Matrix Class

Namespace: OberMind.Quant
Assembly: OberMind (in OberMind.dll)
Matrix  
 
Matrix
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public class Matrix
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public ref class Matrix 
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public class Matrix
This language is not supported or no code example is available.
Constructors
 
Properties
 
Methods
 
Name Description
Public method Abs()
Public method Apply(TElementPosAction)
Public method Static AreComparable(Matrix, Matrix)
Public method ColNorm() Column matrix norm, MAX{ SUM{ |M(i,j)|, over i}, over j}. The norm is induced by the 1 vector norm.
Public method E2Norm() Square of the Euclidian norm, SUM{ m(i,j)^2 }.
Public method E2Norm(Matrix, Matrix) Square of the Euclidian norm of the difference between two matrices.
Public method EigenSort(Matrix, Vector)
Public method EigenVectors(Vector) Return a matrix containing the eigen-vectors; also fill the supplied vector with the eigen values.
Public method Equals(object)
Protected method Error(string, string)
Public method GetHashCode()
Public method HilbertMatrix() Make a Hilbert matrix. Hilb[i,j] = 1/(i+j-1), i,j=1...max (matrix need not be a square one). The matrix is traversed in the natural (that is, column by column) order.
Public method HilbertMatrix2() Make a Hilbert matrix. Hilb[i,j] = 1/(i+j+1), i,j=0...max-1 (matrix need not be a square one). The matrix is traversed in the natural (that is, column by column) order.
Public method Invert()
Public method Invert(out double)
Public method MakeEigenVectors(Vector, Vector, Matrix)
Public method MakeSymetric()
Public method MakeTridiagonal(Matrix, Vector, Vector) Tridiagonalise the covariance matrix according to the Householder method
Public method NormByDiag() b(i,j) = a(i,j)/sqrt(abs*(a(i,i)*a(j,j)))
Public method Print()
Public method Print(string)
Public method RowNorm() Row matrix norm, MAX{ SUM{ |M(i,j)|, over j}, over i}. The norm is induced by the infinity vector norm.
Public method Sqr()
Public method Sqrt()
Public method ToString()
Public method Transpose()
Public method UnitMatrix() Convert to a unit matrix (matrix need not be a square one). The matrix is traversed in the natural (that is, column by column) order.
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Operators
 
Name Description
Operator Static Addition
Operator Static Addition
Operator Static Division
Operator Static Division
Operator Static Equality Are all Matrix1 elements equal to Matrix2?
Operator Static Equality Are all matrix elements equal to val?
Operator Static GreaterThan Are all matrix elements > val?
Operator Static GreaterThanOrEqual Are all matrix elements >= val?
Operator Static Inequality Are all Matrix1 elements not equal to Matrix2?
Operator Static Inequality Are all matrix elements not equal to val?
Operator Static LessThan Are all matrix elements < val?
Operator Static LessThanOrEqual Are all matrix elements <= val?
Operator Static Multiply
Operator Static Multiply
Operator Static Subtraction
Operator Static Subtraction
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Classes
 
Name Description
Public class TElementPosAction
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See Also
 

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Definition