Java Code Examples for org.apache.commons.math3.linear.EigenDecomposition#getSquareRoot()

The following examples show how to use org.apache.commons.math3.linear.EigenDecomposition#getSquareRoot() . You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may check out the related API usage on the sidebar.
Example 1
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 2
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 3
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
           sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 4
Source File: LeastSquaresFactory.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private static RealMatrix squareRoot(final RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 5
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 6
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
           sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 7
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 8
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 9
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
           sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 10
Source File: Math_13_AbstractLeastSquaresOptimizer_t.java    From coming with MIT License 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
           sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 11
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
           sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 12
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 13
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 14
Source File: AbstractLeastSquaresOptimizer.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
           sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 15
Source File: LeastSquaresFactory.java    From astor with GNU General Public License v2.0 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private static RealMatrix squareRoot(final RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 16
Source File: Math_14_AbstractLeastSquaresOptimizer_t.java    From coming with MIT License 5 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
    if (m instanceof DiagonalMatrix) {
        final int dim = m.getRowDimension();
        final RealMatrix sqrtM = new DiagonalMatrix(dim);
        for (int i = 0; i < dim; i++) {
            sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
        }
        return sqrtM;
    } else {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
    }
}
Example 17
Source File: Math_14_AbstractLeastSquaresOptimizer_s.java    From coming with MIT License 2 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
}
Example 18
Source File: Math_13_AbstractLeastSquaresOptimizer_s.java    From coming with MIT License 2 votes vote down vote up 
/**
 * Computes the square-root of the weight matrix.
 *
 * @param m Symmetric, positive-definite (weight) matrix.
 * @return the square-root of the weight matrix.
 */
private RealMatrix squareRoot(RealMatrix m) {
        final EigenDecomposition dec = new EigenDecomposition(m);
        return dec.getSquareRoot();
}