Matrix
Keywords: Jama.Matrix class

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## Jama
Class Matrix

    java.lang.Object
      Jama.Matrix

All Implemented Interfaces:
  java.io.Serializable, java.lang.Cloneable

    public class Matrix

extends java.lang.Object
implements java.lang.Cloneable, java.io.Serializable

Jama = Java Matrix class.

The Java Matrix Class provides the fundamental operations of numerical linear algebra. Various constructors create Matrices from two dimensional arrays of double precision floating point numbers. Various "gets" and "sets" provide access to submatrices and matrix elements. Several methods implement basic matrix arithmetic, including matrix addition and multiplication, matrix norms, and element-by-element array operations. Methods for reading and printing matrices are also included. All the operations in this version of the Matrix Class involve real matrices. Complex matrices may be handled in a future version.

Five fundamental matrix decompositions, which consist of pairs or triples of matrices, permutation vectors, and the like, produce results in five decomposition classes. These decompositions are accessed by the Matrix class to compute solutions of simultaneous linear equations, determinants, inverses and other matrix functions. The five decompositions are:

- Cholesky Decomposition of symmetric, positive definite matrices.
- LU Decomposition of rectangular matrices.
- QR Decomposition of rectangular matrices.
- Singular Value Decomposition of rectangular matrices.
- Eigenvalue Decomposition of both symmetric and nonsymmetric square matrices.

Example of use:

  Solve a linear system A x = b and compute the residual norm, ||b - A x||.

            double[][] vals = {{1.,2.,3},{4.,5.,6.},{7.,8.,10.}};
            Matrix A = new Matrix(vals);
            Matrix b = Matrix.random(3,1);
            Matrix x = A.solve(b);
            Matrix r = A.times(x).minus(b);
            double rnorm = r.normInf();

See Also:
  Serialized Form

Constructor Summary
`Matrix(double[][] A)` Construct a matrix from a 2-D array.
`Matrix(double[][] A, int m, int n)` Construct a matrix quickly without checking arguments.
`Matrix(double[] vals, int m)` Construct a matrix from a one-dimensional packed array
`Matrix(int m, int n)` Construct an m-by-n matrix of zeros.
`Matrix(int m, int n, double s)` Construct an m-by-n constant matrix.

