Package org.drip.function.matrix

Class FrobeniusCovariance

java.lang.Object
org.drip.function.matrix.FrobeniusCovariance
public class FrobeniusCovariance
extends java.lang.Object
FrobeniusCovariance implements the Frobenius Co-variance of a Square Matrix, which corresponds to the Projection Shadows of Lagrange Polynomials of the Square Matrix. The References are:

  • Claerbout, J. F. (1985): Fundamentals of Geo-physical Data Processing Blackwell Scientific
  • Horn, R. A., and C. R. Johnson (1991): Topics in Matrix Analysis Cambridge University Press
  • Schwerdtfeger, A. (1938): Les Fonctions de Matrices: Les Fonctions Univalentes I Hermann Paris, France
  • Sylvester, J. J. (1883): On the Equation to the Secular Inequalities in the Planetary Theory The London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science 16 (100) 267-269
  • Wikipedia (2019): Sylvester Formula https://en.wikipedia.org/wiki/Sylvester%27s_formula




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    FrobeniusCovariance()
    Empty FrobeniusCovariance Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addComponent​(double eigenValue, Square component)
    Add a Frobenius Component
    java.util.Map<java.lang.Double,​Square> componentMap()
    Retrieve the Map of Frobenius Components

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • FrobeniusCovariance

      public FrobeniusCovariance()
      Empty FrobeniusCovariance Constructor

  • Method Details

    • addComponent

      public boolean addComponent​(double eigenValue, Square component)
      Add a Frobenius Component
      Parameters:
      eigenValue - The Frobenius Component EigenValue
      component - The Frobenius Component
      Returns:
      TRUE - The Frobenius Component successfully added

    • componentMap

      public java.util.Map<java.lang.Double,​Square> componentMap()
      Retrieve the Map of Frobenius Components
      Returns:
      Map of Frobenius Components