JMSLTM Numerical Library 5.0.1

Package com.imsl.math

Interface Summary
BoundedLeastSquares.Function Public interface for the user-supplied function to evaluate the function that defines the least-squares problem.
BoundedLeastSquares.Jacobian Public interface for the user-supplied function to compute the Jacobian.
ConjugateGradient.Function Public interface for the user supplied function to ConjugateGradient.
ConjugateGradient.Preconditioner Public interface for the user supplied function to ConjugateGradient used for preconditioning.
GenMinRes.Function Public interface for the user supplied function to GenMinRes.
GenMinRes.Norm Public interface for the user supplied function to the GenMinRes object used for the norm Vert X Vert when the Gram-Schmidt implementation is used.
GenMinRes.Preconditioner Public interface for the user supplied function to GenMinRes used for preconditioning.
GenMinRes.VectorProducts Public interface for the user supplied function to the GenMinRes object used for the inner product when the Gram-Schmidt implementation is used.
HyperRectangleQuadrature.Function Public interface function for the HyperRectangleQuadrature class.
MinConGenLin.Function Public interface for the user-supplied function to evaluate the function to be minimized.
MinConGenLin.Gradient Public interface for the user-supplied function to compute the gradient.
MinConNLP.Function Public interface for the user supplied function to the MinConNLP object.
MinConNLP.Gradient Public interface for the user supplied function to compute the gradient for MinConNLP object.
MinUncon.Derivative Public interface for the user supplied function to the MinUncon object.
MinUncon.Function Public interface for the user supplied function to the MinUncon object.
MinUnconMultiVar.Function Public interface for the user supplied function to the MinUnconMultiVar object.
MinUnconMultiVar.Gradient Public interface for the user supplied gradient to the MinUnconMultiVar object.
NonlinLeastSquares.Function Public interface for the user supplied function to the NonlinLeastSquares object.
NonlinLeastSquares.Jacobian Public interface for the user supplied function to the NonlinLeastSquares object.
OdeRungeKutta.Function Public interface for user supplied function to OdeRungeKutta object.
Quadrature.Function Public interface function for the Quadrature class.
RadialBasis.Function Public interface for the user supplied function to the RadialBasis object.
ZeroFunction.Function Public interface for the user supplied function to ZeroFunction.
ZeroSystem.Function Public interface for user supplied function to ZeroSystem object.
ZeroSystem.Jacobian Public interface for user supplied function to ZeroSystem object.
 