Method Summary
`Matrix` | `arrayLeftDivide(Matrix B)` Element-by-element left division, C = A.\B
`Matrix` | `arrayLeftDivideEquals(Matrix B)` Element-by-element left division in place, A = A.\B
`Matrix` | `arrayRightDivide(Matrix B)` Element-by-element right division, C = A./B
`Matrix` | `arrayRightDivideEquals(Matrix B)` Element-by-element right division in place, A = A./B
`Matrix` | `arrayTimes(Matrix B)` Element-by-element multiplication, C = A.*B
`Matrix` | `arrayTimesEquals(Matrix B)` Element-by-element multiplication in place, A = A.*B
`CholeskyDecomposition` | `chol()` Cholesky Decomposition
`java.lang.Object` | `clone()` Clone the Matrix object.
`double` | `cond()` Matrix condition (2 norm)
`static Matrix` | `constructWithCopy(double[][] A)` Construct a matrix from a copy of a 2-D array.
`Matrix` | `copy()` Make a deep copy of a matrix
`double` | `det()` Matrix determinant
`EigenvalueDecomposition` | `eig()` Eigenvalue Decomposition
`double` | `get(int i, int j)` Get a single element.
`double[][]` | `getArray()` Access the internal two-dimensional array.
`double[][]` | `getArrayCopy()` Copy the internal two-dimensional array.
`int` | `getColumnDimension()` Get column dimension.
`double[]` | `getColumnPackedCopy()` Make a one-dimensional column packed copy of the internal array.
`Matrix` | `getMatrix(int[] r, int[] c)` Get a submatrix.
`Matrix` | `getMatrix(int[] r, int j0, int j1)` Get a submatrix.
`Matrix` | `getMatrix(int i0, int i1, int[] c)` Get a submatrix.
`Matrix` | `getMatrix(int i0, int i1, int j0, int j1)` Get a submatrix.
`int` | `getRowDimension()` Get row dimension.
`double[]` | `getRowPackedCopy()` Make a one-dimensional row packed copy of the internal array.
`static Matrix` | `identity(int m, int n)` Generate identity matrix
`Matrix` | `inverse()` Matrix inverse or pseudoinverse
`LUDecomposition` | `lu()` LU Decomposition
`Matrix` | `minus(Matrix B)` C = A - B
`Matrix` | `minusEquals(Matrix B)` A = A - B
`double` | `norm1()` One norm
`double` | `norm2()` Two norm
`double` | `normF()` Frobenius norm
`double` | `normInf()` Infinity norm
`Matrix` | `plus(Matrix B)` C = A + B
`Matrix` | `plusEquals(Matrix B)` A = A + B
`void` | `print(int w, int d)` Print the matrix to stdout.
`void` | `print(java.text.NumberFormat format, int width)` Print the matrix to stdout.
`void` | `print(java.io.PrintWriter output, int w, int d)` Print the matrix to the output stream.
`void` | `print(java.io.PrintWriter output, java.text.NumberFormat format, int width)` Print the matrix to the output stream.
`QRDecomposition` | `qr()` QR Decomposition
`static Matrix` | `random(int m, int n)` Generate matrix with random elements
`int` | `rank()` Matrix rank
`static Matrix` | `read(java.io.BufferedReader input)` Read a matrix from a stream.
`void` | `set(int i, int j, double s)` Set a single element.
`void` | `setMatrix(int[] r, int[] c, Matrix X)` Set a submatrix.
`void` | `setMatrix(int[] r, int j0, int j1, Matrix X)` Set a submatrix.
`void` | `setMatrix(int i0, int i1, int[] c, Matrix X)` Set a submatrix.
`void` | `setMatrix(int i0, int i1, int j0, int j1, Matrix X)` Set a submatrix.
`Matrix` | `solve(Matrix B)` Solve A*X = B
`Matrix` | `solveTranspose(Matrix B)` Solve X*A = B, which is also A'*X' = B'
`SingularValueDecomposition` | `svd()` Singular Value Decomposition
`Matrix` | `times(double s)` Multiply a matrix by a scalar, C = s*A
`Matrix` | `times(Matrix B)` Linear algebraic matrix multiplication, A * B
`Matrix` | `timesEquals(double s)` Multiply a matrix by a scalar in place, A = s*A
`double` | `trace()` Matrix trace.
`Matrix` | `transpose()` Matrix transpose.
`Matrix` | `uminus()` Unary minus

Methods inherited from class java.lang.Object
`equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Constructor Detail

### Matrix

    public Matrix(int m,
                  int n)

  Construct an m-by-n matrix of zeros.

  Parameters:
    `m` - Number of rows.
    `n` - Number of colums.

### Matrix

    public Matrix(int m,
                  int n,
                  double s)

  Construct an m-by-n constant matrix.

  Parameters:
    `m` - Number of rows.
    `n` - Number of colums.
    `s` - Fill the matrix with this scalar value.

### Matrix

    public Matrix(double[][] A)

  Construct a matrix from a 2-D array.

  Parameters:
    `A` - Two-dimensional array of doubles.
  Throws:
    `java.lang.IllegalArgumentException` - All rows must have the same length
  See Also:
    `constructWithCopy(double[][])`

### Matrix

    public Matrix(double[][] A,
                  int m,
                  int n)

  Construct a matrix quickly without checking arguments.

  Parameters:
    `A` - Two-dimensional array of doubles.
    `m` - Number of rows.
    `n` - Number of colums.

