Matrix Methods |
The Matrix type exposes the following members.
Name | Description | |
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Add(Double) |
Adds the scalar to this matrix and returns the result.
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Add(Matrix) |
Adds the given matrix to this one and returns the result.
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Add(Double, Matrix) |
Adds the scalar to the matrix and writes the result
in another matrix.
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Add(Matrix, Matrix) |
Adds another matrix to this one and writes result
to the given matrix.
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AddInPlace(Double) |
Adds the scalar to the matrix.
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AddInPlace(Matrix) |
Adds another matrix to this one.
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Assign(Double) |
Sets all elements of the matrix to the given value. This is the same as SetValues() call.
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Assign(Double) |
Copies the elements of the matrix from 2D array. This is the same as SetValues() call.
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BilinearForm |
Computes the value of bilinear form x' * A * y.
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Clear |
Sets all elements of the matrix to zero.
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Clone |
Creates a copy of this matrix.
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ConditionNumber |
Computes the condition number of the matrix using SVD.
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CopyTo(Matrix) |
Copies this matrix into another one.
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CopyTo(Matrix, Int32, Int32, Int32, Int32, Int32, Int32) |
Copies part of this matrix to another one.
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DelayedClone |
Returns a mirror of this matrix.
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Determinant |
Computes the determinant of the matrix using LU factorization.
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Diagonal(Int32, Vector) |
Creates square matrix with given elements on the main diagonal.
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Diagonal(Int32, Int32, Vector) |
Creates rectangular matrix with given elements on the main diagonal.
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DiagonalStack(Matrix, Matrix) | ||
DiagonalStack(Matrix, Matrix, Matrix) | ||
Divide(Double) |
Divides this matrix by given scalar and writes result
into another matrix.
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Divide(Double, Matrix) |
Divides this matrix by given scalar and writes result
into another matrix.
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DivideInPlace |
Divides each element of the matrix by given scalar.
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Equals(Object) |
Determines whether the specified Object is equal to the
current Object.
(Overrides ObjectEquals(Object).) | |
Equals(Matrix) |
Indicates whether the current matrix is equal to another.
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FrobeniusNorm |
Computes the Frobenius norm.
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GeneralMatrixMatrixMultiply |
Computes the matrix-matrix product in general form. This method
corresponds to the GEMM routine from BLAS Level 3. It multiplies
this matrix by scalar beta and adds the product
of matrices A and B scaled by
scalar alpha.
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GetColumn(Int32) |
Returns the vector that stores the elements of particular
column of this matrix.
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GetColumn(Int32, Vector) |
Copies the elements of particular column of this matrix to
given vector.
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GetColumn(Int32, Double) |
Copies the elements of particular column of this matrix to
given vector.
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GetDiagonalValues |
Creates the vector of diagonal elements of this matrix.
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GetDiagonalValues(Vector) |
Copies the diagonal elements of this matrix into the vector.
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GetHashCode |
Serves as a hash function for a particular type.
(Overrides ObjectGetHashCode.) | |
GetInverse |
Computes the Moore-Penrose pseudoinverse matrix. This routine uses
advanced algorithm that performs much faster for most matrices.
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GetInverse(Matrix) |
Computes the Moore-Penrose pseudoinverse matrix. This routine uses
advanced algorithm that performs much faster for most matrices.
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GetLowerTrapezoid |
Returns a new matrix of the same size containing the lower trapezoid of this
matrix.
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GetLowerTrapezoid(Matrix) |
Copies the lower trapezoid of this matrix into another matrix of the same size.
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GetLowerTrapezoid(Matrix, Boolean) |
Copies the lower trapezoid of this matrix into another matrix of the same size.
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GetLowerTriangle |
Returns a new square matrix containing the lower triangle of this matrix.
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GetLowerTriangle(Matrix) |
Copies the lower triangle of this matrix into another square matrix.
