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SuanShu, a Java numerical and statistical library | |||||||
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L, such that
P %*% A == L %*% U
L as in
L %*% Lt.
L as in
A = L %*% D %*% Lt
L as in
P %*% A == L %*% U
L as in LUx = PAx = Pb
L in the LDL decomposition.
generator with the sign chosen to be the opposite of the first coordinate of generator
A into
A = L %*% D %*% Lt
L is a lower triangular matrix.
minimize max e(x, ω)
x ω∈S
e(x, ω) is the error or loss function.v projected on each dimension {wi}
SparseElements.
LinearRepresentation.DEFAULT_NUMBER_OF_LAGS.
log(x).
log(x) up to a scale.
(a + bi).
log(B(x, y)).log(Γ(z)), for positive real numbers.log(Γ(z))dim * dim.
H33, upper quasi-triangular, in Algorithm 7.5.2
has dimension (n-lr) x (n-lr).
L as in
A = L %*% Lt.
L as in
A = L %*% Lt
The transpose is upper triangular.
L in the LDL decomposition.
Ax = b
where A is square and det(A) !- LU(Matrix) -
Constructor for class com.numericalmethod.suanshu.matrix.doubles.linearsystem.LU
- Construct an LU instance to solve for different
Vector b's.
- LU.Method - Enum in com.numericalmethod.suanshu.matrix.doubles.factorization.triangle
- the methods available to do the LU decomposition
- LUDecomposition - Interface in com.numericalmethod.suanshu.matrix.doubles.factorization.triangle
- All LU decomposition algorithms implement this interface.
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SuanShu, a Java numerical and statistical library | |||||||
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