### Matrix

    public Matrix(double[] vals,
                  int m)

  Construct a matrix from a one-dimensional packed array

  Parameters:
    `vals` - One-dimensional array of doubles, packed by columns (ala Fortran).
    `m` - Number of rows.
  Throws:
    `java.lang.IllegalArgumentException` - Array length must be a multiple of m.

Method Detail

### constructWithCopy

    public static Matrix constructWithCopy(double[][] A)

  Construct a matrix from a copy of a 2-D array.

  Parameters:
    `A` - Two-dimensional array of doubles.
  Throws:
    `java.lang.IllegalArgumentException` - All rows must have the same length

### copy

    public Matrix copy()

  Make a deep copy of a matrix

### clone

    public java.lang.Object clone()

  Clone the Matrix object.

  Overrides:
    `clone` in class `java.lang.Object`

### getArray

    public double[][] getArray()

  Access the internal two-dimensional array.

  Returns:
    Pointer to the two-dimensional array of matrix elements.

### getArrayCopy

    public double[][] getArrayCopy()

  Copy the internal two-dimensional array.

  Returns:
    Two-dimensional array copy of matrix elements.

### getColumnPackedCopy

    public double[] getColumnPackedCopy()

  Make a one-dimensional column packed copy of the internal array.

  Returns:
    Matrix elements packed in a one-dimensional array by columns.

### getRowPackedCopy

    public double[] getRowPackedCopy()

  Make a one-dimensional row packed copy of the internal array.

  Returns:
    Matrix elements packed in a one-dimensional array by rows.

### getRowDimension

    public int getRowDimension()

  Get row dimension.

  Returns:
    m, the number of rows.

### getColumnDimension

    public int getColumnDimension()

  Get column dimension.

  Returns:
    n, the number of columns.

### get

    public double get(int i,
                      int j)

  Get a single element.

  Parameters:
    `i` - Row index.
    `j` - Column index.
  Returns:
    A(i,j)
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException`

### getMatrix

    public Matrix getMatrix(int i0,
                            int i1,
                            int j0,
                            int j1)

  Get a submatrix.

  Parameters:
    `i0` - Initial row index
    `i1` - Final row index
    `j0` - Initial column index
    `j1` - Final column index
  Returns:
    A(i0:i1,j0:j1)
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### getMatrix

    public Matrix getMatrix(int[] r,
                            int[] c)

  Get a submatrix.

  Parameters:
    `r` - Array of row indices.
    `c` - Array of column indices.
  Returns:
    A(r(:),c(:))
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### getMatrix

    public Matrix getMatrix(int i0,
                            int i1,
                            int[] c)

  Get a submatrix.

  Parameters:
    `i0` - Initial row index
    `i1` - Final row index
    `c` - Array of column indices.
  Returns:
    A(i0:i1,c(:))
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### getMatrix

    public Matrix getMatrix(int[] r,
                            int j0,
                            int j1)

  Get a submatrix.

  Parameters:
    `r` - Array of row indices.
    `i0` - Initial column index
    `i1` - Final column index
  Returns:
    A(r(:),j0:j1)
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### set

    public void set(int i,
                    int j,
                    double s)

  Set a single element.

  Parameters:
    `i` - Row index.
    `j` - Column index.
    `s` - A(i,j).
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException`

### setMatrix

    public void setMatrix(int i0,
                          int i1,
                          int j0,
                          int j1,
                          Matrix X)

  Set a submatrix.

  Parameters:
    `i0` - Initial row index
    `i1` - Final row index
    `j0` - Initial column index
    `j1` - Final column index
    `X` - A(i0:i1,j0:j1)
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### setMatrix

    public void setMatrix(int[] r,
                          int[] c,
                          Matrix X)

  Set a submatrix.

  Parameters:
    `r` - Array of row indices.
    `c` - Array of column indices.
    `X` - A(r(:),c(:))
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### setMatrix

    public void setMatrix(int[] r,
                          int j0,
                          int j1,
                          Matrix X)

  Set a submatrix.

