org.ejml.dense.row

Class CovarianceOps_FDRM

java.lang.Object

org.ejml.dense.row.CovarianceOps_FDRM

public class CovarianceOps_FDRM
extends java.lang.Object

Contains operations specific to covariance matrices.

Field Summary

Fields

Modifier and Type	Field and Description
static float	TOL

Constructor Summary

Constructors

Constructor and Description
CovarianceOps_FDRM()

Method Summary

Modifier and Type	Method and Description
static boolean	invert(org.ejml.data.FMatrixRMaj cov) Performs a matrix inversion operations that takes advantage of the special properties of a covariance matrix.
static boolean	invert(org.ejml.data.FMatrixRMaj cov, org.ejml.data.FMatrixRMaj cov_inv) Performs a matrix inversion operations that takes advantage of the special properties of a covariance matrix.
static int	isValid(org.ejml.data.FMatrixRMaj cov) Performs a variety of tests to see if the provided matrix is a valid covariance matrix.
static boolean	isValidFast(org.ejml.data.FMatrixRMaj cov) This is a fairly light weight check to see of a covariance matrix is valid.
static void	randomVector(org.ejml.data.FMatrixRMaj cov, org.ejml.data.FMatrixRMaj vector, java.util.Random rand) Sets vector to a random value based upon a zero-mean multivariate Gaussian distribution with covariance 'cov'.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

TOL

public static float TOL

Constructor Detail

CovarianceOps_FDRM

public CovarianceOps_FDRM()

Method Detail

isValidFast

public static boolean isValidFast(org.ejml.data.FMatrixRMaj cov)

This is a fairly light weight check to see of a covariance matrix is valid. It checks to see if the diagonal elements are all positive, which they should be if it is valid. Not all invalid covariance matrices will be caught by this method.

Returns:

true if valid and false if invalid

isValid

public static int isValid(org.ejml.data.FMatrixRMaj cov)

Performs a variety of tests to see if the provided matrix is a valid covariance matrix.

Returns:

0 = is valid 1 = failed positive diagonal, 2 = failed on symmetry, 2 = failed on positive definite

invert

public static boolean invert(org.ejml.data.FMatrixRMaj cov)

Performs a matrix inversion operations that takes advantage of the special properties of a covariance matrix.

Parameters:

cov - On input it is a covariance matrix, on output it is the inverse. Modified.

Returns:

true if it could invert the matrix false if it could not.

invert

public static boolean invert(org.ejml.data.FMatrixRMaj cov,
                             org.ejml.data.FMatrixRMaj cov_inv)

Performs a matrix inversion operations that takes advantage of the special properties of a covariance matrix.

Parameters:

cov - A covariance matrix. Not modified.

cov_inv - The inverse of cov. Modified.

Returns:

true if it could invert the matrix false if it could not.

randomVector

public static void randomVector(org.ejml.data.FMatrixRMaj cov,
                                org.ejml.data.FMatrixRMaj vector,
                                java.util.Random rand)

Sets vector to a random value based upon a zero-mean multivariate Gaussian distribution with covariance 'cov'. If repeat calls are made to this class, consider using CovarianceRandomDraw_FDRM instead.

Parameters:

cov - The distirbutions covariance. Not modified.

vector - The random vector. Modified.

rand - Random number generator.