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GetLowerTriangle(Matrix, Boolean) |
Copies the lower triangle of this matrix into another square matrix.
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GetLUInverse |
Computes the inverse of this matrix.
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GetLUInverse(Matrix) |
Computes the inverse of this matrix.
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GetNormalized(MatrixNormType) |
Computes normalized matrix (with unity norm).
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GetNormalized(MatrixNormType, Matrix) |
Computes normalized matrix (with unity norm).
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GetPseudoInverse |
Computes the Moore-Penrose pseudoinverse matrix.
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GetPseudoInverse(Matrix) |
Computes the Moore-Penrose pseudoinverse matrix.
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GetRow(Int32) |
Returns the vector that stores the elements of the particular row.
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GetRow(Int32, Vector) |
Copies the elements of the particular row to the given vector.
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GetRow(Int32, Double) |
Copies the elements of the particular row to the given vector.
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GetStrictlyLowerTrapezoid |
Returns a new matrix of the same size containing the strictly lower trapezoid
of this matrix.
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GetStrictlyLowerTrapezoid(Matrix) |
Copies the strictly lower trapezoid of this matrix into another matrix of the same size.
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GetStrictlyLowerTrapezoid(Matrix, Boolean) |
Copies the strictly lower trapezoid of this matrix into another matrix of the same size.
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GetStrictlyLowerTriangle |
Returns a new square matrix containing the strictly lower triangle of this matrix.
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GetStrictlyLowerTriangle(Matrix) |
Copies the strictly lower triangle of this matrix into another square matrix.
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GetStrictlyLowerTriangle(Matrix, Boolean) |
Copies the strictly lower triangle of this matrix into another square matrix.
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GetStrictlyUpperTrapezoid |
Returns a new matrix of the same size containing the strictly upper trapezoid
of this matrix.
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GetStrictlyUpperTrapezoid(Matrix) |
Copies the strictly upper trapezoid of this matrix into another matrix of the same size.
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GetStrictlyUpperTrapezoid(Matrix, Boolean) |
Copies the strictly upper trapezoid of this matrix into another matrix of the same size.
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GetStrictlyUpperTriangle |
Returns a new square matrix containing the strictly upper triangle of this matrix.
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GetStrictlyUpperTriangle(Matrix) |
Copies the strictly upper triangle of this matrix into another square matrix.
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GetStrictlyUpperTriangle(Matrix, Boolean) |
Copies the strictly upper triangle of this matrix into another square matrix.
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GetSubMatrix(Int32, Int32, Matrix) |
Copies submatrix to another matrix.
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GetSubMatrix(Int32, Int32, Int32, Int32) |
Creates a matrix that contains the values from the requested sub-matrix.
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GetTransposed |
Computes the transpose of this matrix.
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GetTransposed(Matrix) |
Computes the transpose of this matrix.
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GetType | Gets the Type of the current instance. (Inherited from Object.) | |
GetUpperTrapezoid |
Returns a new matrix of the same size containing the upper trapezoid of this
matrix.
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GetUpperTrapezoid(Matrix) |
Copies the upper trapezoid of this matrix into another matrix of the same size.
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GetUpperTrapezoid(Matrix, Boolean) |
Copies the upper trapezoid of this matrix into another matrix of the same size.
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GetUpperTriangle |
Returns a new square matrix containing the upper triangle of this matrix.
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GetUpperTriangle(Matrix) |
Copies the upper triangle of this matrix into another square matrix.
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GetUpperTriangle(Matrix, Boolean) |
Copies the upper triangle of this matrix into another square matrix.
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GetValues |
Returns the 2D array with matrix' elements.
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GetValues(Double) |
Copies the elements of the matrix into 2D array.
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HadamardProduct(Matrix, Matrix) |
Computes the Hadamard product (also known as pointwise product
or Shur product) of two matrices.
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HadamardProduct(Matrix, Matrix, Matrix) |
Computes the Hadamard product (also known as pointwise product
or Shur product) of two matrices.