  Parameters:
    `r` - Array of row indices.
    `j0` - Initial column index
    `j1` - Final column index
    `X` - A(r(:),j0:j1)
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### setMatrix

    public void setMatrix(int i0,
                          int i1,
                          int[] c,
                          Matrix X)

  Set a submatrix.

  Parameters:
    `i0` - Initial row index
    `i1` - Final row index
    `c` - Array of column indices.
    `X` - A(i0:i1,c(:))
  Throws:
    `java.lang.ArrayIndexOutOfBoundsException` - Submatrix indices

### transpose

    public Matrix transpose()

  Matrix transpose.

  Returns:
    A'

### norm1

    public double norm1()

  One norm

  Returns:
    maximum column sum.

### norm2

    public double norm2()

  Two norm

  Returns:
    maximum singular value.

### normInf

    public double normInf()

  Infinity norm

  Returns:
    maximum row sum.

### normF

    public double normF()

  Frobenius norm

  Returns:
    sqrt of sum of squares of all elements.

### uminus

    public Matrix uminus()

  Unary minus

  Returns:
    -A

### plus

    public Matrix plus(Matrix B)

  C = A + B

  Parameters:
    `B` - another matrix
  Returns:
    A + B

### plusEquals

    public Matrix plusEquals(Matrix B)

  A = A + B

  Parameters:
    `B` - another matrix
  Returns:
    A + B

### minus

    public Matrix minus(Matrix B)

  C = A - B

  Parameters:
    `B` - another matrix
  Returns:
    A - B

### minusEquals

    public Matrix minusEquals(Matrix B)

  A = A - B

  Parameters:
    `B` - another matrix
  Returns:
    A - B

### arrayTimes

    public Matrix arrayTimes(Matrix B)

  Element-by-element multiplication, C = A.*B

  Parameters:
    `B` - another matrix
  Returns:
    A.*B

### arrayTimesEquals

    public Matrix arrayTimesEquals(Matrix B)

  Element-by-element multiplication in place, A = A.*B

  Parameters:
    `B` - another matrix
  Returns:
    A.*B

### arrayRightDivide

    public Matrix arrayRightDivide(Matrix B)

  Element-by-element right division, C = A./B

  Parameters:
    `B` - another matrix
  Returns:
    A./B

### arrayRightDivideEquals

    public Matrix arrayRightDivideEquals(Matrix B)

  Element-by-element right division in place, A = A./B

  Parameters:
    `B` - another matrix
  Returns:
    A./B

### arrayLeftDivide

    public Matrix arrayLeftDivide(Matrix B)

  Element-by-element left division, C = A.\B

  Parameters:
    `B` - another matrix
  Returns:
    A.\B

### arrayLeftDivideEquals

    public Matrix arrayLeftDivideEquals(Matrix B)

  Element-by-element left division in place, A = A.\B

  Parameters:
    `B` - another matrix
  Returns:
    A.\B

### times

    public Matrix times(double s)

  Multiply a matrix by a scalar, C = s*A

  Parameters:
    `s` - scalar
  Returns:
    s*A

### timesEquals

    public Matrix timesEquals(double s)

  Multiply a matrix by a scalar in place, A = s*A

  Parameters:
    `s` - scalar
  Returns:
    replace A by s*A

### times

    public Matrix times(Matrix B)

  Linear algebraic matrix multiplication, A * B

  Parameters:
    `B` - another matrix
  Returns:
    Matrix product, A * B
  Throws:
    `java.lang.IllegalArgumentException` - Matrix inner dimensions must agree.

