IMSL C# Numerical Library

Imsl.Math Namespace

Mathematics classes

Namespace hierarchy

Classes

Class Description
BadInitialGuessException Penalty function point infeasible for original problem. Try new initial guess.
Bessel Collection of Bessel functions.
BoundedLeastSquares Solves a nonlinear least-squares problem subject to bounds on the variables using a modified Levenberg-Marquardt algorithm.
BoundsInconsistentException The bounds given are inconsistent.
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 Spline represents and evaluates univariate B-splines.
Cholesky Cholesky factorization of a matrix of type double.
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 A general complex sparse matrix which is intended to be efficiently and easily updated.
ComplexSparseMatrix.SparseArray The SparseArray class uses public fields to hold the data for a sparse matrix in the 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.
ConstraintEvaluationException Constraint evaluation returns an error with current point.
ConstraintsInconsistentException The equality constraints are inconsistent.
ConstraintsNotSatisfiedException No vector x satisfies all of the constraints.
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.
DidNotConvergeException Maximum number of iterations exceeded.
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. Wynn.
EqualityConstraintsException The variables are determined by the equality constraints.
FalseConvergenceException False convergence, the iterates appear to be converging to a noncritical point.
FFT FFT functions.
GenMinRes Linear system solver using the restarted Generalized Minimum Residual (GMRES) method.
HyperRectangleQuadrature HyperRectangleQuadrature integrates a function over a hypercube.
IllConditionedException Problem is singular or ill-conditioned.
InconsistentSystemException Inconsistent system.
InvalidMPSFileException Invalid MPS file.
LimitingAccuracyException Limiting accuracy reached for a singular problem.
LinearlyDependentGradientsException Working set gradients are linearly dependent.
LU LU factorization of a matrix of type double.
Matrix Matrix manipulation functions.
MaxIterationsException Maximum number of iterations exceeded.
MaxNumberStepsAllowedException Maximum number of steps allowed exceeded.
MinConGenLin Minimizes a general objective function subject to linear equality/inequality constraints.
MinConNLP General nonlinear programming solver.
MinUncon Finds the minimum point for a smooth univariate function using function and optionally first derivative evaluations.
MinUnconMultiVar Minimizes a multivariate function using a quasi-Newton method.
MPSReader Reads a linear programming problem from an MPS file.
MPSReader.Element An element in the sparse contraint matrix.
MPSReader.Row A row either in the constraint matrix or a free row.
NoAcceptablePivotException An acceptable pivot could not be found.
NoAcceptableStepsizeException No acceptable stepsize in [SIGMA,SIGLA].
NoConvergenceException The conjugate gradient method did not converge within the allowed maximum number of iterations.
NonlinLeastSquares Solves a nonlinear least squares problem using a modified Levenberg-Marquardt algorithm.
NotDefiniteAMatrixException The input matrix A is indefinite, that is the matrix is not positive or negative definite.
NotDefiniteJacobiPreconditionerException The Jacobi preconditioner is not strictly positive or negative definite.
NotDefinitePreconditionMatrixException The Precondition matrix is indefinite.
NotSPDException The matrix is not symmetric, positive definite.
NumericDifficultyException Numerical difficulty occurred.
ObjectiveEvaluationException Objective evaluation returns an error with current point.
OdeRungeKutta Solves an initial-value problem for ordinary differential equations using the Runge-Kutta-Verner fifth-order and sixth-order method.
PenaltyFunctionPointInfeasibleException Penalty function point infeasible.
PrintMatrix Matrix printing utilities.
PrintMatrixFormat This class can be used to customize the actions of PrintMatrix.
PrintMatrixFormat.ParsePosition Tracks the current position during parsing.
ProblemInfeasibleException The problem is not feasible. The constraints are inconsistent.
ProblemUnboundedException The problem is unbounded.
ProblemVacuousException The problem is vacuous.
QPInfeasibleException QP problem seemingly infeasible.
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 Computes a least-squares fit to scattered data.
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.
SingularException Problem is singular.
SingularMatrixException The matrix is singular.
SingularPreconditionMatrixException The Precondition matrix is singular.
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 A general real sparse matrix intended to be efficiently and easily updated.
SparseMatrix.SparseArray The SparseArray class uses public fields to hold the data for a sparse matrix in the 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.
TerminationCriteriaNotSatisfiedException Termination criteria are not satisfied.
ToleranceTooSmallException Tolerance is too small.
TooManyIterationsException Maximum number of iterations exceeded.
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 directionor the maximum allowable step size is too small.
VarBoundsInconsistentException The equality constraints and the bounds on the variables are found to be inconsistent.
WorkingSetSingularException Working set is singular in dual extended QP.
ZeroFunction The ZeroFunction class uses 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.

