使用 EJML 的协方差

发布于 2024-11-08 18:28:49 字数 361 浏览 2 评论 0原文

我有两个双精度数组，如下所示

double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 };
double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 };

如何使用 高效 java-matrix-library (EJML) 库？任何代码片段都是最受欢迎的。谢谢！

原文

I have two double arrays as below

double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 };
double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 };

How do you find the covariance between them using efficient-java-matrix-library (EJML) library?
Any code snippet most welcome. Thanks!

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左耳近心 2024-11-15 18:28:49

这是使用 SimpleMatrix 执行此操作的一种方法，但我尚未测试代码：

double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 };
double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 };

SimpleMatrix a = new SimpleMatrix(x.length,1,true,x);
SimpleMatrix b = new SimpleMatrix(x.length,1,true,x);

double meanA = a.elementSum()/x.length;
double meanB = a.elementSum()/y.length;

// X = X - mean(A)
CommonOps.add(a.getMatrix(),-meanA);
CommonOps.add(b.getMatrix(),-meanB);

// compute the covariance
double c11 = a.transpose().mult(a).get(0,0)/x.length;
double c12 = a.transpose().mult(b).get(0,0)/x.length;
double c22 = b.transpose().mult(b).get(0,0)/x.length;

SimpleMatrix covariance = new SimpleMatrix(2,2,true,c11,c12,c12,c22);

Here is one way to do it with SimpleMatrix, but I haven't tested the code:

double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 };
double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 };

SimpleMatrix a = new SimpleMatrix(x.length,1,true,x);
SimpleMatrix b = new SimpleMatrix(x.length,1,true,x);

double meanA = a.elementSum()/x.length;
double meanB = a.elementSum()/y.length;

// X = X - mean(A)
CommonOps.add(a.getMatrix(),-meanA);
CommonOps.add(b.getMatrix(),-meanB);

// compute the covariance
double c11 = a.transpose().mult(a).get(0,0)/x.length;
double c12 = a.transpose().mult(b).get(0,0)/x.length;
double c22 = b.transpose().mult(b).get(0,0)/x.length;

SimpleMatrix covariance = new SimpleMatrix(2,2,true,c11,c12,c12,c22);

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