本文整理匯總了Java中org.apache.commons.math3.linear.RealVector.getDimension方法的典型用法代碼示例。如果您正苦於以下問題:Java RealVector.getDimension方法的具體用法?Java RealVector.getDimension怎麽用?Java RealVector.getDimension使用的例子?那麽, 這裏精選的方法代碼示例或許可以為您提供幫助。您也可以進一步了解該方法所在類org.apache.commons.math3.linear.RealVector
的用法示例。
在下文中一共展示了RealVector.getDimension方法的12個代碼示例,這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚,您的評價將有助於係統推薦出更棒的Java代碼示例。
示例1: sim
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Override
public double sim(RealVector r1, RealVector r2, boolean sparse) {
if (r1.getDimension() != r2.getDimension()) {
return 0;
}
double min = 0.0;
double sum = 0.0;
for (int i = 0; i < r1.getDimension(); ++i) {
if (r1.getEntry(i) > r2.getEntry(i)) {
min += r2.getEntry(i);
} else {
min += r1.getEntry(i);
}
sum += r1.getEntry(i) + r2.getEntry(i);
}
if (sum == 0) {
return 0;
}
double result = 2 * min / sum;
return Math.abs(result);
}
示例2: sim
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Override
public double sim(RealVector r1, RealVector r2, boolean sparse) {
if (r1.getDimension() != r2.getDimension()) {
return 0;
}
double max = 0;
double tmp;
for (int i = 0; i < r1.getDimension(); ++i) {
tmp = Math.abs((r1.getEntry(i) - r2.getEntry(i)));
max = (tmp > max ? tmp : max);
}
double result = 1 / (1 + (max == Double.NaN ? 0 : max));
return Math.abs(result);
}
示例3: sim
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Override
public double sim(RealVector r1, RealVector r2, boolean sparse) {
if (r1.getDimension() != r2.getDimension()) {
return 0;
}
double alpha = 0.99;
double divergence = 0.0;
for (int i = 0; i < r1.getDimension(); ++i) {
if (r1.getEntry(i) > 0.0 && r2.getEntry(i) > 0.0) {
divergence += r1.getEntry(i) * Math.log(r1.getEntry(i) / ((1 - alpha) * r1.getEntry(i) + alpha * r2.getEntry(i)));
}
}
double result = (1 - (divergence / Math.sqrt(2 * Math.log(2))));
return Math.abs(result);
}
示例4: sim
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Override
public double sim(RealVector r1, RealVector r2, boolean sparse) {
if (r1.getDimension() != r2.getDimension()) {
return 0;
}
double min = 0.0;
double max = 0.0;
for (int i = 0; i <r1.getDimension(); ++i) {
if (r1.getEntry(i) > r2.getEntry(i)) {
min +=r2.getEntry(i);
max += r1.getEntry(i);
} else {
min += r1.getEntry(i);
max += r2.getEntry(i);
}
}
if (max == 0) {
return 0;
}
return Math.abs(min / max);
}
示例5: predict
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
/**
* Predict the internal state estimation one time step ahead.
*
* @param u
* the control vector
* @throws DimensionMismatchException
* if the dimension of the control vector does not match
*/
public void predict(final RealVector u) throws DimensionMismatchException
{
// sanity checks
if (u != null && u.getDimension() != controlMatrix.getColumnDimension())
{
throw new DimensionMismatchException(u.getDimension(),
controlMatrix.getColumnDimension());
}
// project the state estimation ahead (a priori state)
// xHat(k)- = A * xHat(k-1) + B * u(k-1)
// stateEstimation = transitionMatrix.operate(stateEstimation);
// add control input if it is available
// if (u != null)
// {
// stateEstimation = stateEstimation.add(controlMatrix.operate(u));
// }
// We don't need to use the transition matrix or control matrix, since
// we have already done all the work... we can just set the state
// estimation to u.