### lu

    public LUDecomposition lu()

  LU Decomposition

  Returns:
    LUDecomposition
  See Also:
    `LUDecomposition`

### qr

    public QRDecomposition qr()

  QR Decomposition

  Returns:
    QRDecomposition
  See Also:
    `QRDecomposition`

### chol

    public CholeskyDecomposition chol()

  Cholesky Decomposition

  Returns:
    CholeskyDecomposition
  See Also:
    `CholeskyDecomposition`

### svd

    public SingularValueDecomposition svd()

  Singular Value Decomposition

  Returns:
    SingularValueDecomposition
  See Also:
    `SingularValueDecomposition`

### eig

    public EigenvalueDecomposition eig()

  Eigenvalue Decomposition

  Returns:
    EigenvalueDecomposition
  See Also:
    `EigenvalueDecomposition`

### solve

    public Matrix solve(Matrix B)

  Solve A*X = B

  Parameters:
    `B` - right hand side
  Returns:
    solution if A is square, least squares solution otherwise

### solveTranspose

    public Matrix solveTranspose(Matrix B)

  Solve X*A = B, which is also A'*X' = B'

  Parameters:
    `B` - right hand side
  Returns:
    solution if A is square, least squares solution otherwise.

### inverse

    public Matrix inverse()

  Matrix inverse or pseudoinverse

  Returns:
    inverse(A) if A is square, pseudoinverse otherwise.

### det

    public double det()

  Matrix determinant

  Returns:
    determinant

### rank

    public int rank()

  Matrix rank

  Returns:
    effective numerical rank, obtained from SVD.

### cond

    public double cond()

  Matrix condition (2 norm)

  Returns:
    ratio of largest to smallest singular value.

### trace

    public double trace()

  Matrix trace.

  Returns:
    sum of the diagonal elements.

### random

    public static Matrix random(int m,
                                int n)

  Generate matrix with random elements

  Parameters:
    `m` - Number of rows.
    `n` - Number of colums.
  Returns:
    An m-by-n matrix with uniformly distributed random elements.

### identity

    public static Matrix identity(int m,
                                  int n)

  Generate identity matrix

  Parameters:
    `m` - Number of rows.
    `n` - Number of colums.
  Returns:
    An m-by-n matrix with ones on the diagonal and zeros elsewhere.

### print

    public void print(int w,
                      int d)

  Print the matrix to stdout. Line the elements up in columns with a Fortran-like 'Fw.d' style format.

  Parameters:
    `w` - Column width.
    `d` - Number of digits after the decimal.

### print

    public void print(java.io.PrintWriter output,
                      int w,
                      int d)

  Print the matrix to the output stream. Line the elements up in columns with a Fortran-like 'Fw.d' style format.

  Parameters:
    `output` - Output stream.
    `w` - Column width.
    `d` - Number of digits after the decimal.

### print

    public void print(java.text.NumberFormat format,
                      int width)

  Print the matrix to stdout. Line the elements up in columns. Use the format object, and right justify within columns of width characters. Note that is the matrix is to be read back in, you probably will want to use a NumberFormat that is set to US Locale.

  Parameters:
    `format` - A Formatting object for individual elements.
    `width` - Field width for each column.
  See Also:
    `DecimalFormat.setDecimalFormatSymbols(java.text.DecimalFormatSymbols)`

### print

    public void print(java.io.PrintWriter output,
                      java.text.NumberFormat format,
                      int width)

  Print the matrix to the output stream. Line the elements up in columns. Use the format object, and right justify within columns of width characters. Note that is the matrix is to be read back in, you probably will want to use a NumberFormat that is set to US Locale.

  Parameters:
    `output` - the output stream.
    `format` - A formatting object to format the matrix elements
    `width` - Column width.
  See Also:
    `DecimalFormat.setDecimalFormatSymbols(java.text.DecimalFormatSymbols)`

### read

    public static Matrix read(java.io.BufferedReader input)
                       throws java.io.IOException

  Read a matrix from a stream. The format is the same the print method, so printed matrices can be read back in (provided they were printed using US Locale). Elements are separated by whitespace, all the elements for each row appear on a single line, the last row is followed by a blank line.

  Parameters:
    `input` - the input stream.
  Throws:
    `java.io.IOException`

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