JMSLTM Numerical Library 6.0

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.
FeynmanKac.Boundaries Public interface for user supplied boundary coefficients and terminal condition the PDE must satisfy.
FeynmanKac.ForcingTerm Public interface for non-zero forcing term in the Feynman-Kac equation.
FeynmanKac.InitialData Public interface for adjustment of initial data or as an opportunity for output during the integration steps.
FeynmanKac.PdeCoefficients Public interface for user supplied PDE coefficients in the Feynman-Kac PDE.
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.
MinUnconMultiVar.Hessian Public interface for the user supplied Hessian 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.
NumericalDerivatives.Function Public interface function.
NumericalDerivatives.Jacobian Public interface for the user-supplied function to compute the Jacobian.
OdeAdamsGear.Function Public interface for user supplied function to OdeAdamsGear object.
OdeAdamsGear.Jacobian Public interface for the user supplied function to evaluate the Jacobian matrix.
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.
ZerosFunction.Function Public interface for the user supplied function to ZerosFunction.
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.
BoundedVariableLeastSquares Solve a linear least-squares problem with bounds on the variables.
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.
CsTCB Extension of the Spline class to handle a tension-continuity-bias (TCB) cubic spline, also known as a Kochanek-Bartels spline and is a generalization of the Catmull-Rom spline.
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.
FeynmanKac Solves the generalized Feynman-Kac PDE.
FFT FFT functions.
GenMinRes Linear system solver using the restarted Generalized Minimum Residual (GMRES) method.
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.
MinUncon Unconstrained minimization.
MinUnconMultiVar Unconstrained multivariate minimization.
NonlinLeastSquares Nonlinear least squares.
NonNegativeLeastSquares Solves a linear least squares problem with nonnegativity constraints.
NumericalDerivatives Compute the Jacobian matrix for a function f(y) with m components in n independent variables.
ODE ODE represents and solves an initial-value problem for ordinary differential equations.
OdeAdamsGear Extension of the ODE class to solve a stiff initial-value problem for ordinary differential equations using the Adams-Gear methods.
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.
Spline2DLeastSquares Computes a two-dimensional, tensor-product spline approximant using least squares.
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.
ZeroPolynomial The ZeroPolynomial class computes the zeros of a polynomial with complex coefficients, Aberth's method.
ZerosFunction Finds the real zeros of a real, continuous, univariate function, f(x).
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.
BoundedVariableLeastSquares.TooManyIterException Maximum number of iterations exceeded.
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.AllConstraintsNotSatisfiedException All constraints are not satisfied.
DenseLP.BoundsInconsistentException The bounds given are inconsistent.
DenseLP.CyclingOccurringException The algorithm appears to be cycling.
DenseLP.MultipleSolutionsException The problem has multiple solutions giving essentially the same minimum.
DenseLP.NoAcceptablePivotException No acceptable pivot could be found.
DenseLP.ProblemUnboundedException The problem is unbounded.
DenseLP.ProblemVacuousException The problem is vaxuous.
DenseLP.SomeConstraintsDiscardedException Some constraints were discarded because they were too linearly dependent on other active constraints.
Eigen.DidNotConvergeException The iteration did not converge
FeynmanKac.BoundaryInconsistentException The boundary conditions are inconsistent.
FeynmanKac.ConstraintsInconsistentException The constraints are inconsistent.
FeynmanKac.CorrectorConvergenceException Corrector failed to converge.
FeynmanKac.ErrorTestException Error test failure detected.
FeynmanKac.InitialConstraintsException The constraints at the initial point are inconsistent.
FeynmanKac.IterationMatrixSingularException Iteration matrix is singular.
FeynmanKac.TcurrentTstopInconsistentException The end value for the integration in time, tout, is not consistent with the current time value, t.
FeynmanKac.TEqualsToutException The current integration point in time and the end point are equal.
FeynmanKac.TimeIntervalTooSmallException Distance between starting time point and end point for the integration is too small.
FeynmanKac.ToleranceTooSmallException Tolerance is too small.
FeynmanKac.TooManyIterationsException Too many iterations required by the DAE solver.
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.TooManyIterationsException Too many iterations.
NonNegativeLeastSquares.TooManyIterException Maximum number of iterations has been exceeded.
NonNegativeLeastSquares.TooMuchTimeException Maximum time allowed for solve is exceeded.
OdeAdamsGear.DidNotConvergeException The iteration did not converge within the maximum number of steps allowed (default 500).
OdeAdamsGear.MaxFcnEvalsExceededException Maximum function evaluations exceeded.
OdeAdamsGear.SingularMatrixException The interpolation matrix is singular.
OdeAdamsGear.ToleranceTooSmallException Tolerance is too small or the problem is stiff.
OdeRungeKutta.DidNotConvergeException The iteration did not converge within the maximum number of steps allowed (default 500).
OdeRungeKutta.ToleranceTooSmallException Tolerance is too small or the problem is stiff.
QuadraticProgramming.InconsistentSystemException The system of constraints is inconsistent.
QuadraticProgramming.NoLPSolutionException No solution for the LP problem with h = 0 was found by DenseLP.
QuadraticProgramming.ProblemUnboundedException The object value for the problem is unbounded.
QuadraticProgramming.SolutionNotFoundException A solution was not found.
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 6.0

Copyright © 1970-2009 Visual Numerics, Inc.
Built September 1 2009.