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HasAbnormal |
Checks whether the matrix contains abnormal numbers: NaN,
NegativeInfinity, or PositiveInfinity.
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HasInfinity |
Checks whether the matrix contains NegativeInfinity or
PositiveInfinity.
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HasNaN |
Checks whether the matrix contains NaN.
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HasNegativeInfinity |
Checks whether the matrix contains NegativeInfinity.
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HasPositiveInfinity |
Checks whether the matrix contains PositiveInfinity.
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HorizontalStack(Matrix, Matrix) | ||
HorizontalStack(Matrix, Matrix, Matrix) | ||
Identity(Int32) |
Creates identity matrix of the given order.
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Identity(Int32, Int32) |
Creates rectangular matrix with unit diagonal elements.
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InfinityNorm |
Computes the infinity norm (induced by infinity vector norm).
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Invert |
Computes the Moore-Penrose pseudoinverse matrix in place. This routine
uses advanced algorithm that performs much faster for most matrices.
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KroneckerProduct(Matrix, Matrix) |
Computes the Kronecker product of two matrices.
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KroneckerProduct(Matrix, Matrix, Matrix) |
Computes the Kronecker product of two matrices.
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L1Norm |
Computes the L1 norm (induced by L1 vector norm).
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L2Norm |
Computes the L2 norm (induced by L2 vector norm).
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LeftMultiply(Matrix) |
Multiplies this matrix by another one from the left and
returns the result.
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LeftMultiply(Vector) |
Multiplies this matrix by the row vector from the left and
returns the result.
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LeftMultiply(Matrix, Matrix) |
Multiplies this matrix by another one from the left and
writes the result into another matrix.
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LeftMultiply(Vector, Vector) |
Multiplies this matrix by the row vector from the left and
writes the result into another row vector.
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LeftSubtract(Double) |
Subtracts this matrix from the given scalar and returns the result.
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LeftSubtract(Matrix) |
Subtracts this matrix from the given one and returns the result.
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LeftSubtract(Double, Matrix) |
Subtracts this matrix from the given scalar and writes the result
into another matrix.
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LeftSubtract(Matrix, Matrix) |
Subtracts this matrix from another one and writes result
into the given matrix.
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LeftSubtractInPlace(Double) |
Subtracts this matrix from the given result.
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LeftSubtractInPlace(Matrix) |
Subtracts this matrix from another one.
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Load(String) |
Loads Matrix from CSV file.
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Load(String, Boolean, Char) |
Loads Matrix from CSV file.
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LUInvert |
Overwrites this matrix with its inverse.
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MaxNorm |
Computes the max norm (maximal absolute value of matrix' elements).
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Minus |
Returns the negated copy of this matrix.
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Minus(Matrix) |
Writes the negated copy of this matrix into another matrix.
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MinusInPlace |
Negates this matrix.
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Multiply(Double) |
Multiplies this matrix by the given scalar and returns the result.
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Multiply(Matrix) |
Multiplies this matrix by the given matrix from the right and
returns the result.
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Multiply(Vector) |
Multiplies this matrix by the column vector from the right and
returns the result.
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Multiply(Double, Matrix) |
Multiplies this matrix by the given scalar and writes the result
in another matrix.
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Multiply(Matrix, Matrix) |
Multiplies this matrix by the given matrix from the right and
writes the result into another matrix.
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Multiply(Vector, Vector) |
Multiplies this matrix by the column vector from the right and
writes the result into another vector.
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MultiplyInPlace |
Multiplies the matrix by given scalar.
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Negate |
Negates all elements of the matrix.
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Norm |
Computes matrix norm.
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Normalize |
Normalizes this matrix (with unity norm).
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PermuteColumns |
Permutes columns of the matrix.
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PermuteRows |
Permutes rows of the matrix.
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Plus |
Returns the copy of this matrix.