if (u != null)
{
stateEstimation = u;
}
// project the error covariance ahead
// P(k)- = A * P(k-1) * A' + Q
errorCovariance = transitionMatrix.multiply(errorCovariance)
.multiply(transitionMatrixT)
.add(processModel.getProcessNoise());
}
示例6: testSqrtVector
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Test
public void testSqrtVector() {
final RealVector result = MatrixFunctions.sqrt(vector);
for (int i = 0; i < result.getDimension(); i++) {
assertEquals(Math.sqrt(vector.getEntry(i)), result.getEntry(i), 0);
}
}
示例7: sqrt
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
public static RealVector sqrt(final RealVector vector) {
final RealVector result = vector.copy();
for (int e = 0; e < result.getDimension(); e++) {
result.setEntry(e, Math.sqrt(result.getEntry(e)));
}
return result;
}
示例8: sim
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Override
public double sim(RealVector r1, RealVector r2, boolean sparse) {
if (r1.getDimension() != r2.getDimension()) {
return 0;
}
double divergence = 0.0;
double avr = 0.0;
for (int i = 0; i < r1.getDimension(); ++i) {
avr = (r1.getEntry(i) + r2.getEntry(i)) / 2;
if (r1.getEntry(i) > 0.0 && avr > 0.0) {
divergence += r1.getEntry(i) * Math.log(r1.getEntry(i) / avr);
}
}
for (int i = 0; i < r2.getDimension(); ++i) {
avr = (r1.getEntry(i) + r2.getEntry(i)) / 2;
if (r2.getEntry(i) > 0.0 && avr > 0.0) {
divergence += r1.getEntry(i) * Math.log(r2.getEntry(i) / avr);
}
}
double result = 1 - (divergence / (2 * Math.sqrt(2 * Math.log(2))));
return Math.abs(result);
}
示例9: sim
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
@Override
public double sim(RealVector r1, RealVector r2, boolean sparse) {
if (r1.getDimension() != r2.getDimension()) {
return 0;
}
double sum = 0.0;
for (int i = 0; i < r1.getDimension(); ++i) {
sum += Math.abs((r1.getEntry(i) - r2.getEntry(i)));
}
double result = 1 / (1 + (sum == Double.NaN ? 0 : sum));
return Math.abs(result);
}
示例10: CalMixDens
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
CalMixDens(BetaDistribution tumorDist, BetaDistribution normalDist, RealVector thetas, RealVector betas,
int nPoints, int featureIdx, RealMatrix[] mixDens) {
this.tumorDist = tumorDist;
this.normalDist = normalDist;
this.thetas = thetas;
this.nThetas = thetas.getDimension();
this.betas = betas;
this.nBetas = betas.getDimension();
this.nPoints = nPoints;
this.featureIdx = featureIdx;
this.mixDens = mixDens;
}
示例11: solveFToF
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
public float[] solveFToF(float[] b) {
RealVector bVec = new ArrayRealVector(b.length);
for (int i = 0; i < b.length; i++) {
bVec.setEntry(i, b[i]);
}
RealVector resultVec = solver.solve(bVec);
float[] result = new float[resultVec.getDimension()];
for (int i = 0; i < result.length; i++) {
result[i] = (float) resultVec.getEntry(i);
}
return result;
}
示例12: correct
import org.apache.commons.math3.linear.RealVector; //導入方法依賴的package包/類
/**
* Correct the current state estimate with an actual measurement.
*
* @param z
* the measurement vector
* @throws NullArgumentException
* if the measurement vector is {@code null}
* @throws DimensionMismatchException
* if the dimension of the measurement vector does not fit
* @throws SingularMatrixException
* if the covariance matrix could not be inverted
*/
public void correct(final RealVector z) throws NullArgumentException,
DimensionMismatchException, SingularMatrixException
{
// sanity checks
MathUtils.checkNotNull(z);
if (z.getDimension() != measurementMatrix.getRowDimension())
{
throw new DimensionMismatchException(z.getDimension(),
measurementMatrix.getRowDimension());
}
// S = H * P(k) * H' + R
RealMatrix s = measurementMatrix.multiply(errorCovariance)
.multiply(measurementMatrixT)
.add(measurementModel.getMeasurementNoise());
// Inn = z(k) - H * xHat(k)-
RealVector innovation = z.subtract(measurementMatrix
.operate(stateEstimation));
// calculate gain matrix
// K(k) = P(k)- * H' * (H * P(k)- * H' + R)^-1
// K(k) = P(k)- * H' * S^-1
// instead of calculating the inverse of S we can rearrange the formula,
// and then solve the linear equation A x X = B with A = S', X = K' and
// B = (H * P)'
// K(k) * S = P(k)- * H'
// S' * K(k)' = H * P(k)-'
RealMatrix kalmanGain = new CholeskyDecomposition(s).getSolver()
.solve(measurementMatrix.multiply(errorCovariance.transpose()))
.transpose();
// update estimate with measurement z(k)
// xHat(k) = xHat(k)- + K * Inn
stateEstimation = stateEstimation.add(kalmanGain.operate(innovation));
// update covariance of prediction error
// P(k) = (I - K * H) * P(k)-
RealMatrix identity = MatrixUtils.createRealIdentityMatrix(kalmanGain
.getRowDimension());
errorCovariance = identity.subtract(
kalmanGain.multiply(measurementMatrix)).multiply(
errorCovariance);
}