Class RandomMatrices_DDRM
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Method Summary
Modifier and TypeMethodDescriptionstatic void
addUniform
(DMatrixRMaj A, double min, double max, Random rand) Adds random values to each element in the matrix from an uniform distribution.
aij = aij + U(min,max)static DMatrixRMaj
Creates a random diagonal matrix where the diagonal elements are selected from a uniform distribution that goes from min to max.static DMatrixRMaj
Creates a random matrix where all elements are zero but diagonal elements.static void
fillGaussian
(DMatrixD1 mat, double mean, double stdev, Random rand) Sets each element in the matrix to a value drawn from an Gaussian distribution with the specified mean and standard deviationstatic void
fillUniform
(DMatrixD1 mat, double min, double max, Random rand) Sets each element in the matrix to a value drawn from an uniform distribution from 'min' to 'max' inclusive.static void
fillUniform
(DMatrixRMaj mat, Random rand) Sets each element in the matrix to a value drawn from an uniform distribution from 0 to 1 inclusive.static DMatrixRMaj
insideSpan
(DMatrixRMaj[] span, double min, double max, Random rand) Creates a random vector that is inside the specified span.static DMatrixRMaj
orthogonal
(int numRows, int numCols, Random rand) Creates a random orthogonal or isometric matrix, depending on the number of rows and columns.static BMatrixRMaj
randomBinary
(int numRow, int numCol, Random rand) Returns new boolean matrix with true or false values selected with equal probability.static DMatrixRMaj
Returns a matrix where all the elements are selected independently from a uniform distribution between 'min' and 'max' inclusive.static DMatrixRMaj
Returns a matrix where all the elements are selected independently from a uniform distribution between 0 and 1 inclusive.static DMatrixRMaj
rectangleGaussian
(int numRow, int numCol, double mean, double stdev, Random rand) Sets each element in the matrix to a value drawn from an Gaussian distribution with the specified mean and standard deviationstatic void
setRandomB
(BMatrixRMaj mat, Random rand) Sets each element in the boolean matrix to true or false with equal probabilitystatic DMatrixRMaj
Creates a random matrix which will have the provided singular values.static DMatrixRMaj[]
Creates a randomly generated set of orthonormal vectors.static DMatrixRMaj
Creates a random symmetric matrix whose values are selected from an uniform distribution from min to max, inclusive.static void
symmetric
(DMatrixRMaj A, double min, double max, Random rand) Sets the provided square matrix to be a random symmetric matrix whose values are selected from an uniform distribution from min to max, inclusive.static DMatrixRMaj
symmetricPosDef
(int width, Random rand) Creates a random symmetric positive definite matrix.static DMatrixRMaj
symmetricWithEigenvalues
(int num, Random rand, double... eigenvalues) Creates a new random symmetric matrix that will have the specified real eigenvalues.static DMatrixRMaj
triangularLower
(int dimen, int hessenberg, double min, double max, Random rand) Creates a lower triangular matrix whose values are selected from a uniform distribution.static DMatrixRMaj
triangularUpper
(int dimen, int hessenberg, double min, double max, Random rand) Creates an upper triangular matrix whose values are selected from a uniform distribution.
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Method Details
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span
Creates a randomly generated set of orthonormal vectors. At most it can generate the same number of vectors as the dimension of the vectors.
This is done by creating random vectors then ensuring that they are orthogonal to all the ones previously created with reflectors.
NOTE: This employs a brute force O(N3) algorithm.
- Parameters:
dimen
- dimension of the space which the vectors will span.numVectors
- How many vectors it should generate.rand
- Used to create random vectors.- Returns:
- Array of N random orthogonal vectors of unit length.
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insideSpan
Creates a random vector that is inside the specified span.- Parameters:
span
- The span the random vector belongs in.rand
- RNG- Returns:
- A random vector within the specified span.
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orthogonal
Creates a random orthogonal or isometric matrix, depending on the number of rows and columns. The number of rows must be more than or equal to the number of columns.
- Parameters:
numRows
- Number of rows in the generated matrix.numCols
- Number of columns in the generated matrix.rand
- Random number generator used to create matrices.- Returns:
- A new isometric matrix.
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diagonal
Creates a random diagonal matrix where the diagonal elements are selected from a uniform distribution that goes from min to max.- Parameters:
N
- Dimension of the matrix.min
- Minimum value of a diagonal element.max
- Maximum value of a diagonal element.rand
- Random number generator.- Returns:
- A random diagonal matrix.
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diagonal
Creates a random matrix where all elements are zero but diagonal elements. Diagonal elements randomly drawn from a uniform distribution from min to max, inclusive.- Parameters:
numRows
- Number of rows in the returned matrix..numCols
- Number of columns in the returned matrix.min
- Minimum value of a diagonal element.max
- Maximum value of a diagonal element.rand
- Random number generator.- Returns:
- A random diagonal matrix.
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singular
Creates a random matrix which will have the provided singular values. The length of sv is assumed to be the rank of the matrix. This can be useful for testing purposes when one needs to ensure that a matrix is not singular but randomly generated.