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Plus(Matrix) |
Copies this matrix into another one.
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PlusInPlace |
Does nothing.
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PointwiseAdd(Double) |
Adds the given scalar to each element of the matrix
and returns the result.
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PointwiseAdd(Matrix) |
Adds each element of the given matrix to the corresponding
element of this matrix and returns the result.
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PointwiseAdd(Double, Matrix) |
Adds the given scalar to each element of the matrix
and writes the result into another one.
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PointwiseAdd(Matrix, Matrix) |
Adds each element of the given matrix to the corresponding
element of this matrix and writes the result into another one.
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PointwiseAddInPlace(Double) |
Adds given scalar to each element of the matrix.
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PointwiseAddInPlace(Matrix) |
Adds each element of the given matrix to the corresponding
element of this matrix.
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PointwiseColumnAddInPlace |
Adds the elements of each matrix column with the input vector elements.
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PointwiseColumnDivideInPlace |
Divide the elements of each matrix column by the input vector elements.
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PointwiseColumnMultiplyInPlace |
Multiply the elements of each matrix column by the input vector elements.
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PointwiseColumnSubtractInPlace |
Subtract the elements of each matrix column by the input vector elements.
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PointwiseDivide(Double) |
Divides each element of this matrix by given scalar and
returns the result.
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PointwiseDivide(Matrix) |
Divides each element of this matrix by the corresponding element of
the given one and returns the result.
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PointwiseDivide(Double, Matrix) |
Divides each element of this matrix by given scalar and
writes the result into another matrix.
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PointwiseDivide(Matrix, Matrix) |
Divides each element of this matrix by the corresponding element of
the given one and writes the result into another matrix.
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PointwiseDivideInPlace(Double) |
Divides each element of this matrix by given scalar.
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PointwiseDivideInPlace(Matrix) |
Divides each element of this matrix by the corresponding element of
the given one.
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PointwiseLeftDivide(Double) |
Divides the given scalar by each element of the matrix and
returns the result.
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PointwiseLeftDivide(Matrix) |
Divides each element of the given matrix by the corresponding element of
this one and returns the result.
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PointwiseLeftDivide(Double, Matrix) |
Divides the given scalar by each element of the matrix and
writes the result into another matrix.
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PointwiseLeftDivide(Matrix, Matrix) |
Divides each element of the given matrix by the corresponding element of
this one and writes the result into another matrix.
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PointwiseLeftDivideInPlace(Double) |
Divides the given scalar by each element of the matrix.
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PointwiseLeftDivideInPlace(Matrix) |
Divides each element of the given matrix by the corresponding element of
this one.
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PointwiseLeftSubtract(Double) |
Subtracts each element of the matrix from the given scalar
and returns the result.
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PointwiseLeftSubtract(Matrix) |
Subtracts each element of this matrix from the corresponding
element of the given matrix and returns the result.
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PointwiseLeftSubtract(Double, Matrix) |
Subtracts each element of the matrix from the given scalar and
writes the result into another matrix.
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PointwiseLeftSubtract(Matrix, Matrix) |
Subtracts each element of this matrix from the corresponding
element of the given matrix and writes the result into antother
matrix.
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PointwiseLeftSubtractInPlace(Double) |
Subtracts each element of the matrix from the given scalar.
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PointwiseLeftSubtractInPlace(Matrix) |
Subtracts each element of this matrix from the corresponding
element of the given matrix.
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PointwiseMultiply(Double) |
Multiplies each element of the matrix by given scalar
and returns the result.
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PointwiseMultiply(Matrix) |
Multiplies each element of this matrix by the corresponding element of
the given matrix and returns the result.
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PointwiseMultiply(Double, Matrix) |
Multiplies each elementof the matrix by given scalar
and writes the result into another matrix.
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PointwiseMultiply(Matrix, Matrix) |
Multiplies each element of this matrix by the corresponding element of
the given matrix and writes the result into another matrix.
