Package smile.math.matrix

Class SymmMatrix

java.lang.Object

smile.math.matrix.IMatrix

smile.math.matrix.SymmMatrix

All Implemented Interfaces:

Serializable, Cloneable

public class SymmMatrix
extends IMatrix

The symmetric matrix in packed storage.

See Also:

• Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SymmMatrix.BunchKaufman	The LU decomposition.
static class	SymmMatrix.Cholesky	The Cholesky decomposition of a symmetric, positive-definite matrix.

Nested classes/interfaces inherited from class smile.math.matrix.IMatrix

IMatrix.Preconditioner

Constructor Summary

Constructors

Constructor	Description
SymmMatrix(UPLO uplo, double[][] AP)	Constructor.
SymmMatrix(UPLO uplo, int n)	Constructor.

Method Summary

Modifier and Type	Method	Description
SymmMatrix.BunchKaufman	bk()	Bunch-Kaufman decomposition.
SymmMatrix.Cholesky	cholesky()	Cholesky decomposition for symmetric and positive definite matrix.
SymmMatrix	clone()
boolean	equals(Object o)
boolean	equals(SymmMatrix o, double epsilon)	Returns true if two matrices equal in given precision.
double	get(int i, int j)	Returns A[i,j].
Layout	layout()	Returns the matrix layout.
void	mv(double[] work, int inputOffset, int outputOffset)	Matrix-vector multiplication A * x.
void	mv(Transpose trans, double alpha, double[] x, double beta, double[] y)	Matrix-vector multiplication.
int	ncol()	Returns the number of columns.
int	nrow()	Returns the number of rows.
void	set(int i, int j, double x)	Sets A[i,j] = x.
long	size()	Returns the number of stored matrix elements.
void	tv(double[] work, int inputOffset, int outputOffset)	Matrix-vector multiplication A' * x.
UPLO	uplo()	Gets the format of packed matrix.

Methods inherited from class smile.math.matrix.IMatrix

apply, colName, colNames, colNames, diag, eigen, eigen, Jacobi, market, mv, mv, mv, rowName, rowNames, rowNames, solve, solve, square, toString, toString, toString, trace, tv, tv, tv, update

Methods inherited from class java.lang.Object

finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

SymmMatrix

public SymmMatrix(UPLO uplo,
 int n)

Constructor.

Parameters:

uplo - the symmetric matrix stores the upper or lower triangle.

n - the dimension of matrix.

SymmMatrix

public SymmMatrix(UPLO uplo,
 double[][] AP)

Constructor.

Parameters:

uplo - the symmetric matrix stores the upper or lower triangle.

AP - the symmetric matrix.

Method Details

clone

public SymmMatrix clone()

Overrides:

clone in class Object

nrow

public int nrow()

Description copied from class: IMatrix

Returns the number of rows.

Specified by:

nrow in class IMatrix

Returns:

the number of rows.

ncol

public int ncol()

Description copied from class: IMatrix

Returns the number of columns.

Specified by:

ncol in class IMatrix

Returns:

the number of columns.

size

public long size()

Description copied from class: IMatrix

Returns the number of stored matrix elements. For conventional matrix, it is simply nrow * ncol. But it is usually much less for band, packed or sparse matrix.

Specified by:

size in class IMatrix

Returns:

the number of stored matrix elements.

layout

public Layout layout()

Returns the matrix layout.

Returns:

the matrix layout.

uplo

public UPLO uplo()

Gets the format of packed matrix.

Returns:

the format of packed matrix.

equals

public boolean equals(Object o)

Overrides:

equals in class Object

equals

public boolean equals(SymmMatrix o,
 double epsilon)

Returns true if two matrices equal in given precision.

Parameters:

o - the other matrix.

epsilon - a number close to zero.

Returns:

true if two matrices equal in given precision.

get

public double get(int i,
 int j)

Description copied from class: IMatrix

Returns A[i,j].

Overrides:

get in class IMatrix

Parameters:

i - the row index.

j - the column index.

Returns:

the matrix cell value.

set

public void set(int i,
 int j,
 double x)

Description copied from class: IMatrix

Sets A[i,j] = x.

Overrides:

set in class IMatrix

Parameters:

i - the row index.

j - the column index.

x - the matrix cell value.

mv

public void mv(Transpose trans,
 double alpha,
 double[] x,
 double beta,
 double[] y)

Description copied from class: IMatrix

Matrix-vector multiplication.

     y = alpha * op(A) * x + beta * y
 

where op is the transpose operation.

Specified by:

mv in class IMatrix

Parameters:

trans - normal, transpose, or conjugate transpose operation on the matrix.

alpha - the scalar alpha.

x - the input vector.

beta - the scalar beta. When beta is supplied as zero, y need not be set on input.

y - the input and output vector.

mv

public void mv(double[] work,
 int inputOffset,
 int outputOffset)

Description copied from class: IMatrix

Matrix-vector multiplication A * x.

Specified by:

mv in class IMatrix

Parameters:

work - the workspace for both input and output vector.

inputOffset - the offset of input vector in workspace.

outputOffset - the offset of output vector in workspace.

tv

public void tv(double[] work,
 int inputOffset,
 int outputOffset)

Description copied from class: IMatrix

Matrix-vector multiplication A' * x.

Specified by:

tv in class IMatrix

Parameters:

work - the workspace for both input and output vector.

inputOffset - the offset of input vector in workspace.

outputOffset - the offset of output vector in workspace.

bk

public SymmMatrix.BunchKaufman bk()

Bunch-Kaufman decomposition.

Returns:

Bunch-Kaufman decomposition.

cholesky

public SymmMatrix.Cholesky cholesky()

Cholesky decomposition for symmetric and positive definite matrix.

Returns:

Cholesky decomposition.

Throws:

ArithmeticException - if the matrix is not positive definite.