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 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 .
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 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 , where d is the dimension.
RadialBasis.Gaussian	The Gaussian basis function, .
RadialBasis.HardyMultiquadric	The Hardy multiquadric basis function, .
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 .
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.
BoundedLeastSquares.NoProgressException	The algorithm is not making any progress, try new initial guess.
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.NoProgressException	The algorithm is not making any progress, try new initial guess.
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.