Class ModifiedLambdaMethod

    • Constructor Detail

      • ModifiedLambdaMethod

        public ModifiedLambdaMethod()
        Empty constructor.

        This constructor is not strictly necessary, but it prevents spurious javadoc warnings with JDK 18 and later.

        Since:
        12.0
    • Method Detail

      • ltdlDecomposition

        protected void ltdlDecomposition()
        Compute the LᵀDL factorization with symmetric pivoting decomposition of Q (symmetric definite positive matrix) with a minimum symmetric pivoting: Q = ZᵀLᵀDLZ.
        Specified by:
        ltdlDecomposition in class AbstractLambdaMethod
      • discreteSearch

        protected void discreteSearch()
        Find the best solutions to the Integer Least Square problem.
        Specified by:
        discreteSearch in class AbstractLambdaMethod
      • inverseDecomposition

        protected void inverseDecomposition()
        Inverse the decomposition.

        This method transforms the Lᵀ.D.L = Q decomposition of covariance into the L⁻¹.D⁻¹.L⁻ᵀ = Q⁻¹ decomposition of the inverse of covariance.

        Specified by:
        inverseDecomposition in class AbstractLambdaMethod
      • sign

        protected double sign​(double a)
        Return the symbol of parameter a.
        Parameters:
        a - the double for which we want the want the symbol
        Returns:
        -1.0 if a is lower than or equal to 0 or 1.0 if a is greater than 0