Class Summary
Bessel Collection of Bessel functions.
BoundedLeastSquares Solves a nonlinear least-squares problem subject to bounds on the variables using a modified Levenberg-Marquardt algorithm.
BsInterpolate Extension of the BSpline class to interpolate data points.
BsLeastSquares Extension of the BSpline class to compute a least squares spline approximation to data points.
BSpline BSpline represents and evaluates univariate B-splines.
Cholesky Cholesky factorization of a matrix of type double.
Complex Set of mathematical functions for complex numbers.
ComplexFFT Complex FFT.
ComplexLU LU factorization of a matrix of type Complex.
ComplexMatrix Complex matrix manipulation functions.
ComplexSparseCholesky Sparse Cholesky factorization of a matrix of type ComplexSparseMatrix.
ComplexSparseCholesky.NumericFactor Data structures and functions for the numeric Cholesky factor.
ComplexSparseCholesky.SymbolicFactor Data structures and functions for the symbolic Cholesky factor.
ComplexSparseMatrix Sparse matrix of type Complex.
ComplexSparseMatrix.SparseArray The SparseArray class uses public fields to hold the data for a sparse matrix in the Java Sparse Array format.
ComplexSuperLU Computes the LU factorization of a general sparse matrix of type ComplexSparseMatrix by a column method and solves a sparse linear system of equations Ax=b.
ConjugateGradient Solves a real symmetric definite linear system using the conjugate gradient method with optional preconditioning.
CsAkima Extension of the Spline class to handle the Akima cubic spline.
CsInterpolate Extension of the Spline class to interpolate data points.
CsPeriodic Extension of the Spline class to interpolate data points with periodic boundary conditions.
CsShape Extension of the Spline class to interpolate data points consistent with the concavity of the data.
CsSmooth Extension of the Spline class to construct a smooth cubic spline from noisy data points.
CsSmoothC2 Extension of the Spline class used to construct a spline for noisy data points using an alternate method.
DenseLP Solves a linear programming problem using an active set strategy.
Eigen Collection of Eigen System functions.
EpsilonAlgorithm The class is used to determine the limit of a sequence of approximations, by means of the Epsilon algorithm of P.
FFT FFT functions.
GenMinRes Linear system solver using the restarted Generalized Minimum Residual (GMRES) method.
GenMinRes.Formatter Simple formatter for GenMinRes logging
Hyperbolic Pure Java implementation of the hyperbolic functions and their inverses.
HyperRectangleQuadrature HyperRectangleQuadrature integrates a function over a hypercube.
IEEE Pure Java implementation of the IEEE 754 functions as specified in IEEE Standard for Binary Floating-Point Arithmetic, ANSI/IEEE Standard 754-1985 (IEEE, New York).
JMath Pure Java implementation of the standard java.lang.Math class.
LU LU factorization of a matrix of type double.
Matrix Matrix manipulation functions.
MinConGenLin Minimizes a general objective function subject to linear equality/inequality constraints.
MinConNLP General nonlinear programming solver.
MinConNLP.Formatter Simple formatter for MinConNLP logging
MinUncon Unconstrained minimization.
MinUnconMultiVar Unconstrained multivariate minimization.
NonlinLeastSquares Nonlinear least squares.
OdeRungeKutta Solves an initial-value problem for ordinary differential equations using the Runge-Kutta-Verner fifth-order and sixth-order method.
Physical Return the value of various mathematical and physical constants.
PrintMatrix Matrix printing utilities.
PrintMatrixFormat This class can be used to customize the actions of PrintMatrix.
QR QR Decomposition of a matrix.
QuadraticProgramming Solves the convex quadratic programming problem subject to equality or inequality constraints.
Quadrature Quadrature is a general-purpose integrator that uses a globally adaptive scheme in order to reduce the absolute error.
RadialBasis RadialBasis computes a least-squares fit to scattered data in {bf R}^d, where d is the dimension.
RadialBasis.Gaussian The Gaussian basis function, e^{-ax^2}.
RadialBasis.HardyMultiquadric The Hardy multiquadric basis function, sqrt{r^2+delta^2}.
Sfun Collection of special functions.
SparseCholesky Sparse Cholesky factorization of a matrix of type SparseMatrix.
SparseCholesky.NumericFactor The numeric Cholesky factorization of a matrix.
SparseCholesky.SymbolicFactor The symbolic Cholesky factorization of a matrix.
SparseMatrix Sparse matrix of type double.
SparseMatrix.SparseArray The SparseArray class uses public fields to hold the data for a sparse matrix in the Java Sparse Array format.
Spline Spline represents and evaluates univariate piecewise polynomial splines.
Spline2D Represents and evaluates tensor-product splines.
Spline2DInterpolate Computes a two-dimensional, tensor-product spline interpolant from two-dimensional, tensor-product data.
SuperLU Computes the LU factorization of a general sparse matrix of type SparseMatrix by a column method and solves the real sparse linear system of equations Ax=b.
SVD Singular Value Decomposition (SVD) of a rectangular matrix of type double.
SymEigen Computes the eigenvalues and eigenvectors of a real symmetric matrix.
ZeroFunction Muller's method to find the zeros of a univariate function, f(x).
ZeroPolynomial The ZeroPolynomial class computes the zeros of a polynomial with complex coefficients, Aberth's method.
ZeroSystem Solves a system of n nonlinear equations f(x) = 0 using a modified Powell hybrid algorithm.
 