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PointwiseMultiplyInPlace(Double) |
Multiplies each element of the matrix by given scalar.
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PointwiseMultiplyInPlace(Matrix) |
Multiplies each element of this matrix by the corresponding element of
the given matrix.
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PointwiseRowAddInPlace |
Adds the elements of each matrix row with the input vector elements.
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PointwiseRowDivideInPlace |
Divide the elements of each matrix row by the input vector elements.
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PointwiseRowMultiplyInPlace |
Multiply the elements of each matrix row by the input vector elements.
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PointwiseRowSubtractInPlace |
Subtract the elements of each matrix row by the input vector elements.
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PointwiseSubtract(Double) |
Subtracts given scalar from each element of the matrix and
returns the result.
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PointwiseSubtract(Matrix) |
Subtracts each element of the given matrix from the corresponding
element of this matrix and returns the result.
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PointwiseSubtract(Double, Matrix) |
Subtracts given scalar from each element of the matrix and
writes the result into another one.
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PointwiseSubtract(Matrix, Matrix) |
Subtracts each element of the given matrix from the corresponding
element of this matrix and writes the result into another matrix.
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PointwiseSubtractInPlace(Double) |
Subtracts given scalar from each element of the matrix.
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PointwiseSubtractInPlace(Matrix) |
Subtracts each element of the given matrix from the corresponding
element of this matrix.
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Power |
Raises square matrix to a specified positive integer power.
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PseudoInvert |
Overwrites current matrix with its Moore-Penrose pseudoinverse.
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QuadraticForm |
Computes the value of quadratic form x' * A * x.
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Random(Int32) |
Creates square matrix with elements which are samples from the
continuous uniform [0;1] distribution.
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Random(CMDistribution) |
Creates rectangular matrix with elements which are samples from the
specified matrix-variate distribution. Matrix size determined by distribution.
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Random(Int32, CUDistribution) |
Creates square matrix with elements which are samples from the
specified distribution.
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Random(Int32, RandomGenerator) |
Creates rectangular matrix with elements uniformly distributed in [0; 1].
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Random(Int32, Int32) |
Creates rectangular matrix with elements which are samples from the
continuous uniform [0;1] distribution.
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Random(Int32, Random) |
Creates rectangular matrix with elements uniformly distributed in [0; 1].
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Random(Int32, Int32, CUDistribution) |
Creates rectangular matrix with elements which are samples from the
specified distribution.
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Random(Int32, Int32, RandomGenerator) |
Creates rectangular matrix with elements uniformly distributed in [0; 1].
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Random(Int32, Int32, Random) |
Creates rectangular matrix with elements uniformly distributed in [0; 1].
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Rank |
Computes the rank of the matrix using SVD.
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RankOneUpdate |
Performs in-place rank-1 update of this matrix (adds scaled
outer product of two vectors).
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Save |
Saves Matrix into CSV file.
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ScaleColumns |
Scales each column of the matrix by corresponding factor.
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ScaleRows |
Scales each row of the matrix by corresponding factor.
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SetColumn(Int32, Vector) |
Sets elements of the particular column.
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SetColumn(Int32, Double) |
Sets elements of the particular column.
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SetDiagonalValues |
Copies the diagonal elements of this matrix from the vector.
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SetRow(Int32, Vector) |
Sets elements of particular row.
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SetRow(Int32, Double) |
Sets elements of particular row.
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SetSubMatrix |
Sets submatrix.
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SetValues(Double) |
Sets all elements of the matrix to the given value. This is the same as Assign() call.
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SetValues(Double) |
Copies the elements of the matrix from 2D array. This is the same as Assign() call.
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Subtract(Double) |
Subtracts the given scalar from the matrix and returns the result.
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Subtract(Matrix) |
Subtracts the given matrix from this one and returns the result.
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Subtract(Double, Matrix) |
Subtracts the given scalar from the matrix and writes the result
in another matrix.
