Imsl.Math Namespace |
Class | Description | |
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AllConstraintsNotSatisfiedException |
All constraints are not satisfied.
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BadInitialGuessException |
Penalty function point infeasible for original problem. Try new initial guess.
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Bessel |
Collection of Bessel functions.
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BoundaryInconsistentException |
The boundary conditions are inconsistent.
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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.
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BoundsInconsistentException |
The bounds given are inconsistent.
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BsInterpolate |
Extension of the BSpline class to interpolate data points.
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BsLeastSquares |
Extension of the BSpline class to compute a least squares spline
approximation to data points.
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BSpline |
Spline represents and evaluates univariate B-splines.
| |
Cholesky |
Cholesky factorization of a matrix of type double.
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ComplexFFT |
Complex FFT.
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ComplexLU | LU factorization of a matrix of type Complex.
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ComplexMatrix |
Complex matrix manipulation functions.
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ComplexSparseCholesky |
Sparse Cholesky factorization of a matrix of type
ComplexSparseMatrix.
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ComplexSparseCholeskyNumericFactor |
Data structures and functions for the numeric Cholesky factor.
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ComplexSparseCholeskySymbolicFactor |
Data structures and functions for the symbolic Cholesky factor.
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ComplexSparseMatrix |
A general complex sparse matrix which is intended to be efficiently
and easily updated.
| |
ComplexSparseMatrixSparseArray |
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 .
| |
ConjugateGradient |
Solves a real symmetric definite linear system using the conjugate gradient
method with optional preconditioning.
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ConstraintEvaluationException |
Constraint evaluation returns an error with current point.
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ConstraintsInconsistentException |
The equality constraints are inconsistent.
| |
ConstraintsNotSatisfiedException |
No vector x satisfies all of the constraints.
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CorrectorConvergenceException |
Corrector failed to converge.
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CsAkima |
Extension of the Spline class to handle the Akima cubic spline.
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CsInterpolate |
Extension of the Spline class to interpolate data points.
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CsPeriodic |
Extension of the Spline class to interpolate data points with periodic
boundary conditions.
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CsShape |
Extension of the Spline class to interpolate data points consistent with
the concavity of the data.
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CsSmooth |
Extension of the Spline class to construct a smooth cubic spline from
noisy data points.
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CsSmoothC2 |
Extension of the Spline class used to construct a spline for noisy data
points using an alternate method.
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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.
| |
CyclingOccurringException |
The algorithm appears to be cycling. Using refinement may help.
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DenseLP |
Solves a linear programming problem using an active set strategy.
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DidNotConvergeException |
Maximum number of iterations exceeded.
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Eigen |
Collection of Eigen System functions.
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EpsilonAlgorithm |
The class is used to determine the limit of a sequence of
approximations, by means of the Epsilon algorithm of P. Wynn.
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EqualityConstraintsException |
The variables are determined by the equality constraints.
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ErrorTestException |
Error test failure detected.
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FalseConvergenceException |
False convergence, the iterates appear to be converging to a noncritical point.
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FeynmanKac |
Solves the generalized Feynman-Kac PDE.
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FFT |
FFT functions.
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GenMinRes |
Linear system solver using the restarted Generalized Minimum Residual (GMRES)
method.
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HyperRectangleQuadrature |
HyperRectangleQuadrature integrates a function over a hypercube.
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IllConditionedException |
Problem is singular or ill-conditioned.
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InconsistentSystemException | Inconsistent system. | |
InitialConstraintsException |
The constraints at the initial point are inconsistent.
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InvalidMPSFileException |
Invalid MPS file.
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IterationMatrixSingularException |
Iteration matrix is singular.
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LimitingAccuracyException |
Limiting accuracy reached for a singular problem.
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LinearlyDependentGradientsException |
Working set gradients are linearly dependent.
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LU | LU factorization of a matrix of type double.
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Matrix |
Matrix manipulation functions.
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MaxFcnEvalsExceededException |
Maximum function evaluations exceeded.
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MaxIterationsException |
Maximum number of iterations exceeded.
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MaxNumberStepsAllowedException |
Maximum number of steps allowed exceeded.
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MinConGenLin |
Minimizes a general objective function subject to linear
equality/inequality constraints.
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MinConNLP |
General nonlinear programming solver.
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MinUncon |
Finds the minimum point for a smooth univariate function using function
and optionally first derivative evaluations.
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MinUnconMultiVar |
Minimizes a multivariate function using a quasi-Newton method.
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MPSReader |
Reads a linear programming problem from an MPS file.
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MPSReaderElement |
An element in the sparse contraint matrix.
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MPSReaderRow | A row either in the constraint matrix or a free row. | |
MultipleSolutionsException |
The problem has multiple solutions producing essentially the same minimum.
| |
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.
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NoLPSolutionException |
No solution for the LP problem with h = 0 was found by DenseLP.
| |
NonlinLeastSquares |
Solves a nonlinear least squares problem using a modified
Levenberg-Marquardt algorithm.
| |
NonNegativeLeastSquares |
Solves a linear least squares problem with nonnegativity constraints.
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NoProgressException |
The algorithm is not making any progress. Try a new initial guess.
| |
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.
| |
NumericalDerivatives |
Compute the Jacobian matrix for a function
with m components in n independent variables.
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NumericDifficultyException |
Numerical difficulty occurred.
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ObjectiveEvaluationException |
Objective evaluation returns an error with current point.
| |
ODE |
ODE represents and solves an initial-value problem for ordinary
differential equations.
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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.
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PenaltyFunctionPointInfeasibleException |
Penalty function point infeasible.
