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U, where
U' = Uk %*% ... %*% U1
where
k = A.nCols().
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussianElimination
- Get a copy of the upper triangular matrix
U, such that
T %*% A == U
P %*% A == L %*% U
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussianElimination4SquareMatrix
-
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussJordanElimination
- Get the reduced row echelon form matrix, such that
T %*% A == U
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.GloubKahanSVD
-
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVD
-
- U() -
Method in interface com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVDDecomposition
- Get a copy of
U as in
U' %*% A %*% V = D
U %*% D %*% V' = A
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.triangle.Doolittle
-
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.triangle.LU
-
- U() -
Method in interface com.numericalmethod.suanshu.matrix.doubles.factorization.triangle.LUDecomposition
- Get a copy of the upper triangular matrix
U as in
P %*% A == L %*% U
- U -
Variable in class com.numericalmethod.suanshu.matrix.doubles.linearsystem.BackwardSubstitution
- the system of linear equations (the homogeneous part)
- U() -
Method in class com.numericalmethod.suanshu.matrix.doubles.linearsystem.Kernel
- Get the upper triangular matrix
U, such that
T %*% A == U
- U -
Variable in class com.numericalmethod.suanshu.matrix.doubles.linearsystem.LU
- matrix
U as in LUx = PAx = Pb
- ul -
Variable in class com.numericalmethod.suanshu.matrix.doubles.factorization.eigen.Hessenberg.Deflation
H22, unreduced Hessenberg, in Algorithm 7.5.2
has dimension (lr-ul+1) x (lr-ul+1).
- unbiased -
Variable in class com.numericalmethod.suanshu.stats.descriptive.moment.Variance
- indicate whether the variance calculation is unbiased or not;
true iff unbiased
- UnconstrainedMaximizer - Class in com.numericalmethod.suanshu.optimization.unconstrained
- A maximization problem is simply minimizing the negative of the objective function.
- UnconstrainedMaximizer(UnconstrainedMinimizer) -
Constructor for class com.numericalmethod.suanshu.optimization.unconstrained.UnconstrainedMaximizer
- Construct an instance of UnconstrainedMaximizer to maximize an objective function.
- UnconstrainedMaximizer() -
Constructor for class com.numericalmethod.suanshu.optimization.unconstrained.UnconstrainedMaximizer
- Construct an instance of UnconstrainedMaximizer to maximize an objective function.
- UnconstrainedMinimizer - Interface in com.numericalmethod.suanshu.optimization.unconstrained
-
- UnconstrainedProblem - Class in com.numericalmethod.suanshu.optimization.unconstrained
- This class defines an unconstrained optimization problem in this form.
- UnconstrainedProblem(RealScalarFunction) -
Constructor for class com.numericalmethod.suanshu.optimization.unconstrained.UnconstrainedProblem
- Construct an unconstrained optimization problem.
- UNDEFINED -
Static variable in class com.numericalmethod.suanshu.optimization.constrained.linearprogramming.simplex.Tableau
-
- Uniform - Class in com.numericalmethod.suanshu.stats.random.distribution
- A pseudo uniform random number generator generates numbers within the unit interval
in such a way that
there are equal probabilities of them falling in the same length sub-interval.
- Uniform(Uniform.Method) -
Constructor for class com.numericalmethod.suanshu.stats.random.distribution.Uniform
- Construct a pseudo uniform random number generator.
- Uniform() -
Constructor for class com.numericalmethod.suanshu.stats.random.distribution.Uniform
- Construct a Mersenne Twister pseudo uniform random number generator.
- Uniform.Method - Enum in com.numericalmethod.suanshu.stats.random.distribution
- the different pseudo uniform random number generators available
- Uniroot - Class in com.numericalmethod.suanshu.analysis.uniroot
- One dimensional root (zero) finding algorithm for univariate function.
- Uniroot(UnivariateRealFunction, double) -
Constructor for class com.numericalmethod.suanshu.analysis.uniroot.Uniroot
- Construct a uniroot solver.
- Uniroot.NoRootFoundException - Exception in com.numericalmethod.suanshu.analysis.uniroot
- Exception thrown when it fails to find a root.
- Uniroot.NoRootFoundException(double, double) -
Constructor for exception com.numericalmethod.suanshu.analysis.uniroot.Uniroot.NoRootFoundException
- Construct a NoRootFoundException instance.
- UnitGrid - Class in com.numericalmethod.suanshu.stats.stochasticprocess.timepoints
- This class represents the discrete time points [0, 1, ......, N] for a stochastic process.
- UnitGrid(int) -
Constructor for class com.numericalmethod.suanshu.stats.stochasticprocess.timepoints.UnitGrid
- Construct a time grid with time interval 1 between any two successive time points.
- UnivariateDistribution - Interface in com.numericalmethod.suanshu.stats.distribution.univariate
- A univariate distribution completely characterizes a random variable by stipulating
the probability of each value of a random variable (when the variable is discrete),
or the probability of the value falling within a particular interval (when the variable is continuous).
- UnivariateRealFunction - Class in com.numericalmethod.suanshu.analysis.function.rn2r1
- This abstract class represents a univariate real function.
- UnivariateRealFunction() -
Constructor for class com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction
-
- UnivariateRealInterpolator - Interface in com.numericalmethod.suanshu.analysis.interpolation
- Interpolation is a method of constructing new data points within the range of a discrete set of known data points.
- updateResidualNorm(double) -
Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.AbsoluteTolerance
-
- updateResidualNorm(double) -
Method in class com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.RelativeTolerance
-
- updateResidualNorm(double) -
Method in interface com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.Tolerance
- Check if the updated residual satisfies the tolerance criteria.
- upperBidiagonal(Matrix, double) -
Static method in class com.numericalmethod.suanshu.matrix.doubles.IsMatrix
- Check if a matrix is upper bidiagonal.
- upperTriangular(Matrix, double) -
Static method in class com.numericalmethod.suanshu.matrix.doubles.IsMatrix
- Check if a matrix is upper triangular.
- UpperTriangularMatrix - Class in com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle
- This class implements upper triangular matrix,
which has 0 entries whenever row index > column index.
- UpperTriangularMatrix(int) -
Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix
- Construct an upper triangular matrix of dimension
dim * dim.
- UpperTriangularMatrix(double[][]) -
Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix
- Construct an upper triangular matrix from a 2D double[][] array.
- UpperTriangularMatrix(Matrix) -
Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix
- Copy constructor performing a deep copy of a matrix.
- UpperTriangularMatrix(UpperTriangularMatrix) -
Constructor for class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix
- Copy constructor performing a deep copy.
- usePivoting -
Variable in class com.numericalmethod.suanshu.matrix.doubles.factorization.gaussianelimination.GaussJordanElimination
true if partial pivoting is wanted, e.g., for numerical stability
- usePivoting -
Variable in class com.numericalmethod.suanshu.matrix.doubles.factorization.triangle.Doolittle
true if partial pivoting is wanted, e.g., for numerical stability
- Ut() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.GloubKahanSVD
-
- Ut() -
Method in class com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVD
-
- Ut() -
Method in interface com.numericalmethod.suanshu.matrix.doubles.factorization.svd.SVDDecomposition
- Get a copy of
U.t() as in
U.t() %*% A %*% V = D
U %*% D %*% V' = A
- Util - Class in com.numericalmethod.suanshu.stats.timeseries.univariate
- This class collects the utility functions applied to univariate
TimeSeries. - Util() -
Constructor for class com.numericalmethod.suanshu.stats.timeseries.univariate.Util
-
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SuanShu, a Java numerical and statistical library | |||||||
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