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Subtract(Matrix, Matrix) |
Subtracts the given matrix from this one and writes the result
into the given matrix.
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SubtractInPlace(Double) |
Subtracts the scalar from the matrix.
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SubtractInPlace(Matrix) |
Subtracts another matrix from this one.
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ToArray |
Converts this matrix to 2D array of its values.
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ToColumnWiseArray |
Writes all elements of matrix to 1D array by columns.
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ToRowWiseArray |
Writes all elements of matrix to 1D array by rows.
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ToString |
Returns a String that represents the current Matrix.
(Overrides ObjectToString.) | |
ToString(IFormatProvider) |
Formats the value of the current instance using the specified format.
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ToString(String) |
Formats the value of the current instance using the specified format.
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ToString(String, IFormatProvider) |
Formats the value of the current instance using the specified format.
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Trace |
Computes the trace of the matrix (sum of diagonal elements).
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Transpose |
Overwrites this matrix with its transpose.
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TransposedMultiply(Matrix) |
Multiplies transposed matrix by another one.
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TransposedMultiply(Vector) |
Multiplies transposed matrix by given vector.
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TransposedMultiply(Matrix, Matrix) |
Multiplies transposed matrix by another one and writes the result
to the given matrix.
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TransposedMultiply(Vector, Vector) |
Multiplies transposed matrix by given vector and writes the result
to another one.
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VerticalStack(Matrix, Matrix) | ||
VerticalStack(Matrix, Matrix, Matrix) |
Name | Description | |
---|---|---|
CalculateMetric(MetricType) | Overloaded.
Calculate metric.
(Defined by MetricsCalculator.) | |
CalculateMetric(Matrix, MetricType) | Overloaded.
Calculate metric.
(Defined by MetricsCalculator.) | |
Center | Overloaded.
Center each series in specified data matrix.
Columns corresponds to variables
Rows corresponds to observations.
(Defined by DescriptiveStatisticsMatrix.) | |
Center(Vector) | Overloaded.
Center each series in specified data matrix.
Columns corresponds to variables
Rows corresponds to observations.
(Defined by DescriptiveStatisticsMatrix.) | |
CholeskyWhite | Overloaded.
White series in specified data matrix.
I.e. center apply linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
CholeskyWhite(Matrix) | Overloaded.
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. center apply linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
CholeskyWhite(Matrix, Matrix) | Overloaded.
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. center apply linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
Correlation |
Returns correlation.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Correlation
(Defined by DescriptiveStatisticsMatrix.) | |
CorrelationAndMean |
Calculates mean and correlation for data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Correlation
(Defined by DescriptiveStatisticsMatrix.) | |
CosineSimilarity | Overloaded.
Cosine Similarity Distance between set of objects.
http://en.wikipedia.org/wiki/Cosine_similarity
(Defined by MetricsCalculator.) | |
CosineSimilarity(Matrix) | Overloaded.
Cosine Similarity Distance between set of objects.
http://en.wikipedia.org/wiki/Cosine_similarity
(Defined by MetricsCalculator.) | |
Covariance |
Returns population covariance.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CovarianceAndMean |
Calculates mean and population covariance for data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CovarianceAndMeanPopulation |
Calculates mean and population covariance for data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CovarianceAndMeanSample |
Calculates mean and estimation of sample covariance for data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CovariancePopulation |
Returns population covariance.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CovarianceSample |
Returns estimation of sample covariance.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCorrelation |
Calculates mean and cross-correlation between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Correlation
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCorrelationAndMean |
Calculates mean and cross-correlation between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Correlation
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCovariance |
Calculates mean and population cross-covariance between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCovarianceAndMean |
Calculates mean and population cross-covariance between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCovarianceAndMeanPopulation |
Calculates mean and population cross-covariance between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCovarianceAndMeanSample |
Calculates mean and sample cross-covariance between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCovariancePopulation |
Calculates mean and population cross-covariance between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
CrossCovarianceSample |
Calculates mean and sample cross-covariance between two vector sets.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Covariance
(Defined by DescriptiveStatisticsMatrix.) | |
EnsureBoundaries |
Values below leftBoundary will be replaced with leftBoundary value.
