OGMatrixAlgebra (OpenGamma Strata Math API)

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

```
public class OGMatrixAlgebra
extends MatrixAlgebra
```
A minimal implementation of matrix algebra.
This includes only some of the multiplications. For more advanced operations, such as calculating the inverse, use CommonsMatrixAlgebra.

Constructor Summary

Constructors
Constructor and Description

OGMatrixAlgebra()

Constructors
Constructor and Description
`OGMatrixAlgebra()`

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 matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.
`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
  - OGMatrixAlgebra
```
public OGMatrixAlgebra()
```
- Method Detail
  - getCondition
```
public double getCondition(Matrix m)
```
    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
    
    Throws:
    
    UnsupportedOperationException - always
  - getDeterminant
```
public double getDeterminant(Matrix m)
```
    Returns the determinant of the matrix.
    
    Specified by:
    
    getDeterminant in class MatrixAlgebra
    
    Parameters:
    
    m - A matrix, not null
    
    Returns:
    
    The determinant of the matrix
    
    Throws:
    
    UnsupportedOperationException - always
  - getInnerProduct
```
public double getInnerProduct(Matrix m1,
                              Matrix m2)
```
    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)
```
    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
    
    Throws:
    
    UnsupportedOperationException - always
  - getNorm1
```
public double getNorm1(Matrix m)
```
    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
    
    Throws:
    
    UnsupportedOperationException - always
  - getNorm2
```
public double getNorm2(Matrix m)
```
    For a vector, returns $L_2$ norm (also known as the Euclidean norm).
    For a matrix, returns the spectral norm This is only implemented for DoubleArray.
    
    Specified by:
    
    getNorm2 in class MatrixAlgebra
    
    Parameters:
    
    m - A vector or matrix, not null
    
    Returns:
    
    the norm
    
    Throws:
    
    IllegalArgumentException - If the matrix is not a DoubleArray
  - getNormInfinity
```
public double getNormInfinity(Matrix m)
```
    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
    
    Throws:
    
    UnsupportedOperationException - always
  - getOuterProduct
```
public DoubleMatrix getOuterProduct(Matrix m1,
                                    Matrix m2)
```
    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)
```
    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
    
    Throws:
    
    UnsupportedOperationException - always
  - getTrace
```
public double getTrace(Matrix m)
```
    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)
```
    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 $\mathbf{C} = \mathbf{A}b$
    - m1 = 1-D matrix, m2 = 2-D matrix, returns $\mathbf{C} = a^T\mathbf{B}$
    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.
  - getPower
```
public DoubleMatrix getPower(Matrix m,
                             double p)
```
    Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.
    
    Specified by:
    
    getPower in class MatrixAlgebra
    
    Parameters:
    
    m - A square matrix, not null
    
    p - The power
    
    Returns:
    
    The result
    
    Throws:
    
    UnsupportedOperationException - always

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

Class OGMatrixAlgebra

Constructor Summary

Method Summary

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

Methods inherited from class java.lang.Object

Constructor Detail

OGMatrixAlgebra

Method Detail

getCondition

getDeterminant

getInnerProduct

getInverse

getNorm1

getNorm2

getNormInfinity

getOuterProduct

getPower

getTrace

getTranspose

multiply

getPower