CommonsMatrixAlgebra (OpenGamma Strata Math API)

java.lang.Object
- com.opengamma.strata.math.impl.matrix.MatrixAlgebra
- - com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

public class CommonsMatrixAlgebra
extends MatrixAlgebra

Provides matrix algebra by using the Commons library.

Constructor Summary

Constructors
Constructor and Description

CommonsMatrixAlgebra()

Constructors
Constructor and Description
`CommonsMatrixAlgebra()`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`getCondition(Matrix m)` Returns the condition number of the matrix.
`double`	`getDeterminant(Matrix m)` Returns the determinant of the matrix.
`double`	`getInnerProduct(Matrix m1, Matrix m2)` Returns the inner (or dot) product.
`DoubleMatrix`	`getInverse(Matrix m)` Returns the inverse (or pseudo-inverse) of the matrix.
`double`	`getNorm1(Matrix m)` For a vector, returns the $L_1$ norm (also known as the Taxicab norm or Manhattan norm), i.e.
`double`	`getNorm2(Matrix m)` For a vector, returns $L_2$ norm (also known as the Euclidean norm).
`double`	`getNormInfinity(Matrix m)` For a vector, returns the $L_\infty$ norm.
`DoubleMatrix`	`getOuterProduct(Matrix m1, Matrix m2)` Returns the outer product.
`DoubleMatrix`	`getPower(Matrix m, double p)` Returns a real matrix raised to some real power Currently this method is limited to symmetric matrices only as Commons Math does not support the diagonalization of asymmetric matrices.
`DoubleMatrix`	`getPower(Matrix m, int p)` Returns a matrix raised to an integer power, e.g.
`double`	`getTrace(Matrix m)` Returns the trace (i.e.
`DoubleMatrix`	`getTranspose(Matrix m)` Returns the transpose of a matrix.
`Matrix`	`multiply(Matrix m1, Matrix m2)` Multiplies two matrices.

Methods inherited from class com.opengamma.strata.math.impl.matrix.MatrixAlgebra
add, divide, kroneckerProduct, matrixTransposeMultiplyMatrix, scale, subtract

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - CommonsMatrixAlgebra
```
public CommonsMatrixAlgebra()
```
- Method Detail
  - getCondition
```
public double getCondition(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    Returns the condition number of the matrix.
    
    Specified by:
    
    getCondition in class MatrixAlgebra
    
    Parameters:
    
    m - A matrix, not null
    
    Returns:
    
    The condition number of the matrix
  - getDeterminant
```
public double getDeterminant(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    Returns the determinant of the matrix.
    
    Specified by:
    
    getDeterminant in class MatrixAlgebra
    
    Parameters:
    
    m - A matrix, not null
    
    Returns:
    
    The determinant of the matrix
  - getInnerProduct
```
public double getInnerProduct(Matrix m1,
                              Matrix m2)
```
    Description copied from class: MatrixAlgebra
    
    Returns the inner (or dot) product.
    
    Specified by:
    
    getInnerProduct in class MatrixAlgebra
    
    Parameters:
    
    m1 - A vector, not null
    
    m2 - A vector, not null
    
    Returns:
    
    The scalar dot product
  - getInverse
```
public DoubleMatrix getInverse(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    Returns the inverse (or pseudo-inverse) of the matrix.
    
    Specified by:
    
    getInverse in class MatrixAlgebra
    
    Parameters:
    
    m - A matrix, not null
    
    Returns:
    
    The inverse matrix
  - getNorm1
```
public double getNorm1(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    For a vector, returns the $L_1$ norm (also known as the Taxicab norm or Manhattan norm), i.e. $\Sigma |x_i|$.
    For a matrix, returns the maximum absolute column sum norm of the matrix.
    
    Specified by:
    
    getNorm1 in class MatrixAlgebra
    
    Parameters:
    
    m - A vector or matrix, not null
    
    Returns:
    
    The $L_1$ norm
  - getNorm2
```
public double getNorm2(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    For a vector, returns $L_2$ norm (also known as the Euclidean norm).
    For a matrix, returns the spectral norm
    
    Specified by:
    
    getNorm2 in class MatrixAlgebra
    
    Parameters:
    
    m - A vector or matrix, not null
    
    Returns:
    
    the norm
  - getNormInfinity
```
public double getNormInfinity(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    For a vector, returns the $L_\infty$ norm. $L_\infty$ norm is the maximum of the absolute values of the elements.
    For a matrix, returns the maximum absolute row sum norm
    
    Specified by:
    
    getNormInfinity in class MatrixAlgebra
    
    Parameters:
    
    m - a vector or a matrix, not null
    
    Returns:
    
    the norm
  - getOuterProduct
```
public DoubleMatrix getOuterProduct(Matrix m1,
                                    Matrix m2)
```
    Description copied from class: MatrixAlgebra
    
    Returns the outer product.
    
    Specified by:
    
    getOuterProduct in class MatrixAlgebra
    
    Parameters:
    
    m1 - A vector, not null
    
    m2 - A vector, not null
    
    Returns:
    
    The outer product
  - getPower
```
public DoubleMatrix getPower(Matrix m,
                             int p)
```
    Description copied from class: MatrixAlgebra
    
    Returns a matrix raised to an integer power, e.g. $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.
    
    Specified by:
    
    getPower in class MatrixAlgebra
    
    Parameters:
    
    m - A square matrix, not null
    
    p - An integer power
    
    Returns:
    
    The result
  - getPower
```
public DoubleMatrix getPower(Matrix m,
                             double p)
```
    Returns a real matrix raised to some real power Currently this method is limited to symmetric matrices only as Commons Math does not support the diagonalization of asymmetric matrices.
    
    Specified by:
    
    getPower in class MatrixAlgebra
    
    Parameters:
    
    m - The symmetric matrix to take the power of.
    
    p - The power to raise to matrix to
    
    Returns:
    
    The result
  - getTrace
```
public double getTrace(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    Returns the trace (i.e. sum of diagonal elements) of a matrix.
    
    Specified by:
    
    getTrace in class MatrixAlgebra
    
    Parameters:
    
    m - A matrix, not null. The matrix must be square.
    
    Returns:
    
    The trace
  - getTranspose
```
public DoubleMatrix getTranspose(Matrix m)
```
    Description copied from class: MatrixAlgebra
    
    Returns the transpose of a matrix.
    
    Specified by:
    
    getTranspose in class MatrixAlgebra
    
    Parameters:
    
    m - A matrix, not null
    
    Returns:
    
    The transpose matrix
  - multiply
```
public Matrix multiply(Matrix m1,
                       Matrix m2)
```
    Multiplies two matrices. The following combinations of input matrices m1 and m2 are allowed:
    - m1 = 2-D matrix, m2 = 2-D matrix, returns $\mathbf{C} = \mathbf{AB}$
    - m1 = 2-D matrix, m2 = 1-D matrix, returns $\mathbf{C} = \mathbf{A}b$
    Specified by:
    
    multiply in class MatrixAlgebra
    
    Parameters:
    
    m1 - The first matrix, not null.
    
    m2 - The second matrix, not null.
    
    Returns:
    
    The product of the two matrices.

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class CommonsMatrixAlgebra

Constructor Summary

Method Summary

Methods inherited from class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Methods inherited from class java.lang.Object

Constructor Detail

CommonsMatrixAlgebra

Method Detail

getCondition

getDeterminant

getInnerProduct

getInverse

getNorm1

getNorm2

getNormInfinity

getOuterProduct

getPower

getPower

getTrace

getTranspose

multiply