Class | Description |
---|---|
BesselEx1 |
Evaluates the Bessel functions I, J, and K.
|
BoundedLeastSquaresEx1 |
Solves a nonlinear least squares problem subject to bounds.
|
BoundedLeastSquaresEx2 |
Solves a nonlinear least squares problem
subject to bounds with a supplied Jacobian and initial guess.
|
BoundedVariableLeastSquaresEx1 |
Solves a linear least squares problem
with bounds on the variables.
|
BsInterpolateEx1 |
Fits a B-spline to data.
|
BsLeastSquaresEx1 |
Fits a least squares B-spline to data.
|
CholeskyEx1 |
Solves a system using Cholesky factorization.
|
ComplexEigenEx1 |
Computes the eigenvalues and eigenvectors of a complex matrix.
|
ComplexEx1 |
Converts a real matrix to a complex matrix.
|
ComplexFFTEx1 |
Finds the Fourier coefficients of a complex
sequence.
|
ComplexLUEx1 |
Computes the LU factorization of a complex matrix.
|
ComplexMatrixEx1 |
Initializes and prints a complex matrix.
|
ComplexSparseCholeskyEx1 |
Uses the Cholesky factorization of a complex
sparse matrix to solve a linear system.
|
ComplexSparseMatrixEx1 |
Performs operations on a sparse complex matrix.
|
ComplexSuperLUEx1 |
Computes the LU factorization of a sparse complex matrix.
|
ComplexSVDEx1 |
Computes the SVD factorization of a complex matrix.
|
ConjugateGradientEx1 |
Solves a positive definite linear system using the conjugate gradient
method.
|
ConjugateGradientEx2 |
Solves a sparse linear system using the conjugate gradient method with
preconditioning.
|
CsAkimaEx1 |
Computes the Akima cubic spline.
|
CsInterpolateEx1 |
Computes a cubic spline.
|
CsPeriodicEx1 |
Computes a cubic spline interpolant with
periodic boundary conditions.
|
CsShapeEx1 |
Computes a shape preserving cubic spline.
|
CsSmoothC2Ex1 |
Computes a smooth cubic spline on noisy data.
|
CsSmoothEx1 |
Computes a smooth cubic spline on noisy data using an "optimized" smoothing
parameter value.
|
CsTCBEx1 |
Computes the Kochanek-Bartels cubic spline.
|
DenseLPEx1 |
Solves a linear programming problem.
|
DenseLPEx2 |
Solves a linear programming problem.
|
DenseLPEx3 |
Solves a linear programming problem in \(5\) variables.
|
EigenEx1 |
Computes the eigenvalues and eigenvectors of a matrix.
|
EpsilonAlgorithmEx1 |
Accelerates a series of partial sums using the Epsilon algorithm.
|
FeynmanKacEx1 |
Compares American vs European options on a vanilla put.
|
FeynmanKacEx2 |
Applies a diffusion model for options pricing.
|
FeynmanKacEx3 |
Evaluates the price of a European option with two payoff strategies.
|
FeynmanKacEx4 |
Evaluates the price of a convertible bond.
|
FeynmanKacEx5 |
Solves for the "Greeks" of mathematical finance.
|
FFTEx1 |
Computes the Fourier coefficients of a periodic sequence.
|
GenMinResEx1 |
Solves a small linear system with the Generalized Minimum Residual (GMRES)
method.
|
GenMinResEx2 |
Solves a small linear system with user supplied inner
product.
|
GenMinResEx3 |
Solves a small linear system stored in sparse form.
|
GenMinResEx4 |
Solves a small linear system stored in sparse form with
preconditioning.
|
GenMinResEx5 |
Solves the Poisson equation using the second Householder
implementation.
|
GenMinResEx6 |
Solves the Poisson equation using the second Householder
implementation and preconditioning.
|
GenMinResEx7 |
Solves a small linear system with logging.
|
HyperbolicEx1 |
Evaluates the hyperbolic functions.
|
HyperRectangleQuadratureEx1 |
Evaluates a multi-dimensional integral.
|
LinearProgrammingEx1 | Deprecated
LinearProgramming class has been deprecated. |
LinearProgrammingEx2 | Deprecated
LinearProgramming class has been deprecated. |
LUEx1 |
Performs the LU factorization of a matrix.
|
MatrixEx1 |
Calculates the 1-norm of a simple matrix.
|
MinConGenLinEx1 |
Solves a general minimization problem with constraints.
|
MinConGenLinEx2 |
Minimizes a nonlinear function with constraints.
|
MinConNLPEx1 |
Solves a nonlinear programming problem using a finite
difference gradient.
|
MinConNLPEx2 |
MinConNLP Example 2: Solves a general nonlinear programming problem with
a user supplied gradient.
|
MinConNLPEx3 |
MinConNLP Example 3: Solves a general nonlinear programming problem using a
finite difference gradient.
|
MinUnconEx1 |
MinUncon Example 1: Minimizes a single variable function.
|
MinUnconEx2 |
MinUncon Example 2: Minimizes a single variable function
using the analytic derivative.
|
MinUnconMultiVarEx1 |
MinUnconMultiVar Example 1: Minimizes a multivariate function.
|
MinUnconMultiVarEx2 |
MinUnconMultiVar Example 2: Minimizes a multivariate function with a user
supplied gradient.
