Package org.jblas

Class Solve

java.lang.Object
org.jblas.Solve

public class Solve extends Object
Solving linear equations.
  • Constructor Details

  • Method Details

    • solve

      Solves the linear equation A*X = B.
    • solveSymmetric

      Solves the linear equation A*X = B for symmetric A.
    • solvePositive

      Solves the linear equation A*X = B for symmetric and positive definite A.
    • solveLeastSquares

      Computes the Least Squares solution for over or underdetermined linear equations A*X = B In the overdetermined case, when m > n, that is, there are more equations than variables, it computes the least squares solution of X -> ||A*X - B ||_2. In the underdetermined case, when m < n (less equations than variables), there are infinitely many solutions and it computes the minimum norm solution.
      Parameters:
      A - an (m,n) matrix
      B - a (m,k) matrix
      Returns:
      either the minimum norm or least squares solution.
    • pinv

      public static DoubleMatrix pinv(DoubleMatrix A)
      Computes the pseudo-inverse. Note, this function uses the solveLeastSquares and might produce different numerical solutions for the underdetermined case than matlab.
      Parameters:
      A - rectangular matrix
      Returns:
      matrix P such that A*P*A = A and P*A*P = P.
    • solve

      public static FloatMatrix solve(FloatMatrix A, FloatMatrix B)
      Solves the linear equation A*X = B.
    • solveSymmetric

      Solves the linear equation A*X = B for symmetric A.
    • solvePositive

      Solves the linear equation A*X = B for symmetric and positive definite A.
    • solveLeastSquares

      Computes the Least Squares solution for over or underdetermined linear equations A*X = B In the overdetermined case, when m > n, that is, there are more equations than variables, it computes the least squares solution of X -> ||A*X - B ||_2. In the underdetermined case, when m < n (less equations than variables), there are infinitely many solutions and it computes the minimum norm solution.
      Parameters:
      A - an (m,n) matrix
      B - a (m,k) matrix
      Returns:
      either the minimum norm or least squares solution.
    • pinv

      public static FloatMatrix pinv(FloatMatrix A)
      Computes the pseudo-inverse. Note, this function uses the solveLeastSquares and might produce different numerical solutions for the underdetermined case than matlab.
      Parameters:
      A - rectangular matrix
      Returns:
      matrix P such that A*P*A = A and P*A*P = P.