Class VectorVectorMult_FDRM
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionstatic void
addOuterProd
(float gamma, FMatrixD1 x, FMatrixD1 y, FMatrix1Row A) Adds to A ∈ ℜ m × n the results of an outer product multiplication of the two vectors.static void
householder
(float gamma, FMatrixD1 u, FMatrixD1 x, FMatrixD1 y) Multiplies a householder reflection against a vector:
y = (I + γ u uT)xstatic float
Computes the inner product of the two vectors.static float
innerProdA
(FMatrixD1 x, FMatrixD1 A, FMatrixD1 y) return = xT*A*ystatic float
innerProdTranA
(FMatrixD1 x, FMatrixD1 A, FMatrixD1 y) xTATystatic void
outerProd
(FMatrixD1 x, FMatrixD1 y, FMatrix1Row A) Sets A ∈ ℜ m × n equal to an outer product multiplication of the two vectors.static void
rank1Update
(float gamma, FMatrixRMaj A, FMatrixRMaj u, FMatrixRMaj w) Performs a rank one update on matrix A using vectors u and w.static void
rank1Update
(float gamma, FMatrixRMaj A, FMatrixRMaj u, FMatrixRMaj w, FMatrixRMaj B) Performs a rank one update on matrix A using vectors u and w.
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Constructor Details
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VectorVectorMult_FDRM
public VectorVectorMult_FDRM()
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Method Details
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innerProd
Computes the inner product of the two vectors. In geometry this is known as the dot product.
∑k=1:n xk * yk
where x and y are vectors with n elements.These functions are often used inside of highly optimized code and therefor sanity checks are kept to a minimum. It is not recommended that any of these functions be used directly.
- Parameters:
x
- A vector with n elements. Not modified.y
- A vector with n elements. Not modified.- Returns:
- The inner product of the two vectors.
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innerProdA
return = xT*A*y
- Parameters:
x
- A vector with n elements. Not modified.A
- A matrix with n by m elements. Not modified.y
- A vector with m elements. Not modified.- Returns:
- The results.
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innerProdTranA
xTATy
- Parameters:
x
- A vector with n elements. Not modified.A
- A matrix with n by n elements. Not modified.y
- A vector with n elements. Not modified.- Returns:
- The results.
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outerProd
Sets A ∈ ℜ m × n equal to an outer product multiplication of the two vectors. This is also known as a rank-1 operation.
A = x * y' where x ∈ ℜ m and y ∈ ℜ n are vectors.Which is equivalent to: Aij = xi*yj
These functions are often used inside of highly optimized code and therefor sanity checks are kept to a minimum. It is not recommended that any of these functions be used directly.
- Parameters:
x
- A vector with m elements. Not modified.y
- A vector with n elements. Not modified.A
- A Matrix with m by n elements. Modified.
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addOuterProd
Adds to A ∈ ℜ m × n the results of an outer product multiplication of the two vectors. This is also known as a rank 1 update.
A = A + γ x * yT where x ∈ ℜ m and y ∈ ℜ n are vectors.Which is equivalent to: Aij = Aij + γ xi*yj
These functions are often used inside of highly optimized code and therefor sanity checks are kept to a minimum. It is not recommended that any of these functions be used directly.
- Parameters:
gamma
- A multiplication factor for the outer product.x
- A vector with m elements. Not modified.y
- A vector with n elements. Not modified.A
- A Matrix with m by n elements. Modified.
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householder
Multiplies a householder reflection against a vector:
y = (I + γ u uT)x
The Householder reflection is used in some implementations of QR decomposition.
- Parameters:
u
- A vector. Not modified.x
- a vector. Not modified.y
- Vector where the result are written to.
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rank1Update
public static void rank1Update(float gamma, FMatrixRMaj A, FMatrixRMaj u, FMatrixRMaj w, FMatrixRMaj B) Performs a rank one update on matrix A using vectors u and w. The results are stored in B.
B = A + γ u wT
This is called a rank1 update because the matrix u wT has a rank of 1. Both A and B can be the same matrix instance, but there is a special rank1Update for that.
- Parameters:
gamma
- A scalar.A
- A m by m matrix. Not modified.u
- A vector with m elements. Not modified.w
- A vector with m elements. Not modified.B
- A m by m matrix where the results are stored. Modified.
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rank1Update
Performs a rank one update on matrix A using vectors u and w. The results are stored in A.
A = A + γ u wT
This is called a rank1 update because the matrix u wT has a rank of 1.
- Parameters:
gamma
- A scalar.A
- A m by m matrix. Modified.u
- A vector with m elements. Not modified.
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