Examples of RealMatrix


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

            for (int j = 0; j < k; j++) {
                newCovMats[j] = new Array2DRowRealMatrix(numCols, numCols);
            }
            for (int i = 0; i < n; i++) {
                for (int j = 0; j < k; j++) {
                    final RealMatrix vec
                        = new Array2DRowRealMatrix(MathArrays.ebeSubtract(data[i], newMeans[j]));
                    final RealMatrix dataCov
                        = vec.multiply(vec.transpose()).scalarMultiply(gamma[i][j]);
                    newCovMats[j] = newCovMats[j].add(dataCov);
                }
            }
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Examples of org.apache.commons.math3.linear.RealMatrix

    }

    /** {@inheritDoc} */
    public RealMatrix getCovariances(double threshold) {
        // Set up the Jacobian.
        final RealMatrix j = this.getJacobian();

        // 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();
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Examples of org.apache.commons.math3.linear.RealMatrix

        return solver.getInverse();
    }

    /** {@inheritDoc} */
    public RealVector getSigma(double covarianceSingularityThreshold) {
        final RealMatrix cov = this.getCovariances(covarianceSingularityThreshold);
        final int nC = cov.getColumnDimension();
        final RealVector sig = new ArrayRealVector(nC);
        for (int i = 0; i < nC; ++i) {
            sig.setEntry(i, FastMath.sqrt(cov.getEntry(i,i)));
        }
        return sig;
    }
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Examples of org.apache.commons.math3.linear.RealMatrix

     * columns representing variable values.
     *
     * @param covariance Covariance instance
     */
    public PearsonsCorrelation(Covariance covariance) {
        RealMatrix covarianceMatrix = covariance.getCovarianceMatrix();
        if (covarianceMatrix == null) {
            throw new NullArgumentException(LocalizedFormats.COVARIANCE_MATRIX);
        }
        nObs = covariance.getN();
        correlationMatrix = covarianceToCorrelation(covarianceMatrix);
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Examples of org.apache.commons.math3.linear.RealMatrix

     * @see #correlation(double[], double[])
     */
    public RealMatrix computeCorrelationMatrix(RealMatrix matrix) {
        checkSufficientData(matrix);
        int nVars = matrix.getColumnDimension();
        RealMatrix outMatrix = new BlockRealMatrix(nVars, nVars);
        for (int i = 0; i < nVars; i++) {
            for (int j = 0; j < i; j++) {
              double corr = correlation(matrix.getColumn(i), matrix.getColumn(j));
              outMatrix.setEntry(i, j, corr);
              outMatrix.setEntry(j, i, corr);
            }
            outMatrix.setEntry(i, i, 1d);
        }
        return outMatrix;
    }
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Examples of org.apache.commons.math3.linear.RealMatrix

            Evaluation previous = current;
            // Value of the objective function at "currentPoint".
            evaluationCounter.incrementCount();
            current = lsp.evaluate(currentPoint);
            final RealVector currentResiduals = current.getResiduals();
            final RealMatrix weightedJacobian = current.getJacobian();
            currentPoint = current.getPoint();

            // Check convergence.
            if (previous != null) {
                if (checker.converged(iterationCounter.getCount(), previous, current)) {
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Examples of org.apache.commons.math3.linear.RealMatrix

                                                                    final RealVector residuals) {
        //since the normal matrix is symmetric, we only need to compute half of it.
        final int nR = jacobian.getRowDimension();
        final int nC = jacobian.getColumnDimension();
        //allocate space for return values
        final RealMatrix normal = MatrixUtils.createRealMatrix(nC, nC);
        final RealVector jTr = new ArrayRealVector(nC);
        //for each measurement
        for (int i = 0; i < nR; ++i) {
            //compute JTr for measurement i
            for (int j = 0; j < nC; j++) {
                jTr.setEntry(j, jTr.getEntry(j) +
                        residuals.getEntry(i) * jacobian.getEntry(i, j));
            }

            // add the the contribution to the normal matrix for measurement i
            for (int k = 0; k < nC; ++k) {
                //only compute the upper triangular part
                for (int l = k; l < nC; ++l) {
                    normal.setEntry(k, l, normal.getEntry(k, l) +
                            jacobian.getEntry(i, k) * jacobian.getEntry(i, l));
                }
            }
        }
        //copy the upper triangular part to the lower triangular part.
        for (int i = 0; i < nC; i++) {
            for (int j = 0; j < i; j++) {
                normal.setEntry(i, j, normal.getEntry(j, i));
            }
        }
        return new Pair<RealMatrix, RealVector>(normal, jTr);
    }
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Examples of org.apache.commons.math3.linear.RealMatrix

     * @param covarianceMatrix the covariance matrix
     * @return correlation matrix
     */
    public RealMatrix covarianceToCorrelation(RealMatrix covarianceMatrix) {
        int nVars = covarianceMatrix.getColumnDimension();
        RealMatrix outMatrix = new BlockRealMatrix(nVars, nVars);
        for (int i = 0; i < nVars; i++) {
            double sigma = FastMath.sqrt(covarianceMatrix.getEntry(i, i));
            outMatrix.setEntry(i, i, 1d);
            for (int j = 0; j < i; j++) {
                double entry = covarianceMatrix.getEntry(i, j) /
                       (sigma * FastMath.sqrt(covarianceMatrix.getEntry(j, j)));
                outMatrix.setEntry(i, j, entry);
                outMatrix.setEntry(j, i, entry);
            }
        }
        return outMatrix;
    }
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Examples of org.apache.commons.math3.linear.RealMatrix

        if (getN() < 1) {
            Arrays.fill(stdDev, Double.NaN);
        } else if (getN() < 2) {
            Arrays.fill(stdDev, 0.0);
        } else {
            RealMatrix matrix = covarianceImpl.getResult();
            for (int i = 0; i < k; ++i) {
                stdDev[i] = FastMath.sqrt(matrix.getEntry(i, i));
            }
        }
        return stdDev;
    }
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Examples of org.apache.commons.math3.linear.RealMatrix

        /*
         * Here the rounding part comes into play: use
         * RealMatrix instead of FieldMatrix<BigFraction>
         */
        final RealMatrix H = new Array2DRowRealMatrix(m, m);

        for (int i = 0; i < m; ++i) {
            for (int j = 0; j < m; ++j) {
                H.setEntry(i, j, HBigFraction.getEntry(i, j).doubleValue());
            }
        }

        final RealMatrix Hpower = H.power(n);

        double pFrac = Hpower.getEntry(k - 1, k - 1);

        for (int i = 1; i <= n; ++i) {
            pFrac *= (double) i / (double) n;
        }

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