Exception Summary
BoundedLeastSquares.FalseConvergenceException False convergence - The iterates appear to be converging to a noncritical point.
Cholesky.NotSPDException The matrix is not symmetric, positive definite.
ComplexSparseCholesky.NotSPDException The matrix is not Hermitian, positive definite.
ConjugateGradient.NoConvergenceException The conjugate gradient method did not converge within the allowed maximum number of iterations.
ConjugateGradient.NotDefiniteAMatrixException The input matrix A is indefinite, that is the matrix is not positive or negative definite.
ConjugateGradient.NotDefiniteJacobiPreconditionerException The Jacobi preconditioner is not strictly positive or negative definite.
ConjugateGradient.NotDefinitePreconditionMatrixException The Precondition matrix is indefinite.
ConjugateGradient.SingularPreconditionMatrixException The Precondition matrix is singular.
CsShape.TooManyIterationsException Too many iterations.
DenseLP.BoundsInconsistentException The bounds given are inconsistent.
DenseLP.NoAcceptablePivotException No acceptable pivot could be found.
DenseLP.ProblemUnboundedException The problem is unbounded.
Eigen.DidNotConvergeException The iteration did not converge
GenMinRes.TooManyIterationsException Maximum number of iterations exceeded.
MinConGenLin.ConstraintsInconsistentException The equality constraints are inconsistent.
MinConGenLin.ConstraintsNotSatisfiedException No vector x satisfies all of the constraints.
MinConGenLin.EqualityConstraintsException the variables are determined by the equality constraints.
MinConGenLin.VarBoundsInconsistentException The equality constraints and the bounds on the variables are found to be inconsistent.
MinConNLP.BadInitialGuessException Penalty function point infeasible for original problem.
MinConNLP.ConstraintEvaluationException Constraint evaluation returns an error with current point.
MinConNLP.IllConditionedException Problem is singular or ill-conditioned.
MinConNLP.LimitingAccuracyException Limiting accuracy reached for a singular problem.
MinConNLP.LinearlyDependentGradientsException Working set gradients are linearly dependent.
MinConNLP.NoAcceptableStepsizeException No acceptable stepsize in [SIGMA,SIGLA].
MinConNLP.ObjectiveEvaluationException Objective evaluation returns an error with current point.
MinConNLP.PenaltyFunctionPointInfeasibleException Penalty function point infeasible.
MinConNLP.QPInfeasibleException QP problem seemingly infeasible.
MinConNLP.SingularException Problem is singular.
MinConNLP.TerminationCriteriaNotSatisfiedException Termination criteria are not satisfied.
MinConNLP.TooManyIterationsException Maximum number of iterations exceeded.
MinConNLP.TooMuchTimeException Maximum time allowed for solve exceeded.
MinConNLP.WorkingSetSingularException Working set is singular in dual extended QP.
MinUnconMultiVar.ApproximateMinimumException Scaled step tolerance satisfied; the current point may be an approximate local solution, or the algorithm is making very slow progress and is not near a solution, or the scaled step tolerance is too big.
MinUnconMultiVar.FalseConvergenceException False convergence error; the iterates appear to be converging to a noncritical point.
MinUnconMultiVar.MaxIterationsException Maximum number of iterations exceeded.
MinUnconMultiVar.UnboundedBelowException Five consecutive steps of the maximum allowable stepsize have been taken, either the function is unbounded below, or has a finite asymptote in some direction or the maximum allowable step size is too small.
NonlinLeastSquares.FalseConvergenceException The iterates appear to be converging to a non-critical point.
NonlinLeastSquares.RelativeFunctionConvergenceException The scaled and predicted reductions in the function are less than or equal to the relative function convergence tolerance.
NonlinLeastSquares.StepMaxException Either the function is unbounded below, has a finite asymptote in some direction, or the maximum stepsize is too small.
NonlinLeastSquares.StepToleranceException Various possible errors involving the step tolerance.
NonlinLeastSquares.TooManyIterationsException Too many iterations.
OdeRungeKutta.DidNotConvergeException The iteration did not converge.
OdeRungeKutta.ToleranceTooSmallException Tolerance is too small.
QuadraticProgramming.InconsistentSystemException Inconsistent system.
SingularMatrixException The matrix is singular.
SparseCholesky.NotSPDException The matrix is not symmetric, positive definite.
SVD.DidNotConvergeException The iteration did not converge
ZeroPolynomial.DidNotConvergeException The iteration did not converge
ZeroSystem.DidNotConvergeException The iteration did not converge.
ZeroSystem.ToleranceTooSmallException Tolerance too small
ZeroSystem.TooManyIterationsException Too many iterations.
 


JMSLTM Numerical Library 5.0.1

Copyright © 1970-2008 Visual Numerics, Inc.
Built July 8 2008.