Package com.imsl.test.example.math

package com.imsl.test.example.math

Math examples.

Related Packages

Package	Description
com.imsl.test.example	Warning message example.
com.imsl.test.example.datamining	Data mining examples.
com.imsl.test.example.finance	Financial computations examples.
com.imsl.test.example.io	Input/output examples.
com.imsl.test.example.stat	Statistics examples.

Classes

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.
TransportEx1	Solves a transportation problem using the revised Simplex method.
TransportEx2	Solves a random transportation problem using both the simplex and the interior-point method.
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.