Interfaces

Interface Description
BoundedLeastSquares.IFunction Public interface for the user-supplied function to evaluate the function that defines the least-squares problem.
BoundedLeastSquares.IJacobian Public interface for the user-supplied function to compute the Jacobian.
ConjugateGradient.IFunction Public interface for the user supplied function to ConjugateGradient.
ConjugateGradient.IPreconditioner Public interface for the user supplied function to ConjugateGradient used for preconditioning.
GenMinRes.IFunction Public interface for the user supplied function to GenMinRes.
GenMinRes.INorm 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.IPreconditioner Public interface for the user supplied function to GenMinRes used for preconditioning.
GenMinRes.IVectorProducts Public interface for the user supplied function to the GenMinRes object used for the inner product when the Gram-Schmidt implementation is used.
HyperRectangleQuadrature.IFunction Interface for the HyperRectangleQuadrature function.
MinConGenLin.IFunction Public interface for the user-supplied function to evaluate the function to be minimized.
MinConGenLin.IGradient Public interface for the user-supplied function to compute the gradient.
MinConNLP.IFunction Public interface for the user supplied function to the MinConNLP object.
MinConNLP.IGradient Public interface for the user supplied function to compute the gradient for MinConNLP object.
MinUncon.IDerivative Interface for the smooth function of a single variable to be minimized and its derivative.
MinUncon.IFunction Interface for the user supplied function for the smooth function of a single variable to be minimized.
MinUnconMultiVar.IFunction Interface for the user supplied multivariate function to be minimized.
MinUnconMultiVar.IGradient Interface for the user supplied multivariate function to be minimized and its gradient.
NonlinLeastSquares.IFunction Interface for the user supplied nonlinear least-squares function.
NonlinLeastSquares.IJacobian Interface for the user supplied nonlinear least squares function and its Jacobian.
OdeRungeKutta.IFunction Interface for user supplied function to OdeRungeKutta object.
Quadrature.IFunction Interface defining function for the Quadrature class.
RadialBasis.IFunction Public interface for the user supplied function to the RadialBasis object.
ZeroFunction.IFunction Interface for the user supplied function to ZeroFunction.
ZeroSystem.IFunction Public interface for user supplied function to ZeroSystem object.
ZeroSystem.IJacobian Public interface for user supplied function to ZeroSystem object.

Structures

Structure Description
Complex Set of mathematical functions for complex numbers. It provides the basic operations (addition, subtraction, multiplication, division) as well as a set of complex functions.
Physical Return the value of various mathematical and physical constants.

Enumerations

Enumeration Description
ComplexSparseCholesky.NumericFactorization Numeric Factorization methods.
ComplexSuperLU.ColumnOrdering The column permutation method to be used.
ComplexSuperLU.PerformanceParameters Performance tuning parameters which can be adjusted via method SetPerformanceTuningParameters.
ComplexSuperLU.Scaling Equilibration method before factorization, this setting is returned from GetEquilibrationMethod.
CsInterpolate.Condition Denotes the type of condition at an endpoint.
GenMinRes.ImplementationMethod Implementation methods.
GenMinRes.ResidualMethod Residual updating methods.
PrintMatrix.MatrixType MatrixType indicates what part of the matrix is to be printed.
PrintMatrixFormat.ColumnLabelType Type for column labels.
PrintMatrixFormat.FormatType FormatType specifies the argument to format.
PrintMatrixFormat.RowLabelType Type for row labels.
SparseCholesky.NumericFactorization Numeric factorization methods.
SuperLU.ColumnOrdering The column permutation method to be used.
SuperLU.PerformanceParameters Performance tuning parameters which can be adjusted via method SetPerformanceTuningParameters.
SuperLU.Scaling One of several possible equilibration option return values for property EquilibrationMethod.