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  • Titre:efficient java matrix library

    La description :main page from jump to: navigation , search (ejml) is a linear algebra library for manipulating real/complex/dense/sparse matrices. its design goals are; 1) to be as computationally and memory efficie...

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Created Date:2011-06-09

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main page from jump to: navigation , search (ejml) is a linear algebra library for manipulating real/complex/dense/sparse matrices. its design goals are; 1) to be as computationally and memory efficient as possible for both small and large matrices, and 2) to be accessible to both novices and experts. these goals are accomplished by dynamically selecting the best algorithms to use at runtime, clean api, and multiple interfaces. ejml is free, written in 100% java and has been released under an apache v2.0 license. ejml has three distinct ways to interact with it: 1) procedural , 2) simplematrix , and 3) equations . procedure provides all capabilities of ejml and almost complete control over memory creation, speed, and specific algorithms. simplematrix provides a simplified subset of the core capabilities in an easy to use flow styled object-oriented api, inspired by jama . equations is a symbolic interface, similar in spirit to matlab and other cas , that provides a compact way of writing equations. version: v0.38 date: march 13, 2019 v0.31 upgrade script change log download manual javadoc message board bug reports faq acknowledgments performance users code examples demonstrations on how to compute the kalman gain "k" using each interface in ejml. procedural mult ( h , p , c ); multtransb ( c , h , s ); addequals ( s , r ); if ( ! invert ( s , s_inv ) ) throw new runtimeexception ( "invert failed" ); multtransa ( h , s_inv , d ); mult ( p , d , k ); simplematrix simplematrix s = h . mult ( p ). mult ( h . transpose ()). plus ( r ); simplematrix k = p . mult ( h . transpose (). mult ( s . invert ())); equations eq . process ( "k = p*h'*inv( h*p*h' + r )" ); functionality data structures operations fixed sized matrix 2x2 to 6x6 vector 2 to 6 dense real row-major block dense complex row-major sparse real compressed column full support for floats and doubles basic operators (addition, multiplication, ... ) matrix manipulation (extract, insert, combine, ... ) linear solvers (linear, least squares, incremental, ... ) decompositions (lu, qr, cholesky, svd, eigenvalue, ...) matrix features (rank, symmetric, definitiveness, ... ) random matrices (covariance, orthogonal, symmetric, ... ) unit testing . decomposition dense real dense complex sparse real sparse complex lu x x x cholesky ll x x x cholesky ldl x qr x x x qrp x svd x eigen-symmetric x eigen-general x support for floats (32-bit) and doubles (64-bit) is available. sparse matrix support is only available for basic operations at this time. ejml is currently a single threaded library only. multi threaded work will start once block implementations of svd and eigenvalue are finished. retrieved from " http://ejml.org/wiki/index.php?title=main_page&oldid=275 " navigation menu personal tools log in namespaces main page discussion variants views read view source view history more search navigation main page manual javadoc download recent changes random page help tools what links here related changes special pages printable version permanent link page information this page was last modified on 13 march 2019, at 21:24. privacy policy about disclaimers

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