Package org.apache.commons.math3.linear

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

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     * @return the square-root of the weight matrix.
     */
    private RealMatrix squareRoot(RealMatrix m) {
        if (m instanceof DiagonalMatrix) {
            final int dim = m.getRowDimension();
            final RealMatrix sqrtM = new DiagonalMatrix(dim);
            for (int i = 0; i < dim; i++) {
                sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
            }
            return sqrtM;
        } else {
            final EigenDecomposition dec = new EigenDecomposition(m);
            return dec.getSquareRoot();
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     * Creates a diagonal weight matrix.
     *
     * @param weight List of the values of the diagonal.
     */
    public Weight(double[] weight) {
        weightMatrix = new DiagonalMatrix(weight);
    }
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     * Creates a diagonal weight matrix.
     *
     * @param weight List of the values of the diagonal.
     */
    public Weight(double[] weight) {
        weightMatrix = new DiagonalMatrix(weight);
    }
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            for (int i = 0; i < dim; i++) {
                sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
            }
            return sqrtM;
        } else {
            final EigenDecomposition dec = new EigenDecomposition(m);
            return dec.getSquareRoot();
        }
    }
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        // if no control matrix is available, the row and column dimension will be 0
        if (controlMatrix != null &&
            controlMatrix.getRowDimension() > 0 &&
            controlMatrix.getColumnDimension() > 0 &&
            controlMatrix.getRowDimension() != transitionMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(controlMatrix.getRowDimension(),
                                                       controlMatrix.getColumnDimension(),
                                                       transitionMatrix.getRowDimension(),
                                                       controlMatrix.getColumnDimension());
        }

        // Q must be equal to A
        MatrixUtils.checkAdditionCompatible(transitionMatrix, processNoise);

        // column dimension of H must be equal to row dimension of A
        if (measurementMatrix.getColumnDimension() != transitionMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(measurementMatrix.getRowDimension(),
                                                       measurementMatrix.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(),
                                                       transitionMatrix.getRowDimension());
        }

        // row dimension of R must be equal to row dimension of H
        if (measNoise.getRowDimension() != measurementMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(measNoise.getRowDimension(),
                                                       measNoise.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(),
                                                       measNoise.getColumnDimension());
        }
    }
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        if (controlMatrix != null &&
            controlMatrix.getRowDimension() > 0 &&
            controlMatrix.getColumnDimension() > 0 &&
            (controlMatrix.getRowDimension() != transitionMatrix.getRowDimension() ||
             controlMatrix.getColumnDimension() != 1)) {
            throw new MatrixDimensionMismatchException(controlMatrix.getRowDimension(),
                                                       controlMatrix.getColumnDimension(),
                                                       transitionMatrix.getRowDimension(), 1);
        }

        // Q must be equal to A
        MatrixUtils.checkAdditionCompatible(transitionMatrix, processNoise);

        // column dimension of H must be equal to row dimension of A
        if (measurementMatrix.getColumnDimension() != transitionMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(measurementMatrix.getRowDimension(),
                                                       measurementMatrix.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(),
                                                       transitionMatrix.getRowDimension());
        }

        // row dimension of R must be equal to row dimension of H
        if (measNoise.getRowDimension() != measurementMatrix.getRowDimension() ||
            measNoise.getColumnDimension() != 1) {
            throw new MatrixDimensionMismatchException(measNoise.getRowDimension(),
                                                       measNoise.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(), 1);
        }
    }
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        // if no control matrix is available, the row and column dimension will be 0
        if (controlMatrix != null &&
            controlMatrix.getRowDimension() > 0 &&
            controlMatrix.getColumnDimension() > 0 &&
            controlMatrix.getRowDimension() != transitionMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(controlMatrix.getRowDimension(),
                                                       controlMatrix.getColumnDimension(),
                                                       transitionMatrix.getRowDimension(),
                                                       controlMatrix.getColumnDimension());
        }

        // Q must be equal to A
        MatrixUtils.checkAdditionCompatible(transitionMatrix, processNoise);

        // column dimension of H must be equal to row dimension of A
        if (measurementMatrix.getColumnDimension() != transitionMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(measurementMatrix.getRowDimension(),
                                                       measurementMatrix.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(),
                                                       transitionMatrix.getRowDimension());
        }

        // row dimension of R must be equal to row dimension of H
        if (measNoise.getRowDimension() != measurementMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(measNoise.getRowDimension(),
                                                       measNoise.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(),
                                                       measNoise.getColumnDimension());
        }
    }
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        if (controlMatrix != null &&
            controlMatrix.getRowDimension() > 0 &&
            controlMatrix.getColumnDimension() > 0 &&
            (controlMatrix.getRowDimension() != transitionMatrix.getRowDimension() ||
             controlMatrix.getColumnDimension() != 1)) {
            throw new MatrixDimensionMismatchException(controlMatrix.getRowDimension(),
                                                       controlMatrix.getColumnDimension(),
                                                       transitionMatrix.getRowDimension(), 1);
        }

        // Q must be equal to A
        MatrixUtils.checkAdditionCompatible(transitionMatrix, processNoise);

        // column dimension of H must be equal to row dimension of A
        if (measurementMatrix.getColumnDimension() != transitionMatrix.getRowDimension()) {
            throw new MatrixDimensionMismatchException(measurementMatrix.getRowDimension(),
                                                       measurementMatrix.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(),
                                                       transitionMatrix.getRowDimension());
        }

        // row dimension of R must be equal to row dimension of H
        if (measNoise.getRowDimension() != measurementMatrix.getRowDimension() ||
            measNoise.getColumnDimension() != 1) {
            throw new MatrixDimensionMismatchException(measNoise.getRowDimension(),
                                                       measNoise.getColumnDimension(),
                                                       measurementMatrix.getRowDimension(), 1);
        }
    }
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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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