Package org.drip.measure.crng

Class RandomMatrixGenerator

java.lang.Object

org.drip.measure.crng.RandomMatrixGenerator

public class RandomMatrixGenerator
extends java.lang.Object

RandomMatrixGenerator provides Functionality for generating different Kinds of Random Matrices. The References are:

• Axler, S. J. (1997): Linear Algebra Done Right 2^nd Edition Springer New York NY
• Bernstein, D. S. (2009): Matrix Mathematics: Theory, Facts, and Formulas 2^nd Edition Princeton University Press Princeton NJ
• Herstein, I. N. (1975): Topics in Algebra 2^nd Edition Wiley New York NY
• Prasolov, V. V. (1994): Topics in Algebra American Mathematical Society Providence RI
• Wikipedia (2024): Triangular Matrix https://en.wikipedia.org/wiki/Triangular_matrix

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Linear Algebra Matrix Transform Library

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
RandomMatrixGenerator()

Method Summary

Modifier and Type	Method	Description
static R1Triangular	AtomicLowerTriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct an Atomic Lower Triangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	AtomicUpperTriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct an Atomic Upper Triangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	Diagonal(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Diagonal Matrix of Random Elements up to the Maximum Value
static R1SquareEigenized	EigenizedR1Square(int elementCount, double maximumElement, boolean isEntryInteger)	Construct an Eigenized Square Matrix of Random Elements up to the Maximum Value
static R1Triangular	LowerTriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Lower Triangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	LowerUnitriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Lower Unitriangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	StrictlyLowerTriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Strictly Lower Triangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	StrictlyUpperTriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Strictly Upper Triangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	UpperTriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct an Upper Triangular Matrix of Random Elements up to the Maximum Value
static R1Triangular	UpperUnitriangular(int elementCount, double maximumElement, boolean isEntryInteger)	Construct an Upper Unitriangular Matrix of Random Elements up to the Maximum Value

Methods inherited from class java.lang.Object

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

Constructor Details

RandomMatrixGenerator

public RandomMatrixGenerator()

Method Details

LowerTriangular

public static final R1Triangular LowerTriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Lower Triangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Lower Triangular Matrix of Random Elements up to the Maximum Value

UpperTriangular

public static final R1Triangular UpperTriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct an Upper Triangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Upper Triangular Matrix of Random Elements up to the Maximum Value

Diagonal

public static final R1Triangular Diagonal(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Diagonal Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Diagonal Matrix of Random Elements up to the Maximum Value

LowerUnitriangular

public static final R1Triangular LowerUnitriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Lower Unitriangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Lower Unitriangular Matrix of Random Elements up to the Maximum Value

UpperUnitriangular

public static final R1Triangular UpperUnitriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct an Upper Unitriangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Upper Unitriangular Matrix of Random Elements up to the Maximum Value

StrictlyLowerTriangular

public static final R1Triangular StrictlyLowerTriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Strictly Lower Triangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Strictly Lower Triangular Matrix of Random Elements up to the Maximum Value

StrictlyUpperTriangular

public static final R1Triangular StrictlyUpperTriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Strictly Upper Triangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Strictly Upper Triangular Matrix of Random Elements up to the Maximum Value

AtomicLowerTriangular

public static final R1Triangular AtomicLowerTriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct an Atomic Lower Triangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Atomic Lower Triangular Matrix of Random Elements up to the Maximum Value

AtomicUpperTriangular

public static final R1Triangular AtomicUpperTriangular(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct an Atomic Upper Triangular Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Atomic Upper Triangular Matrix of Random Elements up to the Maximum Value

EigenizedR1Square

public static final R1SquareEigenized EigenizedR1Square(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct an Eigenized Square Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Eigenized Square Matrix of Random Elements up to the Maximum Value