Package org.jblas

Class Solve


  • public class Solve
    extends java.lang.Object
    Solving linear equations.
    • Constructor Detail

    • Method Detail

      • solveLeastSquares

        public static DoubleMatrix solveLeastSquares​(DoubleMatrix A,
                                                     DoubleMatrix B)
        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.
      • solveLeastSquares

        public static FloatMatrix solveLeastSquares​(FloatMatrix A,
                                                    FloatMatrix B)
        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.