Package org.apache.commons.math3.linear

Examples of org.apache.commons.math3.linear.LUDecomposition

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            try {
                // solve the linearized least squares problem
                RealMatrix mA = new BlockRealMatrix(a);
                DecompositionSolver solver = useLU ?
                        new LUDecomposition(mA).getSolver() :
                        new QRDecomposition(mA).getSolver();
                final double[] dX = solver.solve(new ArrayRealVector(b, false)).toArray();
                // update the estimated parameters
                for (int i = 0; i < nC; ++i) {
                    currentPoint[i] += dX[i];
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     */
    @Override
    protected RealMatrix calculateBetaVariance() {
        int p = getX().getColumnDimension();
        RealMatrix Raug = qr.getR().getSubMatrix(0, p - 1 , 0, p - 1);
        RealMatrix Rinv = new LUDecomposition(Raug).getSolver().getInverse();
        return Rinv.multiply(Rinv.transpose());
    }
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     * <p>The inverse of the covariance matrix is lazily evaluated and cached.</p>
     * @return inverse of the covariance
     */
    protected RealMatrix getOmegaInverse() {
        if (OmegaInverse == null) {
            OmegaInverse = new LUDecomposition(Omega).getSolver().getInverse();
        }
        return OmegaInverse;
    }
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    @Override
    protected RealVector calculateBeta() {
        RealMatrix OI = getOmegaInverse();
        RealMatrix XT = getX().transpose();
        RealMatrix XTOIX = XT.multiply(OI).multiply(getX());
        RealMatrix inverse = new LUDecomposition(XTOIX).getSolver().getInverse();
        return inverse.multiply(XT).multiply(OI).operate(getY());
    }
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     */
    @Override
    protected RealMatrix calculateBetaVariance() {
        RealMatrix OI = getOmegaInverse();
        RealMatrix XTOIX = getX().transpose().multiply(OI).multiply(getX());
        return new LUDecomposition(XTOIX).getSolver().getInverse();
    }
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                this.As[c][i] = new float[len][len];
                this.Bs[c][i] = new float[len];

                for (int j = 0; j < len; ++j) {
                    coef = new Array2DRowRealMatrix(regLs[c][i][j], false);
                    solver = new LUDecomposition(coef).getSolver();
                    vect = new ArrayRealVector(regRs[c][i][j], false);
                    ABloc = solver.solve(vect);

                    for (int k = 0; k < len; ++k) {
                        this.As[c][i][j][k] = (float) ABloc.getEntry(k);
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     * @throws NonSquareMatrixException if the argument is not
     * a square matrix.
     */
    public Weight(RealMatrix weight) {
        if (weight.getColumnDimension() != weight.getRowDimension()) {
            throw new NonSquareMatrixException(weight.getColumnDimension(),
                                               weight.getRowDimension());
        }

        weightMatrix = weight.copy();
    }
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     * @throws NonSquareMatrixException if the argument is not
     * a square matrix.
     */
    public Weight(RealMatrix weight) {
        if (weight.getColumnDimension() != weight.getRowDimension()) {
            throw new NonSquareMatrixException(weight.getColumnDimension(),
                                               weight.getRowDimension());
        }

        weightMatrix = weight.copy();
    }
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        // Compute transpose(J)J.
        final RealMatrix jTj = j.transpose().multiply(j);

        // Compute the covariances matrix.
        final DecompositionSolver solver
            = new QRDecomposition(jTj, threshold).getSolver();
        return solver.getInverse().getData();
    }
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        SiteWithPolynomial nearSite = nearestSites.get(row);
        DefaultPolynomial.populateMatrix(matrix, row, nearSite.pos.x, nearSite.pos.z);
        vector.setEntry(row, nearSite.pos.y);
      }
     
      QRDecomposition qr = new QRDecomposition(matrix);
      RealVector solution = qr.getSolver().solve(vector);
       
      double[] coeffs = solution.toArray();
     
      for (double coeff : coeffs) {
        if (coeff > 10e3) {
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Related Classes of org.apache.commons.math3.linear.LUDecomposition

  • org.apache.commons.math3.analysis.differentiation.DerivativeStructure
  • org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction
  • org.apache.commons.math3.analysis.function.HarmonicOscillator
  • org.apache.commons.math3.analysis.function.Sin
  • org.apache.commons.math3.analysis.function.Sinc
  • org.apache.commons.math3.analysis.MultivariateFunction
  • org.apache.commons.math3.analysis.QuinticFunction
  • org.apache.commons.math3.analysis.solvers.BrentSolver
  • org.apache.commons.math3.analysis.UnivariateFunction
  • org.apache.commons.math3.complex.Complex
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