public class CovarianceOps_DDRM
extends java.lang.Object
Modifier and Type | Field and Description |
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static double |
TOL |
Constructor and Description |
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CovarianceOps_DDRM() |
Modifier and Type | Method and Description |
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static boolean |
invert(org.ejml.data.DMatrixRMaj cov)
Performs a matrix inversion operations that takes advantage of the special
properties of a covariance matrix.
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static boolean |
invert(org.ejml.data.DMatrixRMaj cov,
org.ejml.data.DMatrixRMaj cov_inv)
Performs a matrix inversion operations that takes advantage of the special
properties of a covariance matrix.
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static int |
isValid(org.ejml.data.DMatrixRMaj cov)
Performs a variety of tests to see if the provided matrix is a valid
covariance matrix.
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static boolean |
isValidFast(org.ejml.data.DMatrixRMaj cov)
This is a fairly light weight check to see of a covariance matrix is valid.
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static void |
randomVector(org.ejml.data.DMatrixRMaj cov,
org.ejml.data.DMatrixRMaj vector,
java.util.Random rand)
Sets vector to a random value based upon a zero-mean multivariate Gaussian distribution with
covariance 'cov'.
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public static boolean isValidFast(org.ejml.data.DMatrixRMaj cov)
public static int isValid(org.ejml.data.DMatrixRMaj cov)
public static boolean invert(org.ejml.data.DMatrixRMaj cov)
cov
- On input it is a covariance matrix, on output it is the inverse. Modified.public static boolean invert(org.ejml.data.DMatrixRMaj cov, org.ejml.data.DMatrixRMaj cov_inv)
cov
- A covariance matrix. Not modified.cov_inv
- The inverse of cov. Modified.public static void randomVector(org.ejml.data.DMatrixRMaj cov, org.ejml.data.DMatrixRMaj vector, java.util.Random rand)
CovarianceRandomDraw_DDRM
instead.cov
- The distirbutions covariance. Not modified.vector
- The random vector. Modified.rand
- Random number generator.