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Java DoubleFactory1D类代码示例

原作者: [db:作者] 来自: [db:来源] 收藏 邀请

本文整理汇总了Java中cern.colt.matrix.DoubleFactory1D的典型用法代码示例。如果您正苦于以下问题:Java DoubleFactory1D类的具体用法?Java DoubleFactory1D怎么用?Java DoubleFactory1D使用的例子?那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。



DoubleFactory1D类属于cern.colt.matrix包,在下文中一共展示了DoubleFactory1D类的20个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的Java代码示例。

示例1: getNorm2

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/**
 * {@inheritDoc}
 */
@Override
public double getNorm2(final Matrix<?> m) {
  Validate.notNull(m, "m");
  if (m instanceof DoubleMatrix1D) {
    return Math.sqrt(ALGEBRA.norm2(DoubleFactory1D.dense.make(((DoubleMatrix1D) m).getData())));
  } else if (m instanceof DoubleMatrix2D) {
    return ALGEBRA.norm2(DoubleFactory2D.dense.make(((DoubleMatrix2D) m).getData()));
  }
  throw new IllegalArgumentException("Can only find norm2 of DoubleMatrix1D or DoubleMatrix2D; have " + m.getClass());
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:14,代码来源:ColtMatrixAlgebra.java


示例2: testBuildMatrix4

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testBuildMatrix4()
{
	LearnerGraph gr=buildLearnerGraph("A-a->B\nA-b->C\nD-a->C",	"testBuildMatrix4",config,converter);
	final int size =4*5/2; 
	DoubleMatrix2D matrix=createIdentity(size);
	DoubleMatrix1D row=DoubleFactory1D.dense.make(size, 0);
	matrix.setQuick(2, 2, 1);matrix.setQuick(4, 4, 1);matrix.setQuick(5, 5, 1);// pairs with zero total outgoing transitions.
	matrix.setQuick(0, 0, 2*2);matrix.setQuick(0, 2, -k);matrix.setQuick(0, 5, -k);row.setQuick(0, 2);
	matrix.setQuick(1, 1, 2*2);
	matrix.setQuick(3, 3, 2*2);
	matrix.setQuick(6, 6, 2*2);

	matrix.setQuick(9, 5, -k);row.setQuick(9, 1);
	matrix.setQuick(6, 4, -k);row.setQuick(6, 1);
			
	checkBuildMatrix(gr,matrix,row);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:19,代码来源:TestMatrixComputationWithMultipleThreads.java


示例3: testBuildMatrix5

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testBuildMatrix5()
{
	LearnerGraph gr=buildLearnerGraph("A-a->B\nA-b->C\nD-a->C\nD-b->C","testBuildMatrix5",config,converter);
	final int size =4*5/2; 
	DoubleMatrix2D matrix=createIdentity(size);
	DoubleMatrix1D row=DoubleFactory1D.dense.make(size, 0);
	matrix.setQuick(2, 2, 1);matrix.setQuick(4, 4, 1);matrix.setQuick(5, 5, 1);// pairs with zero total outgoing transitions.
	matrix.setQuick(0, 0, 2*2);matrix.setQuick(0, 2, -k);matrix.setQuick(0, 5, -k);row.setQuick(0, 2);
	matrix.setQuick(1, 1, 2*2);
	matrix.setQuick(3, 3, 2*2);
	matrix.setQuick(6, 6, 2*2);

	matrix.setQuick(9, 5, -2*k);row.setQuick(9, 2);
	matrix.setQuick(6, 4, -k);matrix.setQuick(6, 5, -k);row.setQuick(6, 2);
	matrix.setQuick(9, 9, 2*2);
	matrix.setQuick(8, 8, 2*2);
	matrix.setQuick(7, 7, 2*2);
	matrix.setQuick(6, 6, 2*2);
	
	checkBuildMatrix(gr,matrix,row);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:23,代码来源:TestMatrixComputationWithMultipleThreads.java


