umontreal.iro.lecuyer.util

Class DMatrix

java.lang.Object

umontreal.iro.lecuyer.util.DMatrix

public class DMatrix
extends java.lang.Object

This class implements a few methods for matrix calculations with double numbers.

Constructor Summary

Constructors

Constructor and Description
DMatrix(DMatrix that) Copy constructor.
DMatrix(double[][] data, int r, int c) Creates a new DMatrix with r rows and c columns using the data in data.
DMatrix(int r, int c) Creates a new DMatrix with r rows and c columns.

Method Summary

Methods

Modifier and Type	Method and Description
static void	CholeskyDecompose(double[][] M, double[][] L) Given a symmetric positive-definite matrix M, performs the Cholesky decomposition of M and returns the result as a lower triangular matrix L, such that M = LLT.
static DoubleMatrix2D	CholeskyDecompose(DoubleMatrix2D M) Given a symmetric positive-definite matrix M, performs the Cholesky decomposition of M and returns the result as a lower triangular matrix L, such that M = LLT.
double	get(int row, int column) Returns the matrix element in the specified row and column.
int	numColumns() Returns the number of columns of the DMatrix.
int	numRows() Returns the number of rows of the DMatrix.
static void	PCADecompose(double[][] M, double[][] A, double[] lambda) Computes the principal components decomposition M = UΛUt by using the singular value decomposition of matrix M.
static DoubleMatrix2D	PCADecompose(DoubleMatrix2D M, double[] lambda) Computes the principal components decomposition M = UΛUt by using the singular value decomposition of matrix M.
void	set(int row, int column, double value) Sets the value of the element in the specified row and column.
java.lang.String	toString() Creates a String containing all the data of the DMatrix.
static java.lang.String	toString(double[][] M) Returns matrix M as a string.
DMatrix	transpose() Returns the transposed matrix.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

DMatrix

public DMatrix(int r,
       int c)

Creates a new DMatrix with r rows and c columns.

Parameters:

r - the number of rows

c - the number of columns

DMatrix

public DMatrix(double[][] data,
       int r,
       int c)

Creates a new DMatrix with r rows and c columns using the data in data.

Parameters:

data - the data of the new DMatrix

r - the number of rows

c - the number of columns

DMatrix

public DMatrix(DMatrix that)

Copy constructor.

Parameters:

that - the DMatrix to copy

Method Detail

CholeskyDecompose

public static void CholeskyDecompose(double[][] M,
                     double[][] L)

Given a symmetric positive-definite matrix M, performs the Cholesky decomposition of M and returns the result as a lower triangular matrix L, such that M = LL^T.

Parameters:

M - the input matrix

L - the Cholesky lower triangular matrix

CholeskyDecompose

public static DoubleMatrix2D CholeskyDecompose(DoubleMatrix2D M)

Given a symmetric positive-definite matrix M, performs the Cholesky decomposition of M and returns the result as a lower triangular matrix L, such that M = LL^T.

Parameters:

M - the input matrix

Returns:

the Cholesky lower triangular matrix

PCADecompose

public static void PCADecompose(double[][] M,
                double[][] A,
                double[] lambda)

Computes the principal components decomposition M = UΛU^t by using the singular value decomposition of matrix M. Puts the eigenvalues, which are the diagonal elements of matrix Λ, sorted by decreasing size, in vector lambda, and puts matrix A = U(Λ)^1/2 in A.

Parameters:

M - input matrix

A - matrix square root of M

lambda - the eigenvalues

PCADecompose

public static DoubleMatrix2D PCADecompose(DoubleMatrix2D M,
                          double[] lambda)

Computes the principal components decomposition M = UΛU^t by using the singular value decomposition of matrix M. Puts the eigenvalues, which are the diagonal elements of matrix Λ, sorted by decreasing size, in vector lambda. Returns matrix A = U(Λ)^1/2.

Parameters:

M - input matrix

lambda - the eigenvalues

Returns:

matrix square root of M

toString

public static java.lang.String toString(double[][] M)

Returns matrix M as a string. It is displayed in matrix form, with each row on a line.

Returns:

the content of M

toString

public java.lang.String toString()

Creates a String containing all the data of the DMatrix. The result is displayed in matrix form, with each row on a line.

Overrides:

toString in class java.lang.Object

Returns:

the content of the DMatrix

numRows

public int numRows()

Returns the number of rows of the DMatrix.

Returns:

the number of rows

numColumns

public int numColumns()

Returns the number of columns of the DMatrix.

Returns:

the number of columns

get

public double get(int row,
         int column)

Returns the matrix element in the specified row and column.

Parameters:

row - the row of the selected element

column - the column of the selected element

Returns:

the value of the element

Throws:

java.lang.IndexOutOfBoundsException - if the selected element would be outside the DMatrix

set

public void set(int row,
       int column,
       double value)

Sets the value of the element in the specified row and column.

Parameters:

row - the row of the selected element

column - the column of the selected element

value - the new value of the element

Throws:

java.lang.IndexOutOfBoundsException - if the selected element would be outside the DMatrix

transpose

public DMatrix transpose()

Returns the transposed matrix. The rows and columns are interchanged.

Returns:

the transposed matrix