Values above rightBoundary will be replaced with rightBoundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
EnsureLeftBoundary |
Values below boundary will be replaced with boundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
EnsureRightBoundary |
Values above boundary will be replaced with boundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
EuclideanDistance | Overloaded.
Euclidean Distance between set of objects.
http://en.wikipedia.org/wiki/Euclidean_distance
(Defined by MetricsCalculator.) | |
EuclideanDistance(Matrix) | Overloaded.
Cosine Similarity Distance between set of objects.
http://en.wikipedia.org/wiki/Cosine_similarity
(Defined by MetricsCalculator.) | |
GetCentered | Overloaded.
Get centered copy of data matrix.
Columns corresponds to variables
Rows corresponds to observations.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCentered(Matrix) | Overloaded.
Get centered copy of data matrix.
Columns corresponds to variables
Rows corresponds to observations.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCentered(Vector) | Overloaded.
Get centered copy of data matrix.
Columns corresponds to variables
Rows corresponds to observations.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCentered(Matrix, Vector) | Overloaded.
Get centered copy of data matrix.
Columns corresponds to variables
Rows corresponds to observations.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCholeskyWhited | Overloaded.
Get whited copy of data matrix.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCholeskyWhited(Matrix) | Overloaded.
Get whited copy of data matrix.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCholeskyWhited(Matrix, Matrix) | Overloaded.
Get whited copy of data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
GetCholeskyWhited(Matrix, Matrix, Matrix) | Overloaded.
Get whited copy of data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
(Defined by DescriptiveStatisticsMatrix.) | |
GetEnsuredBoundaries(Double, Double) | Overloaded.
Returns copy of matrix.
Values below leftBoundary will be replaced with leftBoundary value.
Values above rightBoundary will be replaced with rightBoundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
GetEnsuredBoundaries(Double, Double, Matrix) | Overloaded.
Store copy of matrix.
Values below leftBoundary will be replaced with leftBoundary value.
Values above rightBoundary will be replaced with rightBoundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
GetEnsuredLeftBoundary(Double) | Overloaded.
Returns copy of matrix. Values below boundary will be replaced with boundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
GetEnsuredLeftBoundary(Double, Matrix) | Overloaded.
Store copy of matrix. Values below boundary will be replaced with boundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
GetEnsuredRightBoundary(Double) | Overloaded.
Returns copy of matrix. Values above boundary will be replaced with boundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
GetEnsuredRightBoundary(Double, Matrix) | Overloaded.
Store copy of matrix. Values above boundary will be replaced with boundary value.
(Defined by DescriptiveStatisticsMatrix.) | |
GetStandardized | Overloaded.
Get standardized copy of data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Standardize
(Defined by DescriptiveStatisticsMatrix.) | |
GetStandardized(Matrix) | Overloaded.
Get standardized copy of data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Standardize
(Defined by DescriptiveStatisticsMatrix.) | |
GetWhited | Overloaded.
Get whited copy of data matrix.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) | |
GetWhited(Matrix) | Overloaded.
Get whited copy of data matrix.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) | |
GetWhited(Matrix, Matrix) | Overloaded.
Get whited copy of data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) | |
GetWhited(Matrix, Matrix, Matrix) | Overloaded.
Get whited copy of data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) | |
HammingMetric | Overloaded.
Hamming Distance between set of objects.
http://en.wikipedia.org/wiki/Hamming_distance
(Defined by MetricsCalculator.) | |
HammingMetric(Matrix) | Overloaded.
Hamming Distance between set of objects.
http://en.wikipedia.org/wiki/Hamming_distance
(Defined by MetricsCalculator.) | |
InfinityDistance | Overloaded.
