org.saddle.mat

MatMath

object MatMath extends AnyRef

Matrix mathematical helper routines.

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  1. final def !=(arg0: AnyRef): Boolean

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  8. def cov(mat: Mat[Double], corr: Boolean = false): Mat[Double]

    Yields covariance matrix from input matrix whose columns are variable observations

    Yields covariance matrix from input matrix whose columns are variable observations

    mat

    Input matrix of observations, with a variable per column

    corr

    If true, return correlation rather than covariance

  9. def demeaned(mat: Mat[Double]): Mat[Double]

    Return a matrix whose rows are demeaned

    Return a matrix whose rows are demeaned

    mat

    The matrix to demean

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  16. def mult[A, B](m1: Mat[A], m2: Mat[B])(implicit evA: NUM[A], evB: NUM[B]): Mat[Double]

    Performs matrix multiplication via EJML

    Performs matrix multiplication via EJML

    m1

    Left hand matrix operand

    m2

    Right hand matrix operand

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