Class matrixUtil

Class matrixUtil 

Object
   |
   +----matrixUtil
public class matrixUtil
extends Object
matrixUtil is a class that contains methods which can be used to perform calculations involving matrices.
Version:
1.1, 02/27/98
Author:
Dr. David Lane, Al Shea

Constructor Index

o matrixUtil()
Class constructor.

Method Index

o MMult(double[][], double[][], int, int, int)
o OneTwo(double[], int)
o chol(double[], double[], int)
Given a symmetric matrix order n as lower triangle in a[], it calculates an uppper trangle, u[], such that uprime * u = a.
o syminv(double[], double[], int)
Forms in u[] as lower triangle, a generalized inverse of the positive semi-definite symmetric matrix a[] of order n, which is stored as lower triangle

Constructors

o matrixUtil 
  public matrixUtil()
Class constructor.

Methods

o MMult 
  public static double[][][][] MMult(double[][] X,
                                     double[][] Y,
                                     int L,
                                     int M,
                                     int N)
o OneTwo 
  public static double[][][][] OneTwo(double[] X,
                                      int n)
o chol 
  public static int chol(double[] a,
                         double[] u,
                         int n)
Given a symmetric matrix order n as lower triangle in a[], it calculates an uppper trangle, u[], such that uprime * u = a.
Parameters:
a - an array with (n*(n+1)/2+1) elements, which represent the elements of lower triangle of the symmetric matrix
u - the resultant upper triangle, such that uprime * u = a
n - order of symmetric matrix a
Returns:
returns ifault=0, if no error
o syminv 
  public static int syminv(double[] a,
                           double[] u,
                           int n)
Forms in u[] as lower triangle, a generalized inverse of the positive semi-definite symmetric matrix a[] of order n, which is stored as lower triangle
Parameters:
a - an array with (n*(n+1)/2+1) elements, which represent the elements of lower triangle of the symmetric matrix
u - the resultant upper triangle, such that uprime * u = a
n - order of symmetric matrix a
Returns:
returns ier=0, if no error