示例4: testBuildMatrix6

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testBuildMatrix6()
{
	LearnerGraph gr=buildLearnerGraph("A-a->B\nA-b->C\nD-a->C\nD-b->C\nD-c->A","testBuildMatrix6",config,converter);
	final int size =4*5/2; 
	DoubleMatrix2D matrix=createIdentity(size);
	DoubleMatrix1D row=DoubleFactory1D.dense.make(size, 0);
	matrix.setQuick(2, 2, 1);matrix.setQuick(4, 4, 1);matrix.setQuick(5, 5, 1);// pairs with zero total outgoing transitions.
	matrix.setQuick(0, 0, 2*2);matrix.setQuick(0, 2, -k);matrix.setQuick(0, 5, -k);row.setQuick(0, 2);
	matrix.setQuick(1, 1, 2*2);
	matrix.setQuick(3, 3, 2*2);
	matrix.setQuick(6, 6, 2*2);

	matrix.setQuick(9, 5, -2*k);matrix.setQuick(9, 0, -k);row.setQuick(9, 3);
	matrix.setQuick(6, 4, -k);matrix.setQuick(6, 5, -k);row.setQuick(6, 2);
	matrix.setQuick(9, 9, 3*2);
	matrix.setQuick(8, 8, 3*2);
	matrix.setQuick(7, 7, 3*2);
	matrix.setQuick(6, 6, 3*2);
	
	checkBuildMatrix(gr,matrix,row);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:23,代码来源:TestMatrixComputationWithMultipleThreads.java


示例5: testBuildMatrix7

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testBuildMatrix7()
{
	LearnerGraph gr=buildLearnerGraph("A-a->B\nA-b->C\nA-c->C\nD-a->C\nD-b->C\nD-c->A","testBuildMatrix7",config,converter);

	final int size =4*5/2; 
	DoubleMatrix2D matrix=createIdentity(size);
	DoubleMatrix1D row=DoubleFactory1D.dense.make(size, 0);
	matrix.setQuick(2, 2, 1);matrix.setQuick(4, 4, 1);matrix.setQuick(5, 5, 1);// pairs with zero total outgoing transitions.
	matrix.setQuick(0, 0, 3*2);matrix.setQuick(0, 2, -k);matrix.setQuick(0, 5, -2*k);row.setQuick(0, 3);
	matrix.setQuick(1, 1, 3*2);
	matrix.setQuick(3, 3, 3*2);
	matrix.setQuick(6, 6, 3*2);

	matrix.setQuick(9, 5, -2*k);matrix.setQuick(9, 0, -k);row.setQuick(9, 3);
	matrix.setQuick(6, 4, -k);matrix.setQuick(6, 5, -k);matrix.setQuick(6, 3, -k);row.setQuick(6, 3);
	matrix.setQuick(9, 9, 3*2);
	matrix.setQuick(8, 8, 3*2);
	matrix.setQuick(7, 7, 3*2);
	matrix.setQuick(6, 6, 3*2);
	
	checkBuildMatrix(gr,matrix,row);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:24,代码来源:TestMatrixComputationWithMultipleThreads.java


示例6: testBuildMatrix8

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testBuildMatrix8()
{
	LearnerGraph gr=buildLearnerGraph("A-a->B\nA-b->C\nA-c->C\nD-a->C\nD-b->C\nD-d->C\nD-c->A","testBuildMatrix8",config,converter);

	final int size =4*5/2; 
	DoubleMatrix2D matrix=createIdentity(size);
	DoubleMatrix1D row=DoubleFactory1D.dense.make(size, 0);
	matrix.setQuick(2, 2, 1);matrix.setQuick(4, 4, 1);matrix.setQuick(5, 5, 1);// pairs with zero total outgoing transitions.
	matrix.setQuick(0, 0, 3*2);matrix.setQuick(0, 2, -k);matrix.setQuick(0, 5, -2*k);row.setQuick(0, 3);
	matrix.setQuick(1, 1, 3*2);
	matrix.setQuick(3, 3, 3*2);
	matrix.setQuick(6, 6, 3*2);

	matrix.setQuick(9, 5, -3*k);matrix.setQuick(9, 0, -k);row.setQuick(9, 4);
	matrix.setQuick(6, 4, -k);matrix.setQuick(6, 5, -k);matrix.setQuick(6, 3, -k);row.setQuick(6, 3);
	matrix.setQuick(9, 9, 4*2);
	matrix.setQuick(8, 8, 4*2);
	matrix.setQuick(7, 7, 4*2);
	matrix.setQuick(6, 6, 4*2);
	
	checkBuildMatrix(gr,matrix,row);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:24,代码来源:TestMatrixComputationWithMultipleThreads.java


