Package org.drip.function.matrix
Class Square
java.lang.Object
org.drip.function.matrix.Square
public class Square
extends java.lang.Object
Square implements a 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
- Module = Computational Core Module
- Library = Numerical Analysis Library
- Project = Rd To Rd Function Analysis
- Package = Support for Functions of Matrices
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description Square(double[][] grid)
Square Constructor -
Method Summary
Modifier and Type Method Description double
determinant()
Compute the Determinantint
dimension()
Retrieve the Dimension of the Square MatrixEigenOutput
eigenize()
Retrieve the Eigen-Components of the Square Matrixdouble[][]
evaluate(R1ToR1 r1ToR1Function)
Compute the Value of the Matrix using the specified FunctionFrobeniusCovariance
frobeniusCovariance()
Generate the Frobenius Covariancedouble[][]
grid()
Retrieve the Grid of ElementsMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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Square
public Square(double[][] grid) throws java.lang.ExceptionSquare Constructor- Parameters:
grid
- Grid of Elements- Throws:
java.lang.Exception
- Throwjn if the Inputs are Invalid
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Method Details
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grid
public double[][] grid()Retrieve the Grid of Elements- Returns:
- Grid of Elements
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dimension
public int dimension()Retrieve the Dimension of the Square Matrix- Returns:
- Dimension of the Square Matrix
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eigenize
Retrieve the Eigen-Components of the Square Matrix- Returns:
- The Eigen-Components of the Square Matrix
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frobeniusCovariance
Generate the Frobenius Covariance- Returns:
- The Frobenius Covariance
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evaluate
Compute the Value of the Matrix using the specified Function- Parameters:
r1ToR1Function
- The R1 To R1 Function- Returns:
- The Function Matrix Value
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determinant
public double determinant()Compute the Determinant- Returns:
- The Determinant
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