Author: luc
Date: Wed May 6 09:40:13 2009
New Revision: 772114
URL: http://svn.apache.org/viewvc?rev=772114&view=rev
Log:
replaced matrix by vector where possible
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java?rev=772114&r1=772113&r2=772114&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
Wed May 6 09:40:13 2009
@@ -18,6 +18,7 @@
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.RealMatrixImpl;
+import org.apache.commons.math.linear.RealVector;
import org.apache.commons.math.linear.decomposition.LUDecompositionImpl;
@@ -91,12 +92,12 @@
* @return beta
*/
@Override
- protected RealMatrix calculateBeta() {
+ protected RealVector calculateBeta() {
RealMatrix OI = getOmegaInverse();
RealMatrix XT = X.transpose();
RealMatrix XTOIX = XT.multiply(OI).multiply(X);
RealMatrix inverse = new
LUDecompositionImpl(XTOIX).getSolver().getInverse();
- return inverse.multiply(XT).multiply(OI).multiply(Y);
+ return inverse.multiply(XT).multiply(OI).operate(Y);
}
/**
@@ -122,9 +123,9 @@
*/
@Override
protected double calculateYVariance() {
- RealMatrix u = calculateResiduals();
- RealMatrix sse =
u.transpose().multiply(getOmegaInverse()).multiply(u);
- return sse.getTrace()/(X.getRowDimension()-X.getColumnDimension());
+ RealVector residuals = calculateResiduals();
+ double t = residuals.dotProduct(getOmegaInverse().operate(residuals));
+ return t / (X.getRowDimension() - X.getColumnDimension());
}
}
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java?rev=772114&r1=772113&r2=772114&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
Wed May 6 09:40:13 2009
@@ -18,6 +18,8 @@
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.RealMatrixImpl;
+import org.apache.commons.math.linear.RealVector;
+import org.apache.commons.math.linear.RealVectorImpl;
import org.apache.commons.math.linear.decomposition.LUDecompositionImpl;
import org.apache.commons.math.linear.decomposition.QRDecomposition;
import org.apache.commons.math.linear.decomposition.QRDecompositionImpl;
@@ -137,8 +139,8 @@
* @return beta
*/
@Override
- protected RealMatrix calculateBeta() {
- return solveUpperTriangular(qr.getR(),
qr.getQ().transpose().multiply(Y));
+ protected RealVector calculateBeta() {
+ return solveUpperTriangular(qr.getR(),
qr.getQ().transpose().operate(Y));
}
/**
@@ -170,9 +172,9 @@
*/
@Override
protected double calculateYVariance() {
- RealMatrix u = calculateResiduals();
- RealMatrix sse = u.transpose().multiply(u);
- return sse.getTrace()/(X.getRowDimension()-X.getColumnDimension());
+ RealVector residuals = calculateResiduals();
+ return residuals.dotProduct(residuals) /
+ (X.getRowDimension() - X.getColumnDimension());
}
/** TODO: Find a home for the following methods in the linear package */
@@ -191,20 +193,16 @@
* Similarly, extra (zero) rows in coefficients are ignored</p>
*
* @param coefficients upper-triangular coefficients matrix
- * @param constants column RHS constants matrix
- * @return solution matrix as a column matrix
+ * @param constants column RHS constants vector
+ * @return solution matrix as a column vector
*
*/
- private static RealMatrix solveUpperTriangular(RealMatrix coefficients,
- RealMatrix constants) {
+ private static RealVector solveUpperTriangular(RealMatrix coefficients,
+ RealVector constants) {
if (!isUpperTriangular(coefficients, 1E-12)) {
throw new IllegalArgumentException(
"Coefficients is not upper-triangular");
}
- if (constants.getColumnDimension() != 1) {
- throw new IllegalArgumentException(
- "Constants not a column matrix.");
- }
int length = coefficients.getColumnDimension();
double x[] = new double[length];
for (int i = 0; i < length; i++) {
@@ -213,9 +211,9 @@
for (int j = index + 1; j < length; j++) {
sum += coefficients.getEntry(index, j) * x[j];
}
- x[index] = (constants.getEntry(index, 0) - sum) /
coefficients.getEntry(index, index);
+ x[index] = (constants.getEntry(index) - sum) /
coefficients.getEntry(index, index);
}
- return new RealMatrixImpl(x);
+ return new RealVectorImpl(x);
}
/**
Modified:
commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java?rev=772114&r1=772113&r2=772114&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
(original)
+++
commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
Wed May 6 09:40:13 2009
@@ -139,7 +139,7 @@
new double[]{-3482258.63459582, 15.0618722713733,
-0.358191792925910E-01,-2.02022980381683,
-1.03322686717359,-0.511041056535807E-01,
- 1829.15146461355}, 1E-8); //
+ 1829.15146461355}, 2E-8); //
// Check expected residuals from R
double[] residuals = model.estimateResiduals();
@@ -332,7 +332,7 @@
*/
double[] residuals = model.estimateResiduals();
RealMatrix I = MatrixUtils.createRealIdentityMatrix(10);
- double[] hatResiduals = I.subtract(hat).multiply(model.Y).getColumn(0);
+ double[] hatResiduals = I.subtract(hat).operate(model.Y).getData();
TestUtils.assertEquals(residuals, hatResiduals, 10e-12);
}
}