示例7: multiply

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/**
 * {@inheritDoc}
 * The following combinations of input matrices m1 and m2 are allowed:
 * <ul>
 * <li> m1 = 2-D matrix, m2 = 2-D matrix, returns $\mathbf{C} = \mathbf{AB}$
 * <li> m1 = 2-D matrix, m2 = 1-D matrix, returns $\mathbf{C} = \mathbf{A}b$
 * </ul>
 */
@Override
public Matrix<?> multiply(final Matrix<?> m1, final Matrix<?> m2) {
  Validate.notNull(m1, "m1");
  Validate.notNull(m2, "m2");
  if (m1 instanceof DoubleMatrix1D) {
    return new OGMatrixAlgebra().multiply(m1, m2);
  }
  if (m1 instanceof DoubleMatrix2D) {
    final DoubleMatrix2D x = (DoubleMatrix2D) m1;
    if (m2 instanceof DoubleMatrix1D) {
      return new DoubleMatrix1D(ALGEBRA.mult(DoubleFactory2D.dense.make(x.getData()), DoubleFactory1D.dense.make(((DoubleMatrix1D) m2).getData())).toArray());
    } else if (m2 instanceof DoubleMatrix2D) {
      return new DoubleMatrix2D(ALGEBRA.mult(DoubleFactory2D.dense.make(x.getData()), DoubleFactory2D.dense.make(((DoubleMatrix2D) m2).getData())).toArray());
    }
    throw new IllegalArgumentException("Can only have 1D or 2D matrix as second argument");
  }
  throw new IllegalArgumentException("Can only multiply 2D and 1D matrices");
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:27,代码来源:ColtMatrixAlgebra.java


示例8: regress

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
public LeastSquaresRegressionResult regress(final double[][] x, final double[] weights, final double[] y, final boolean useIntercept) {
  if (weights == null) {
    throw new IllegalArgumentException("Cannot perform WLS regression without an array of weights");
  }
  checkData(x, weights, y);
  final double[][] dep = addInterceptVariable(x, useIntercept);
  final double[] indep = new double[y.length];
  final double[] w = new double[weights.length];
  for (int i = 0; i < y.length; i++) {
    indep[i] = y[i];
    w[i] = weights[i];
  }
  final DoubleMatrix2D matrix = DoubleFactory2D.dense.make(dep);
  final DoubleMatrix1D vector = DoubleFactory1D.dense.make(indep);
  final DoubleMatrix2D wDiag = DoubleFactory2D.sparse.diagonal(DoubleFactory1D.dense.make(w));
  final DoubleMatrix2D transpose = _algebra.transpose(matrix);
  final DoubleMatrix1D betasVector =
      _algebra.mult(_algebra.mult(_algebra.mult(_algebra.inverse(_algebra.mult(transpose, _algebra.mult(wDiag, matrix))), transpose), wDiag), vector);
  final double[] yModel = convertArray(_algebra.mult(matrix, betasVector).toArray());
  final double[] betas = convertArray(betasVector.toArray());
  return getResultWithStatistics(x, convertArray(wDiag.toArray()), y, betas, yModel, transpose, matrix, useIntercept);
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:23,代码来源:WeightedLeastSquaresRegression.java


示例9: regress

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Override
public LeastSquaresRegressionResult regress(final double[][] x, final double[][] weights, final double[] y, final boolean useIntercept) {
  if (weights == null) {
    throw new IllegalArgumentException("Cannot perform GLS regression without an array of weights");
  }
  checkData(x, weights, y);
  final double[][] dep = addInterceptVariable(x, useIntercept);
  final double[] indep = new double[y.length];
  final double[][] wArray = new double[y.length][y.length];
  for (int i = 0; i < y.length; i++) {
    indep[i] = y[i];
    for (int j = 0; j < y.length; j++) {
      wArray[i][j] = weights[i][j];
    }
  }
  final DoubleMatrix2D matrix = DoubleFactory2D.dense.make(dep);
  final DoubleMatrix1D vector = DoubleFactory1D.dense.make(indep);
  final DoubleMatrix2D w = DoubleFactory2D.dense.make(wArray);
  final DoubleMatrix2D transpose = _algebra.transpose(matrix);
  final DoubleMatrix1D betasVector = _algebra.mult(_algebra.mult(_algebra.mult(_algebra.inverse(_algebra.mult(transpose, _algebra.mult(w, matrix))), transpose), w), vector);
  final double[] yModel = convertArray(_algebra.mult(matrix, betasVector).toArray());
  final double[] betas = convertArray(betasVector.toArray());
  return getResultWithStatistics(x, y, betas, yModel, useIntercept);
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:25,代码来源:GeneralizedLeastSquaresRegression.java


