
RealMatrix |
QRDecomposition.getR()
Returns the matrix R of the decomposition.
|
RealMatrix |
RealMatrix.getRowMatrix(int row)
Returns the entries in row number
row
as a row matrix. |
RealMatrix |
AbstractRealMatrix.getRowMatrix(int row)
Returns the entries in row number
row
as a row matrix. |
RealMatrix |
SingularValueDecompositionImpl.getS()
Returns the diagonal matrix Σ of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getS()
Returns the diagonal matrix Σ of the decomposition.
|
RealMatrix |
RealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
AbstractRealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix.
|
RealMatrix |
RealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
AbstractRealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix.
|
RealMatrix |
SingularValueDecompositionImpl.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
LUDecompositionImpl.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
LUDecomposition.getU()
Returns the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecompositionImpl.getUT()
Returns the transpose of the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getUT()
Returns the transpose of the matrix U of the decomposition.
|
RealMatrix |
SingularValueDecompositionImpl.getV()
Returns the matrix V of the decomposition.
|
RealMatrix |
SingularValueDecomposition.getV()
Returns the matrix V of the decomposition.
|
RealMatrix |
EigenDecomposition.getV()
Returns the matrix V of the decomposition.
|
RealMatrix |
EigenDecompositionImpl.getV()
Returns the matrix V of the decomposition.
|
RealMatrix |
SingularValueDecompositionImpl.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 |
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 |
RealMatrix.inverse()
Deprecated.
as of release 2.0, replaced by
|
RealMatrix |
AbstractRealMatrix.inverse()
Deprecated.
|
RealMatrix |
RealMatrix.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 |
RealMatrixImpl.multiply(RealMatrix m)
Deprecated.
Returns the result of postmultiplying this by m.
|
RealMatrix |
Array2DRowRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m.
|
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m.
|
RealMatrix |
ArrayRealVector.outerProduct(ArrayRealVector v)
Compute the outer product.
|
RealMatrix |
AbstractRealVector.outerProduct(double[] v)
Compute the outer product.
|
RealMatrix |
ArrayRealVector.outerProduct(double[] v)
Compute the outer product.
|
RealMatrix |
OpenMapRealVector.outerProduct(double[] v)
Compute the outer product.
|
RealMatrix |
RealVector.outerProduct(double[] v)
Compute the outer product.
|
RealMatrix |
AbstractRealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
ArrayRealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
RealVector.outerProduct(RealVector v)
Compute the outer product.
|
RealMatrix |
RealMatrix.preMultiply(RealMatrix m)
Returns the result premultiplying this by
m . |
RealMatrix |
AbstractRealMatrix.preMultiply(RealMatrix m)
Returns the result premultiplying this by
m . |
RealMatrix |
RealMatrix.scalarAdd(double d)
Returns the result of adding d to each entry of this.
|
RealMatrix |
AbstractRealMatrix.scalarAdd(double d)
Returns the result of adding d to each entry of this.
|
RealMatrix |
RealMatrix.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 |
AbstractRealMatrix.scalarMultiply(double d)
Returns the result multiplying each entry of this by d.
|
RealMatrix |
RealMatrix.solve(RealMatrix b)
Deprecated.
as of release 2.0, replaced by
DecompositionSolver.solve(RealMatrix) |
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.
|
RealMatrix |
AbstractRealMatrix.solve(RealMatrix b)
Deprecated.
|
RealMatrix |
RealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
RealMatrix |
RealMatrixImpl.subtract(RealMatrix m)
Deprecated.
Compute this minus m.
|
RealMatrix |
Array2DRowRealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
RealMatrix |
AbstractRealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
RealMatrix |
RealMatrix.transpose()
Returns the transpose of this matrix.
|
RealMatrix |
AbstractRealMatrix.transpose()
Returns the transpose of this matrix.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
RealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
OpenMapRealMatrix |
OpenMapRealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
RealMatrix |
RealMatrixImpl.add(RealMatrix m)
Deprecated.