|
MinUnconMultiVarEx3 |
MinUnconMultiVar Example 3: Minimizes a multivariate function with a user
supplied Hessian.
|
NelderMeadEx1 |
Solves an unconstrained optimization problem using the simplex method of
Nelder and Mead.
|
NelderMeadEx2 |
Solves a constrained optimization problem using a direct search complex
method.
|
NonlinLeastSquaresEx1 |
Solves a nonlinear least squares problem using a finite difference Jacobian.
|
NonlinLeastSquaresEx2 |
NonlinLeastSquares Example 2: Solves a nonlinear least squares problem with a
user supplied Jacobian.
|
NonNegativeLeastSquaresEx1 |
Solves a nonnegative least squares problem.
|
NumericalDerivativesEx1 |
NumericalDerivatives Example 1: Approximates the gradient of a function of
two variables using numerical differentiation.
|
NumericalDerivativesEx2 |
Approximates one component of the gradient using numerical differentiation.
|
NumericalDerivativesEx3 |
Approximates the gradient with a combination of
numerical derivatives and analytic derivatives.
|
NumericalDerivativesEx4 |
Approximates the gradient using central
divided differences.
|
NumericalDerivativesEx5 |
Approximates the Hessian of a function using
numerical differentiation.
|
NumericalDerivativesEx6 |
Solves an optimization problem with supplied numerical gradients.
|
OdeAdamsGearEx1 |
Solves an ODE using the Adams-Gear method.
|
OdeRungeKuttaEx1 |
Solves an ODE using the Runge-Kutta-Verner method.
|
PhysicalEx1 |
Displays the physical constant PI.
|
PrintMatrixEx1 |
Prints a simple matrix.
|
PrintMatrixFormatEx1 |
Prints a matrix with and without row and column labels.
|
PrintMatrixFormatEx2 |
Prints a matrix in CSV format.
|
QREx1 |
Performs the QR factorization of a matrix.
|
QuadraticProgrammingEx1 |
Solves a quadratic programming problem in 4 variables.
|
QuadraticProgrammingEx2 |
Solves a quadratic programming problem with equality constraints.
|
QuadraticProgrammingEx3 |
Illustrates the exception thrown by the solver when it encounters
inconsistent style constraints.
|
QuadratureEx1 |
Quadrature Example 1: Approximates an integral.
|
QuadratureEx2 |
Quadrature Example 2: Approximates the integral of \(e^{-x}\).
|
QuadratureEx3 |
Quadrature Example 3: Approximates the integral of the entire real line.
|
QuadratureEx4 |
Quadrature Example 4: Approximates a trigonometric integral.
|
RadialBasisEx1 |
RadialBasis Example 1: Approximates a function with a
Hardy multiquadric radial basis function.
|
RadialBasisEx2 |
Approximates a function with a polyharmonic spline radial basis function.
|
RadialBasisEx2.PolyHarmonicSpline |
RadialBasis Example 2b: Defines a polyharmonic spline radial basis
function.
|
RadialBasisEx3 |
Approximates a function using a Hardy multiquadric radial basis function.
|
RadialBasisEx4 |
Approximates a function with a Gaussian radial basis function.
|
SfunEx1 |
Calculates various special functions.
|
SparseCholeskyEx1 |
SparseCholesky Example 1: Computes the Cholesky factorization of a sparse
matrix.
|
SparseLPEx1 |
Solves a linear programming problem with sparse representation.
|
SparseLPEx2 |
SparseLP Example 2: Solves a linear programming problem defined in an MPS
file.
|
SparseMatrixEx1 |
SparseMatrix Example 1: Computes the matrix product of two sparse
matrices.
|
SparseMatrixEx2 |
SparseMatrix Example 2: Converts a matrix in market format to a sparse matrix
format.
|
SparseMatrixEx2.MTXReader |
Reads a file containing Market format data.
|
Spline2DInterpolateEx1 |
Spline2DInterpolate Example 1: Computes a tensor-product spline
interpolant.
|
Spline2DInterpolateEx2 |
Spline2DInterpolate Example 2: Computes the tensor-product spline interpolant.
|
Spline2DInterpolateEx3 |
Computes a spline interpolant on a function and evaluates the partial
derivatives.
|
Spline2DInterpolateEx4 |
Spline2DInterpolate Example 4: Integrates a tensor-product spline.
|
Spline2DLeastSquaresEx1 |
Computes a tensor-product cubic spline least squares fit to a function.
|
SuperLUEx1 |
SuperLU Example 1: Computes the LU factorization of a sparse matrix.
|
SVDEx1 |
Computes the SVD factorization of a matrix.
|
SymEigenEx1 |
Computes the eigenvalues and eigenvectors of a symmetric matrix.
|
ZeroFunctionEx1 | Deprecated
ZeroFunction class has been deprecated. |
ZeroPolynomialEx1 |
Finds the zeros of a polynomial.
|
ZeroPolynomialEx2 |
Finds the zeros of a polynomial with complex coefficients.
|
ZerosFunctionEx1 |
Finds zeros of the \(\sin\) function.
|
ZeroSystemEx1 |
Solves a system of nonlinear equations.
|
ZeroSystemEx2 |
ZeroSystem Example 2: Solves a system of nonlinear equations with logging
enabled.
|
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