示例10: testConversionToUMFPACK

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/** A very simple test for conversion of a matrix into UMFTOOL (matlab) format.
	 * Real testing is where I run the two solvers side by side.
	 * The example is verbatim from umftool manual.
	 */
	@Test
	public final void testConversionToUMFPACK()
	{

		/*
2  3  0 0 0
3  0  4 0 6
0 -1 -3 2 0
0  0  1 0 0
0  4  2 0 1
		 */
		LSolver s = new LSolver(testMatrix,DoubleFactory1D.dense.make(testMatrix.rows(),0));
		Assert.assertArrayEquals(new int[] {0, 2, 5, 9, 10, 12}, s.j_Ap);
		Assert.assertArrayEquals(new int[] {0,  1,  0,   2,  4,  1,  2,  3,   4,  2,  1,  4}, s.j_Ai);
		for(int i=0;i<s.j_Ap.length;++i)
			Assert.assertEquals(new double[]{2., 3., 3., -1., 4., 4., -3., 1., 2., 2., 6., 1.}[i], s.j_Ax[i],Configuration.fpAccuracy);
		
		DoubleMatrix2D mat = s.toDoubleMatrix2D();
		Assert.assertEquals(testMatrix, mat);
	}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:25,代码来源:TestSolver.java


示例11: getExpectedMatrix1DSlowly

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
protected DoubleMatrix1D getExpectedMatrix1DSlowly(LearnerGraph gr)
{
	int size=gr.getStateNumber()*(gr.getStateNumber()+1)/2;
	DoubleMatrix1D result = DoubleFactory1D.dense.make(size);
	StatesToConsider filter = LearnerGraphND.ignoreRejectStates;
	GDLearnerGraph ndGraph = new GDLearnerGraph(gr,filter, false);
	DetermineDiagonalAndRightHandSide ddrhInstance = ndGraph.new DDRH_default();
	for(Entry<CmpVertex,Map<Label,List<CmpVertex>>> entryA:ndGraph.matrixForward.transitionMatrix.entrySet())
	{
		// Now iterate through states
		Iterator<Entry<CmpVertex,Map<Label,List<CmpVertex>>>> stateB_It = ndGraph.matrixForward.transitionMatrix.entrySet().iterator();
		while(stateB_It.hasNext())
		{
			Entry<CmpVertex,Map<Label,List<CmpVertex>>> stateB = stateB_It.next();

			int currentStatePair = ndGraph.vertexToIntNR(stateB.getKey(),entryA.getKey());
			ddrhInstance.compute(entryA.getKey(),stateB.getKey(),entryA.getValue(),stateB.getValue());
			result.setQuick(currentStatePair, ddrhInstance.getRightHandSide());
			
			if (stateB.getKey().equals(entryA.getKey())) break; // we only process a triangular subset.
		}
	}
	
	return result;
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:26,代码来源:TestMatrixComputationWithMultipleThreads.java


示例12: checkBuildMatrix

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/** Tests matrix construction for a supplied graph and matrix builder. 
 * Since it messes up the configuration of the graph, it has to be run at the end of every test method rather than multiple times. 
 */
protected void checkBuildMatrix(LearnerGraph gr, DoubleMatrix2D expectedAx, DoubleMatrix1D expectedB)
{
	GDLearnerGraph ndGraph = new GDLearnerGraph(gr,LearnerGraphND.ignoreRejectStates, false);
	LSolver solver = ndGraph.buildMatrix(threadNumber);
	DoubleMatrix2D Ax=solver.toDoubleMatrix2D();
	Assert.assertEquals(getExpectedMatrix2DSlowly(gr),Ax);
	if (expectedAx != null) Assert.assertEquals(expectedAx, Ax);
	DoubleMatrix1D b=solver.toDoubleMatrix1D();
	if (expectedB != null) Assert.assertEquals(expectedB, b);Assert.assertEquals(getExpectedMatrix1DSlowly(gr),b);
	solver.solveExternally(1);// check if we have a solution, just in case it fails.