Compute the sum of this and m.
|
BlockRealMatrix |
BlockRealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
RealMatrix |
Array2DRowRealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
RealMatrix |
AbstractRealMatrix.add(RealMatrix m)
Compute the sum of this and m.
|
RealMatrix |
RealMatrix.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 |
RealMatrixImpl.multiply(RealMatrix m)
Deprecated.
Returns the result of postmultiplying this by m.
|
BlockRealMatrix |
BlockRealMatrix.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 |
AbstractRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m.
|
RealMatrix |
RealMatrix.preMultiply(RealMatrix m)
Returns the result premultiplying this by
m . |
RealMatrix |
AbstractRealMatrix.preMultiply(RealMatrix m)
Returns the result premultiplying this by
m . |
static void |
MatrixUtils.serializeRealMatrix(RealMatrix matrix,
ObjectOutputStream oos)
Serialize a
RealMatrix . |
void |
RealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the entries in column number
column
as a column matrix. |
void |
BlockRealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the entries in column number
column
as a column matrix. |
void |
AbstractRealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the entries in column number
column
as a column matrix. |
void |
RealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the entries in row number
row
as a row matrix. |
void |
BlockRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the entries in row number
row
as a row matrix. |
void |
AbstractRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the entries in row number
row
as a row matrix. |
RealMatrix |
RealMatrix.solve(RealMatrix b)
Deprecated.
as of release 2.0, replaced by
DecompositionSolver.solve(RealMatrix) |
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.
|
RealMatrix |
AbstractRealMatrix.solve(RealMatrix b)
Deprecated.
|
RealMatrix |
RealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
OpenMapRealMatrix |
OpenMapRealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
RealMatrix |
RealMatrixImpl.subtract(RealMatrix m)
Deprecated.
Compute this minus m.
|
BlockRealMatrix |
BlockRealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
RealMatrix |
Array2DRowRealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
RealMatrix |
AbstractRealMatrix.subtract(RealMatrix m)
Compute this minus m.
|
Constructor and 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.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
MultistepIntegrator.NordsieckTransformer.initializeHighOrderDerivatives(double[] first,
double[][] multistep)
Initialize the high order scaled derivatives at step start.
|
Constructor and Description |
---|
LeastSquaresConverter(MultivariateVectorialFunction function,
double[] observations,
RealMatrix scale)
Build a simple converter for correlated residuals with the specific weights.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
CorrelatedRandomVectorGenerator.getRootMatrix()
Get the root of the covariance matrix.
|
Constructor and Description |
---|
CorrelatedRandomVectorGenerator(double[] mean,
RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Simple constructor.
|
CorrelatedRandomVectorGenerator(RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Simple constructor.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(double[][] data)
Computes the correlation matrix for the columns of the
input rectangular array.
|
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(double[][] matrix)
Computes the Spearman's rank 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(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 matrix
|
RealMatrix |
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 with getCorrelationMatrix.getEntry(i,j) |
RealMatrix |
Covariance.getCovarianceMatrix()
Returns the covariance matrix
|
Modifier and Type | Method and 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.
|
Constructor and 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.
|
Modifier and Type | Method and 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.
|
Modifier and Type | Method and Description |
---|---|
RealMatrix |
VectorialCovariance.getResult()
Get the covariance matrix.
|
Modifier and Type | Field and Description |
---|---|
protected RealMatrix |
AbstractMultipleLinearRegression.X
X sample data.
|
Modifier and Type | Method and Description |
---|---|
protected abstract RealMatrix |
AbstractMultipleLinearRegression.calculateBetaVariance()
Calculates the beta variance of multiple linear regression in matrix
notation.
|
protected RealMatrix |
OLSMultipleLinearRegression.calculateBetaVariance()
Calculates the variance-covariance matrix of the regression parameters.
|
protected RealMatrix |
GLSMultipleLinearRegression.calculateBetaVariance()
Calculates the variance on the beta.
|
RealMatrix |
OLSMultipleLinearRegression.calculateHat()
Compute the "hat" matrix.
|
protected RealMatrix |
GLSMultipleLinearRegression.getOmegaInverse()
Get the inverse of the covariance.
|
Copyright © 2003–2018. All rights reserved.