com.github.chen0040.glm.solvers

Class Matrices

java.lang.Object

com.github.chen0040.glm.solvers.Matrices

public class Matrices
extends Object

Created by xschen on 24/5/2017. Moore-Penrose Pseudoinverse in JAMA

Field Summary

Fields

Modifier and Type	Field and Description
static double	MACHEPS The difference between 1 and the smallest exactly representable number greater than one.

Constructor Summary

Constructors

Constructor and Description
Matrices()

Method Summary

Modifier and Type	Method and Description
static Jama.Matrix	inverse(Jama.Matrix A)
static Jama.Matrix	pinv(Jama.Matrix x) Computes the Moore–Penrose pseudoinverse using the SVD method.
static void	updateMacheps() Updates MACHEPS for the executing machine.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

MACHEPS

public static double MACHEPS

The difference between 1 and the smallest exactly representable number greater than one. Gives an upper bound on the relative error due to rounding of floating point numbers.

Constructor Detail

Matrices

public Matrices()

Method Detail

updateMacheps

public static void updateMacheps()

Updates MACHEPS for the executing machine.

pinv

public static Jama.Matrix pinv(Jama.Matrix x)

Computes the Moore–Penrose pseudoinverse using the SVD method. Modified version of the original implementation by Kim van der Linde.

inverse

public static Jama.Matrix inverse(Jama.Matrix A)