Maximum Distance between set of objects.
http://en.wikipedia.org/wiki/Uniform_norm
(Defined by MetricsCalculator.) | |
InfinityDistance(Matrix) | Overloaded.
Maximum Distance between set of objects.
http://en.wikipedia.org/wiki/Uniform_norm
(Defined by MetricsCalculator.) | |
ManhattanDistance | Overloaded.
Manhattan Distance between set of objects.
http://en.wikipedia.org/wiki/Manhattan_distance
(Defined by MetricsCalculator.) | |
ManhattanDistance(Matrix) | Overloaded.
Manhattan Distance between set of objects.
http://en.wikipedia.org/wiki/Manhattan_distance
(Defined by MetricsCalculator.) | |
MantegnaMetric | Overloaded.
Mantegna Metric between set of objects.
Mantegna - Metric which convert correlation into distance.
(Defined by MetricsCalculator.) | |
MantegnaMetric(Matrix) | Overloaded.
Mantegna Metric between set of objects.
Mantegna - Metric which convert correlation into distance.
(Defined by MetricsCalculator.) | |
Maximum | Overloaded.
Returns maximum value for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Maxima_and_minima
(Defined by DescriptiveStatisticsMatrix.) | |
Maximum(Vector) | Overloaded.
Calculates maximum value for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Maxima_and_minima
(Defined by DescriptiveStatisticsMatrix.) | |
Mean | Overloaded.
Returns mean for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Mean
(Defined by DescriptiveStatisticsMatrix.) | |
Mean(Vector) | Overloaded.
Calculates mean for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Mean
(Defined by DescriptiveStatisticsMatrix.) | |
Minimum | Overloaded.
Returns minimum value for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Maxima_and_minima
(Defined by DescriptiveStatisticsMatrix.) | |
Minimum(Vector) | Overloaded.
Calculates minimum value for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Maxima_and_minima
(Defined by DescriptiveStatisticsMatrix.) | |
MinimumMaximum | Overloaded.
Returns minimum and maximum values for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Maxima_and_minima
(Defined by DescriptiveStatisticsMatrix.) | |
MinimumMaximum(IListDescriptiveStatisticsMinimumMaximumValuesDouble) | Overloaded.
Calculates minimum and maximum values for each data series.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Maxima_and_minima
(Defined by DescriptiveStatisticsMatrix.) | |
SquaredEuclideanDistance | Overloaded.
Squared Euclidean Distance between set of objects.
It is just square of Euclidean distance.
(Defined by MetricsCalculator.) | |
SquaredEuclideanDistance(Matrix) | Overloaded.
Squared Euclidean Distance between set of objects.
It is just square of Euclidean distance.
(Defined by MetricsCalculator.) | |
Standardize |
Standardize all series in data matrix.
Columns corresponds to variables
Rows corresponds to observations.
http://en.wikipedia.org/wiki/Standardize
(Defined by DescriptiveStatisticsMatrix.) | |
Sum | Overloaded.
Calculates sum of rows.
(Defined by DescriptiveStatisticsMatrix.) | |
Sum(Vector) | Overloaded.
Calculates sum of rows.
(Defined by DescriptiveStatisticsMatrix.) | |
SumSquares | Overloaded.
Calculates sum squared values in rows.
(Defined by DescriptiveStatisticsMatrix.) | |
SumSquares(Vector) | Overloaded.
Calculates sum squared values in rows.
(Defined by DescriptiveStatisticsMatrix.) | |
White | Overloaded.
White series in specified data matrix. I.e. center apply linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) | |
White(Matrix) | Overloaded.
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. center apply linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) | |
White(Matrix, Matrix) | Overloaded.
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. center apply linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation power singular values of covariance matrix.
http://en.wikipedia.org/wiki/Whitening_transformation
(Defined by DescriptiveStatisticsMatrix.) |