| Package | Description |
|---|---|
| smile.math |
Basic mathematical functions, complex, differentiable function interfaces,
random number generators, unconstrained optimization, and raw data type
(int and double) array lists, etc.
|
| smile.math.matrix |
Matrix interface, dense and sparse (band or irregular) matrix encapsulation
classes, LU, QR, Cholesky, SVD and eigen decompositions, etc.
|
| Modifier and Type | Method and Description |
|---|---|
static double |
Math.eigen(IMatrix A,
double[] v)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double |
Math.eigen(IMatrix A,
double[] v,
double tol)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double |
Math.solve(IMatrix A,
double[] b,
double[] x)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
double[] b,
double[] x,
double tol)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
double[] b,
double[] x,
double tol,
int itol)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
double[] b,
double[] x,
double tol,
int itol,
int maxIter)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
IMatrix Ap,
double[] b,
double[] x)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
IMatrix Ap,
double[] b,
double[] x,
double tol)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
IMatrix Ap,
double[] b,
double[] x,
double tol,
int itol)
Solves A * x = b by iterative biconjugate gradient method.
|
static double |
Math.solve(IMatrix A,
IMatrix Ap,
double[] b,
double[] x,
double tol,
int itol,
int maxIter)
Solves A * x = b by iterative biconjugate gradient method.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BandMatrix
A band matrix is a sparse matrix, whose non-zero entries are confined to
a diagonal band, comprising the main diagonal and zero or more diagonals
on either side.
|
class |
Matrix
A matrix is a rectangular array of numbers.
|
class |
SparseMatrix
A sparse matrix is a matrix populated primarily with zeros.
|
| Modifier and Type | Method and Description |
|---|---|
IMatrix |
IMatrix.set(int i,
int j,
double x)
Set the entry value at row i and column j.
|
| Modifier and Type | Method and Description |
|---|---|
static SingularValueDecomposition |
SingularValueDecomposition.decompose(IMatrix A,
int k)
Find k largest approximate singular triples of a matrix by the
Lanczos algorithm.
|
static EigenValueDecomposition |
EigenValueDecomposition.decompose(IMatrix A,
int k)
Find k largest approximate eigen pairs of a symmetric matrix by the
Lanczos algorithm.
|
static SingularValueDecomposition |
SingularValueDecomposition.decompose(IMatrix A,
int k,
double kappa)
Find k largest approximate singular triples of a matrix by the
Lanczos algorithm.
|
static EigenValueDecomposition |
EigenValueDecomposition.decompose(IMatrix A,
int k,
double kappa)
Find k largest approximate eigen pairs of a symmetric matrix by the
Lanczos algorithm.
|
static double |
EigenValueDecomposition.eigen(IMatrix A,
double[] v)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double |
EigenValueDecomposition.eigen(IMatrix A,
double[] v,
double tol)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double |
EigenValueDecomposition.eigen(IMatrix A,
double[] v,
double p,
double tol)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double |
EigenValueDecomposition.eigen(IMatrix A,
double[] v,
double p,
double tol,
int maxIter)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double |
EigenValueDecomposition.eigen(IMatrix A,
double[] v,
double tol,
int maxIter)
Returns the largest eigen pair of matrix with the power iteration
under the assumptions A has an eigenvalue that is strictly greater
in magnitude than its other eigenvalues and the starting
vector has a nonzero component in the direction of an eigenvector
associated with the dominant eigenvalue.
|
static double[] |
EigenValueDecomposition.pagerank(IMatrix A)
Calculate the page rank vector.
|
static double[] |
EigenValueDecomposition.pagerank(IMatrix A,
double[] v)
Calculate the page rank vector.
|
static double[] |
EigenValueDecomposition.pagerank(IMatrix A,
double[] v,
double damping,
double tol,
int maxIter)
Calculate the page rank vector.
|
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