	// Now check consistency.
	gr.config.setAttenuationK_testOnly(1);DoubleMatrix2D Ax1 = ndGraph.buildMatrix(threadNumber).toDoubleMatrix2D();
	gr.config.setAttenuationK(0);DoubleMatrix2D Ax0 = ndGraph.buildMatrix(threadNumber).toDoubleMatrix2D();
	DoubleMatrix1D one = DoubleFactory1D.dense.make(Ax1.rows(), 1), a=DoubleFactory1D.dense.make(Ax.rows(), 0);
	
	// check A(1)*one >= 0
	Ax1.zMult(one, a);for(int i=0;i<a.size();++i) Assert.assertTrue(a.getQuick(i)>=0);
	
	// check (A(1)-A(0))*one = b
	Ax1.assign(Ax0, cern.jet.math.Functions.minus);
	Ax1.zMult(one, a);for(int i=0;i<a.size();++i) Assert.assertTrue(a.getQuick(i) == -b.getQuick(i));
	
	// Finally, we check that neither states are incompatible (there are no reject states so there should not be any)
	int pairNumber [] = new int[gr.getStateNumber()*(gr.getStateNumber()+1)/2];
	ndGraph.findIncompatiblePairs(pairNumber, threadNumber);GDLearnerGraph.numberNonNegativeElements(pairNumber);
	for(int i=0;i<pairNumber.length;++i) pairNumber[i]=i;
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:32,代码来源:TestMatrixComputationWithMultipleThreads.java


示例13: testBuildMatrix3

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testBuildMatrix3()
{
	LearnerGraph gr=buildLearnerGraph("A-a->B\nC-a->D",	"testBuildMatrix3",config,converter);
	final int size =4*5/2; 
	DoubleMatrix2D matrix=createIdentity(size);
	DoubleMatrix1D row=DoubleFactory1D.dense.make(size, 0);
	matrix.setQuick(2, 2, 1);matrix.setQuick(7, 7, 1);matrix.setQuick(9, 9, 1);// pairs with zero total outgoing transitions.
	matrix.setQuick(0, 2, -k);row.setQuick(0, 1);
	matrix.setQuick(5, 9, -k);row.setQuick(5, 1);
	matrix.setQuick(3, 7, -k);row.setQuick(3, 1);
	
	checkBuildMatrix(gr,matrix,row);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:15,代码来源:TestMatrixComputationWithMultipleThreads.java


示例14: getNorm1

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/**
 * {@inheritDoc}
 */
@Override
public double getNorm1(final Matrix<?> m) {
  Validate.notNull(m, "m");
  if (m instanceof DoubleMatrix1D) {
    return ALGEBRA.norm1(DoubleFactory1D.dense.make(((DoubleMatrix1D) m).getData()));
  } else if (m instanceof DoubleMatrix2D) {
    return ALGEBRA.norm1(DoubleFactory2D.dense.make(((DoubleMatrix2D) m).getData()));
  }
  throw new IllegalArgumentException("Can only find norm1 of DoubleMatrix1D or DoubleMatrix2D; have " + m.getClass());
}
 
开发者ID:charles-cooper,项目名称:idylfin,代码行数:14,代码来源:ColtMatrixAlgebra.java


示例15: getInnerProduct

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/**
 * {@inheritDoc}
 */
@Override
public double getInnerProduct(final Matrix<?> m1, final Matrix<?> m2) {
  Validate.notNull(m1, "m1");
  Validate.notNull(m2, "m2");
  if (m1 instanceof DoubleMatrix1D && m2 instanceof DoubleMatrix1D) {
    return ALGEBRA.mult(DoubleFactory1D.dense.make(((DoubleMatrix1D) m1).getData()), DoubleFactory1D.dense.make(((DoubleMatrix1D) m2).getData()));
  }
  throw new IllegalArgumentException("Cannot find the inner product of a " + m1.getClass() + " and " + m2.getClass());
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:13,代码来源:ColtMatrixAlgebra.java


示例16: getOuterProduct

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/**
 * {@inheritDoc}
 */
@Override
public DoubleMatrix2D getOuterProduct(final Matrix<?> m1, final Matrix<?> m2) {
  Validate.notNull(m1, "m1");
  Validate.notNull(m2, "m2");
  if (m1 instanceof DoubleMatrix1D && m2 instanceof DoubleMatrix1D) {
    final cern.colt.matrix.DoubleMatrix2D x = DoubleFactory2D.dense.make(m1.getNumberOfElements(), m2.getNumberOfElements());
    ALGEBRA.multOuter(DoubleFactory1D.dense.make(((DoubleMatrix1D) m1).getData()), DoubleFactory1D.dense.make(((DoubleMatrix1D) m2).getData()), x);
    return new DoubleMatrix2D(x.toArray());
  }
  throw new IllegalArgumentException("Cannot find the outer product of a " + m1.getClass() + " and " + m2.getClass());
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:15,代码来源:ColtMatrixAlgebra.java


