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Example 26 with Matrix

use of org.apache.ignite.ml.math.Matrix in project ignite by apache.

the class AbstractMultipleLinearRegression method estimateRegressionParametersStandardErrors.

/**
     * {@inheritDoc}
     */
@Override
public double[] estimateRegressionParametersStandardErrors() {
    Matrix betaVariance = estimateRegressionParametersVariance();
    double sigma = calculateErrorVariance();
    int len = betaVariance.rowSize();
    double[] res = new double[len];
    for (int i = 0; i < len; i++) res[i] = Math.sqrt(sigma * betaVariance.getX(i, i));
    return res;
}
Also used : Matrix(org.apache.ignite.ml.math.Matrix)

Example 27 with Matrix

use of org.apache.ignite.ml.math.Matrix in project ignite by apache.

the class AbstractVector method toMatrixPlusOne.

/** {@inheritDoc} */
@Override
public Matrix toMatrixPlusOne(boolean rowLike, double zeroVal) {
    Matrix res = likeMatrix(rowLike ? 1 : size() + 1, rowLike ? size() + 1 : 1);
    if (res == null)
        return null;
    res.set(0, 0, zeroVal);
    if (rowLike)
        new MatrixView(res, 0, 1, 1, size()).assignRow(0, this);
    else
        new MatrixView(res, 1, 0, size(), 1).assignColumn(0, this);
    return res;
}
Also used : MatrixView(org.apache.ignite.ml.math.impls.matrix.MatrixView) Matrix(org.apache.ignite.ml.math.Matrix)

Example 28 with Matrix

use of org.apache.ignite.ml.math.Matrix in project ignite by apache.

the class SingularValueDecomposition method getCovariance.

/**
     * Gets [n × n] covariance matrix.
     *
     * @param minSingularVal Value below which singular values are ignored.
     */
Matrix getCovariance(double minSingularVal) {
    Matrix j = like(arg, s.length, s.length);
    Matrix vMat = like(arg, v.length, v.length).assign(v);
    for (int i = 0; i < s.length; i++) j.set(i, i, s[i] >= minSingularVal ? 1 / (s[i] * s[i]) : 0.0);
    return vMat.times(j).times(vMat.transpose());
}
Also used : Matrix(org.apache.ignite.ml.math.Matrix)

Example 29 with Matrix

use of org.apache.ignite.ml.math.Matrix in project ignite by apache.

the class SingularValueDecomposition method getU.

/**
     * Gets the left singular vectors {@code U}.
     *
     * @return {@code U}
     */
public Matrix getU() {
    if (transpositionNeeded)
        return like(arg, v.length, v.length).assign(v);
    else {
        int numCols = Math.min(m + 1, n);
        Matrix r = like(arg, m, numCols);
        for (int i = 0; i < m; i++) for (int j = 0; j < numCols; j++) r.set(i, j, u[i][j]);
        return r;
    }
}
Also used : Matrix(org.apache.ignite.ml.math.Matrix)

Example 30 with Matrix

use of org.apache.ignite.ml.math.Matrix in project ignite by apache.

the class DenseLocalOffHeapMatrix method likeIdentity.

/** {@inheritDoc} */
@Override
protected Matrix likeIdentity() {
    int n = rowSize();
    Matrix res = like(n, n);
    // IMPL NOTE as opposed to on-heap matrices this one isn't initialized with zeroes
    for (int i = 0; i < n; i++) for (int j = 0; j < n; j++) res.setX(i, j, i == j ? 1.0 : 0.0);
    return res;
}
Also used : Matrix(org.apache.ignite.ml.math.Matrix)

Aggregations

Matrix (org.apache.ignite.ml.math.Matrix)78 Test (org.junit.Test)38 DenseLocalOnHeapMatrix (org.apache.ignite.ml.math.impls.matrix.DenseLocalOnHeapMatrix)25 ExternalizeTest (org.apache.ignite.ml.math.ExternalizeTest)17 Vector (org.apache.ignite.ml.math.Vector)7 DenseLocalOffHeapMatrix (org.apache.ignite.ml.math.impls.matrix.DenseLocalOffHeapMatrix)6 SparseLocalOnHeapMatrix (org.apache.ignite.ml.math.impls.matrix.SparseLocalOnHeapMatrix)6 RandomMatrix (org.apache.ignite.ml.math.impls.matrix.RandomMatrix)5 DenseLocalOnHeapVector (org.apache.ignite.ml.math.impls.vector.DenseLocalOnHeapVector)4 CardinalityException (org.apache.ignite.ml.math.exceptions.CardinalityException)3 UnsupportedOperationException (org.apache.ignite.ml.math.exceptions.UnsupportedOperationException)3 LUDecomposition (org.apache.ignite.ml.math.decompositions.LUDecomposition)2 PivotedMatrixView (org.apache.ignite.ml.math.impls.matrix.PivotedMatrixView)2 CholeskyDecomposition (org.apache.ignite.ml.math.decompositions.CholeskyDecomposition)1 ColumnIndexException (org.apache.ignite.ml.math.exceptions.ColumnIndexException)1 IndexException (org.apache.ignite.ml.math.exceptions.IndexException)1 RowIndexException (org.apache.ignite.ml.math.exceptions.RowIndexException)1 AbstractMatrix (org.apache.ignite.ml.math.impls.matrix.AbstractMatrix)1 MatrixView (org.apache.ignite.ml.math.impls.matrix.MatrixView)1 MatrixDelegateStorage (org.apache.ignite.ml.math.impls.storage.matrix.MatrixDelegateStorage)1