- Parameters:
numRows
- Number of rows in generated matrix.numCols
- NUmber of columns in generated matrix.rand
- Random number generator.sv
- Singular values of the matrix.- Returns:
- A new matrix with the specified singular values.
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symmetricWithEigenvalues
Creates a new random symmetric matrix that will have the specified real eigenvalues.- Parameters:
num
- Dimension of the resulting matrix.rand
- Random number generator.eigenvalues
- Set of real eigenvalues that the matrix will have.- Returns:
- A random matrix with the specified eigenvalues.
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rectangle
Returns a matrix where all the elements are selected independently from a uniform distribution between 0 and 1 inclusive.- Parameters:
numRow
- Number of rows in the new matrix.numCol
- Number of columns in the new matrix.rand
- Random number generator used to fill the matrix.- Returns:
- The randomly generated matrix.
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randomBinary
Returns new boolean matrix with true or false values selected with equal probability.- Parameters:
numRow
- Number of rows in the new matrix.numCol
- Number of columns in the new matrix.rand
- Random number generator used to fill the matrix.- Returns:
- The randomly generated matrix.
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addUniform
Adds random values to each element in the matrix from an uniform distribution.
aij = aij + U(min,max)
- Parameters:
A
- The matrix who is to be randomized. Modifiedmin
- The minimum value each element can be.max
- The maximum value each element can be..rand
- Random number generator used to fill the matrix.
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rectangle
Returns a matrix where all the elements are selected independently from a uniform distribution between 'min' and 'max' inclusive.
- Parameters:
numRow
- Number of rows in the new matrix.numCol
- Number of columns in the new matrix.min
- The minimum value each element can be.max
- The maximum value each element can be.rand
- Random number generator used to fill the matrix.- Returns:
- The randomly generated matrix.
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fillUniform
Sets each element in the matrix to a value drawn from an uniform distribution from 0 to 1 inclusive.
- Parameters:
mat
- The matrix who is to be randomized. Modified.rand
- Random number generator used to fill the matrix.
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fillUniform
Sets each element in the matrix to a value drawn from an uniform distribution from 'min' to 'max' inclusive.
- Parameters:
min
- The minimum value each element can be.max
- The maximum value each element can be.mat
- The matrix who is to be randomized. Modified.rand
- Random number generator used to fill the matrix.
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setRandomB
Sets each element in the boolean matrix to true or false with equal probability
- Parameters:
mat
- The matrix who is to be randomized. Modified.rand
- Random number generator used to fill the matrix.
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rectangleGaussian
public static DMatrixRMaj rectangleGaussian(int numRow, int numCol, double mean, double stdev, Random rand) Sets each element in the matrix to a value drawn from an Gaussian distribution with the specified mean and standard deviation
- Parameters:
numRow
- Number of rows in the new matrix.numCol
- Number of columns in the new matrix.mean
- Mean value in the distributionstdev
- Standard deviation in the distributionrand
- Random number generator used to fill the matrix.
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fillGaussian
Sets each element in the matrix to a value drawn from an Gaussian distribution with the specified mean and standard deviation
- Parameters:
mat
- The matrix who is to be randomized. Modified.mean
- Mean value in the distributionstdev
- Standard deviation in the distributionrand
- Random number generator used to fill the matrix.
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symmetricPosDef
Creates a random symmetric positive definite matrix.- Parameters:
width
- The width of the square matrix it returns.rand
- Random number generator used to make the matrix.- Returns:
- The random symmetric positive definite matrix.
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symmetric
Creates a random symmetric matrix whose values are selected from an uniform distribution from min to max, inclusive.- Parameters:
length
- Width and height of the matrix.min
- Minimum value an element can have.max
- Maximum value an element can have.rand
- Random number generator.- Returns:
- A symmetric matrix.
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symmetric
Sets the provided square matrix to be a random symmetric matrix whose values are selected from an uniform distribution from min to max, inclusive.- Parameters:
A
- The matrix that is to be modified. Must be square. Modified.min
- Minimum value an element can have.max
- Maximum value an element can have.rand
- Random number generator.
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triangularUpper
public static DMatrixRMaj triangularUpper(int dimen, int hessenberg, double min, double max, Random rand) Creates an upper triangular matrix whose values are selected from a uniform distribution. If hessenberg is greater than zero then a hessenberg matrix of the specified degree is created instead.- Parameters:
dimen
- Number of rows and columns in the matrix..hessenberg
- 0 for triangular matrix and > 0 for hessenberg matrix.min
- minimum value an element can be.max
- maximum value an element can be.rand
- random number generator used.- Returns:
- The randomly generated matrix.
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triangularLower
public static DMatrixRMaj triangularLower(int dimen, int hessenberg, double min, double max, Random rand) Creates a lower triangular matrix whose values are selected from a uniform distribution. If hessenberg is greater than zero then a hessenberg matrix of the specified degree is created instead.- Parameters:
dimen
- Number of rows and columns in the matrix..hessenberg
- 0 for triangular matrix and > 0 for hessenberg matrix.min
- minimum value an element can be.max
- maximum value an element can be.rand
- random number generator used.- Returns:
- The randomly generated matrix.
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