smile.math.matrix

Class SymmMatrix

java.lang.Object

smile.math.matrix.IMatrix<double[]>

smile.math.matrix.DMatrix

smile.math.matrix.SymmMatrix

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable

public class SymmMatrix
extends DMatrix

They symmetric matrix in packed storage.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	SymmMatrix.BunchKaufman The LU decomposition.
static class	SymmMatrix.Cholesky The Cholesky decomposition of a symmetric, positive-definite matrix.

Constructor Summary

Constructors

Constructor and Description
SymmMatrix(UPLO uplo, double[][] AP) Constructor.
SymmMatrix(UPLO uplo, int n) Constructor.

Method Summary

Modifier and Type	Method and Description
SymmMatrix.BunchKaufman	bk() Bunch-Kaufman decomposition.
SymmMatrix.Cholesky	cholesky() Cholesky decomposition for symmetric and positive definite matrix.
SymmMatrix	clone()
boolean	equals(java.lang.Object o)
boolean	equals(SymmMatrix o, double eps) Returns if two matrices equals given an error margin.
double	get(int i, int j) Returns A[i, j].
Layout	layout() Returns the matrix layout.
void	mv(double[] work, int inputOffset, int outputOffset) Matrix-vector multiplication A * x.
void	mv(Transpose trans, double alpha, double[] x, double beta, double[] y) Matrix-vector multiplication.
int	ncols() Returns the number of columns.
int	nrows() Returns the number of rows.
SymmMatrix	set(int i, int j, double x) Sets A[i, j] = x.
long	size() Returns the number of stored matrix elements.
void	tv(double[] work, int inputOffset, int outputOffset) Matrix-vector multiplication A' * x.
UPLO	uplo() Gets the format of packed matrix.

Methods inherited from class smile.math.matrix.DMatrix

apply, diag, market, mv, mv, mv, trace, tv, tv, tv, update

Methods inherited from class smile.math.matrix.IMatrix

colName, colNames, colNames, rowName, rowNames, rowNames, toString, toString, toString

Methods inherited from class java.lang.Object

finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

SymmMatrix

public SymmMatrix(UPLO uplo,
                  int n)

Constructor.

Parameters:

uplo - the symmetric matrix stores the upper or lower triangle.

n - the dimension of matrix.

SymmMatrix

public SymmMatrix(UPLO uplo,
                  double[][] AP)

Constructor.

Parameters:

uplo - the symmetric matrix stores the upper or lower triangle.

AP - the symmetric matrix.

Method Detail

clone

public SymmMatrix clone()

Overrides:

clone in class java.lang.Object

nrows

public int nrows()

Description copied from class: IMatrix

Returns the number of rows.

Specified by:

nrows in class IMatrix<double[]>

ncols

public int ncols()

Description copied from class: IMatrix

Returns the number of columns.

Specified by:

ncols in class IMatrix<double[]>

size

public long size()

Description copied from class: IMatrix

Returns the number of stored matrix elements. For conventional matrix, it is simplify nrows * ncols. But it is usually much less for band, packed or sparse matrix.

Specified by:

size in class IMatrix<double[]>

layout

public Layout layout()

Returns the matrix layout.

uplo

public UPLO uplo()

Gets the format of packed matrix.

equals

public boolean equals(java.lang.Object o)

Overrides:

equals in class java.lang.Object

equals

public boolean equals(SymmMatrix o,
                      double eps)

Returns if two matrices equals given an error margin.

Parameters:

o - the other matrix.

eps - the error margin.

get

public double get(int i,
                  int j)

Description copied from class: DMatrix

Returns A[i, j].

Specified by:

get in class DMatrix

set

public SymmMatrix set(int i,
                      int j,
                      double x)

Description copied from class: DMatrix

Sets A[i, j] = x.

Specified by:

set in class DMatrix

mv

public void mv(Transpose trans,
               double alpha,
               double[] x,
               double beta,
               double[] y)

Description copied from class: DMatrix

Matrix-vector multiplication.

     y = alpha * op(A) * x + beta * y
 

where op is the transpose operation.

Specified by:

mv in class DMatrix

mv

public void mv(double[] work,
               int inputOffset,
               int outputOffset)

Description copied from class: IMatrix

Matrix-vector multiplication A * x.

Specified by:

mv in class IMatrix<double[]>

Parameters:

work - the workspace for both input and output vector.

inputOffset - the offset of input vector in workspace.

outputOffset - the offset of output vector in workspace.

tv

public void tv(double[] work,
               int inputOffset,
               int outputOffset)

Description copied from class: IMatrix

Matrix-vector multiplication A' * x.

Specified by:

tv in class IMatrix<double[]>

Parameters:

work - the workspace for both input and output vector.

inputOffset - the offset of input vector in workspace.

outputOffset - the offset of output vector in workspace.

bk

public SymmMatrix.BunchKaufman bk()

Bunch-Kaufman decomposition.

cholesky

public SymmMatrix.Cholesky cholesky()

Cholesky decomposition for symmetric and positive definite matrix.

Throws:

java.lang.ArithmeticException - if the matrix is not positive definite.