Class SimpleMatrixUtils

    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static org.ejml.simple.SimpleMatrix exp​(org.ejml.simple.SimpleMatrix A)
      Computes the matrix exponential using Eigen's solver.
      static org.ejml.simple.SimpleMatrix expm​(org.ejml.simple.SimpleMatrix matrix)
      Compute the matrix exponential, e^M of the given matrix.
      static org.ejml.simple.SimpleMatrix eye​(int rows)
      The identy of a square matrix.
      static org.ejml.simple.SimpleMatrix lltDecompose​(org.ejml.simple.SimpleMatrix src)
      Decompose the given matrix using Cholesky Decomposition and return a view of the upper triangular matrix (if you want lower triangular see the other overload of this method.) If the input matrix is zeros, this will return the zero matrix.
      static org.ejml.simple.SimpleMatrix lltDecompose​(org.ejml.simple.SimpleMatrix src, boolean lowerTriangular)
      Decompose the given matrix using Cholesky Decomposition.
    • Method Detail

      • expm

        public static org.ejml.simple.SimpleMatrix expm​(org.ejml.simple.SimpleMatrix matrix)
        Compute the matrix exponential, e^M of the given matrix.
        Parameters:
        matrix - The matrix to compute the exponential of.
        Returns:
        The resultant matrix.
      • eye

        public static org.ejml.simple.SimpleMatrix eye​(int rows)
        The identy of a square matrix.
        Parameters:
        rows - the number of rows (and columns)
        Returns:
        the identiy matrix, rows x rows.
      • lltDecompose

        public static org.ejml.simple.SimpleMatrix lltDecompose​(org.ejml.simple.SimpleMatrix src)
        Decompose the given matrix using Cholesky Decomposition and return a view of the upper triangular matrix (if you want lower triangular see the other overload of this method.) If the input matrix is zeros, this will return the zero matrix.
        Parameters:
        src - The matrix to decompose.
        Returns:
        The decomposed matrix.
        Throws:
        RuntimeException - if the matrix could not be decomposed (ie. is not positive semidefinite).
      • lltDecompose

        public static org.ejml.simple.SimpleMatrix lltDecompose​(org.ejml.simple.SimpleMatrix src,
                                                                boolean lowerTriangular)
        Decompose the given matrix using Cholesky Decomposition. If the input matrix is zeros, this will return the zero matrix.
        Parameters:
        src - The matrix to decompose.
        lowerTriangular - if we want to decompose to the lower triangular Cholesky matrix.
        Returns:
        The decomposed matrix.
        Throws:
        RuntimeException - if the matrix could not be decomposed (ie. is not positive semidefinite).
      • exp

        public static org.ejml.simple.SimpleMatrix exp​(org.ejml.simple.SimpleMatrix A)
        Computes the matrix exponential using Eigen's solver.
        Parameters:
        A - the matrix to exponentiate.
        Returns:
        the exponential of A.