示例17: getNormInfinity

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
/**
 * {@inheritDoc}
 */
@Override
public double getNormInfinity(final Matrix<?> m) {
  Validate.notNull(m, "m");
  if (m instanceof DoubleMatrix1D) {
    return ALGEBRA.normInfinity(DoubleFactory1D.dense.make(((DoubleMatrix1D) m).getData()));
  } else if (m instanceof DoubleMatrix2D) {
    return ALGEBRA.normInfinity(DoubleFactory2D.dense.make(((DoubleMatrix2D) m).getData()));
  }
  throw new IllegalArgumentException("Can only find normInfinity of DoubleMatrix1D or DoubleMatrix2D; have " + m.getClass());
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:14,代码来源:ColtMatrixAlgebra.java


示例18: regress

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
public LeastSquaresRegressionResult regress(final double[][] x, final double[] y, final boolean useIntercept) {
  checkData(x, y);
  final double[][] indep = addInterceptVariable(x, useIntercept);
  final double[] dep = new double[y.length];
  for (int i = 0; i < y.length; i++) {
    dep[i] = y[i];
  }
  final DoubleMatrix2D matrix = DoubleFactory2D.dense.make(indep);
  final DoubleMatrix1D vector = DoubleFactory1D.dense.make(dep);
  final DoubleMatrix2D transpose = _algebra.transpose(matrix);
  final DoubleMatrix1D betasVector = _algebra.mult(_algebra.mult(_algebra.inverse(_algebra.mult(transpose, matrix)), transpose), vector);
  final double[] yModel = convertArray(_algebra.mult(matrix, betasVector).toArray());
  final double[] betas = convertArray(betasVector.toArray());
  return getResultWithStatistics(x, y, betas, yModel, transpose, matrix, useIntercept);
}
 
开发者ID:DevStreet,项目名称:FinanceAnalytics,代码行数:16,代码来源:OrdinaryLeastSquaresRegression.java


示例19: initializeOnFirstRequest

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
private void initializeOnFirstRequest(final Portfolio portfolio) {
   final int
      numberOfStocksToInvestIn = portfolio.stockWeights().size();
   meanStockCovarianceMatrix =
      DoubleFactory2D.dense.diagonal(
         DoubleFactory1D.dense.make(
            numberOfStocksToInvestIn, covarianceMatrixDiagonalInitialValue));
   
   meanLogStockReturns = new DenseDoubleMatrix1D(numberOfStocksToInvestIn);
   leverageScalingFactorLearningWorkspace = new ArrayList<Double>();
   tradeableStocks = new ArrayList<String>(portfolio.stockWeights().keySet());
   mostRecentMarketValues = getStockMarketValues();
}
 
开发者ID:crisis-economics,项目名称:CRISIS,代码行数:14,代码来源:ValueAtRiskLeverageTargetAlgorithm.java


示例20: testExternalSolver1

import cern.colt.matrix.DoubleFactory1D; //导入依赖的package包/类
@Test
public final void testExternalSolver1()
{
	LSolver s = new LSolver(testMatrix,DoubleFactory1D.dense.make(new double[]{8., 45., -3., 3., 19.}));
	DoubleMatrix1D x = DoubleFactory1D.dense.make(testMatrix.rows());
	for(int i=0;i<s.j_b.length;++i) x.setQuick(i, s.j_b[i]);
	
	// Test 1
	s.solveExternally(1);
	for(int i=0;i<testMatrix.rows();++i)
		Assert.assertEquals(i+1, s.j_x[i],Configuration.fpAccuracy);
	verifyAxb(s);
	
	// Test 2
	LUDecompositionQuick solver = new LUDecompositionQuick();
	solver.decompose(testMatrix);solver.setLU(testMatrix);
	solver.solve(x);
	for(int i=0;i<testMatrix.rows();++i)
		Assert.assertEquals(i+1, x.getQuick(i),Configuration.fpAccuracy);
	verifyAxb(s);

	// Test 3
	for(int i=0;i<testMatrix.rows();++i) s.j_x[i]=0;
	s.solveUsingColt();
	for(int i=0;i<testMatrix.rows();++i)
		Assert.assertEquals(i+1, s.j_x[i],Configuration.fpAccuracy);
	verifyAxb(s);
}
 
开发者ID:kirilluk,项目名称:statechum,代码行数:29,代码来源:TestSolver.java



注:本文中的cern.colt.matrix.DoubleFactory1D类示例整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。


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