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PrintMatrix |
Matrix printing utilities.
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PrintMatrixFormat |
This class can be used to customize the actions of PrintMatrix.
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PrintMatrixFormatParsePosition |
Tracks the current position during parsing.
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PrintMatrixString | This is an internal class to conveniently use PrintMatrix in logging
operations. The requirement is to get the output from PrintMatrix.print()
into a String that can be passed to the logging framework.
This class uses a StringBuffer object to collect all print() calls made
internally in PrintMatrix. Once the call completes, use the method
getOutput() to return what would have been printed as a String that
includes proper spacing and line breaks.
Working this into the PrintMatrix class would have involved extra overhead
in all the cases where a string wouldn't be required, so it's best to
include this as a separate undocumented class. Public access is required
to use from the packages outside of Imsl.Math.
| |
ProblemInfeasibleException |
The problem is not feasible. The constraints are inconsistent.
| |
ProblemUnboundedException |
The problem is unbounded.
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ProblemVacuousException |
The problem is vacuous.
| |
QPInfeasibleException |
QP problem seemingly infeasible.
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QPProblemUnboundedException |
The object value for the problem is unbounded.
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QR |
QR Decomposition of a matrix.
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QuadraticProgramming |
Solves the convex quadratic programming problem subject to equality or
inequality constraints.
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Quadrature | Quadrature is a general-purpose integrator that uses a globally
adaptive scheme in order to reduce the absolute error.
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RadialBasis | RadialBasis computes a least-squares fit to scattered data in
, where d is the dimension.
| |
RadialBasisGaussian |
The Gaussian basis function, .
| |
RadialBasisHardyMultiquadric |
The Hardy multiquadric basis function,
.
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Sfun |
Collection of special functions.
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SingularException |
Problem is singular.
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SingularMatrixException | The matrix is singular. | |
SingularPreconditionMatrixException |
The Precondition matrix is singular.
| |
SolutionNotFoundException |
A solution was not found. Try using DenseLP.
| |
SomeConstraintsDiscardedException |
Some constraints were discarded because they were too linearly
dependent on other active constraints.
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SparseCholesky | Sparse Cholesky factorization of a matrix of type SparseMatrix.
| |
SparseCholeskyNumericFactor |
The numeric Cholesky factorization of a matrix.
| |
SparseCholeskySymbolicFactor |
The symbolic Cholesky factorization of a matrix.
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SparseMatrix |
A general real sparse matrix intended to be efficiently and easily
updated.
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SparseMatrixSparseArray |
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.
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Spline2D |
Represents and evaluates tensor-product splines.
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Spline2DInterpolate | Computes a two-dimensional, tensor-product spline interpolant from
two-dimensional, tensor-product data.
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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 .
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SVD |
Singular Value Decomposition (SVD) of a rectangular matrix of type
double.
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SymEigen |
Computes the eigenvalues and eigenvectors of a real symmetric matrix.
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TcurrentTstopInconsistentException |
The end value for the integration in time, tout, is not
consistent with the current time value, t.
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TEqualsToutException |
The current integration point in time and the end point are equal.
| |
TerminationCriteriaNotSatisfiedException |
Termination criteria are not satisfied.
| |
TimeIntervalTooSmallException |
Distance between starting time point and end point for the integration
is too small.
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ToleranceTooSmallException |
Tolerance is too small.
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TooManyIterationsException |
Maximum number of iterations exceeded.
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TooManyStepsException |
Too many steps were taken between two consecutive time steps.
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TooMuchTimeException |
Maximum time allowed for solve is exceeded.
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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.
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ZeroPolynomial |
The ZeroPolynomial class computes the zeros of a polynomial with complex
coefficients, Aberth's method.
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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.
|
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.
|
Interface | Description | |
---|---|---|
BoundedLeastSquaresIFunction |
Public interface for the user-supplied function to evaluate the
function that defines the least-squares problem.
| |
BoundedLeastSquaresIJacobian |
Public interface for the user-supplied function to compute the
Jacobian.
| |
ConjugateGradientIFunction |
Public interface for the user supplied function to
ConjugateGradient.
| |
ConjugateGradientIPreconditioner |
Public interface for the user supplied function to
ConjugateGradient used for preconditioning.
| |
FeynmanKacIBoundaries |
Public interface for user supplied boundary coefficients and terminal condition
the PDE must satisfy.
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FeynmanKacIForcingTerm |
Public interface for non-zero forcing term in the Feynman-Kac equation.
| |
FeynmanKacIInitialData |
Public interface for adjustment of initial data or as an opportunity
for output during the integration steps.
| |
FeynmanKacIPdeCoefficients |
Interface for computation of coefficients of the Feynman-Kac PDE.
| |
GenMinResIFunction | Public interface for the user supplied function to
GenMinRes.
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GenMinResINorm | Public interface for the user supplied function to the
GenMinRes object used for the norm
when the Gram-Schmidt implementation is used.
| |
GenMinResIPreconditioner | Public interface for the user supplied function to
GenMinRes used for preconditioning.
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GenMinResIVectorProducts | Public interface for the user supplied function to the
GenMinRes object used for the inner
product when the Gram-Schmidt implementation is used.
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HyperRectangleQuadratureIFunction |
Interface for the HyperRectangleQuadrature function.
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MinConGenLinIFunction |
Public interface for the user-supplied function to evaluate the
function to be minimized.
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MinConGenLinIGradient |
Public interface for the user-supplied function to compute the gradient.
| |
MinConNLPIFunction |
Public interface for the user supplied function to the
MinConNLP object.
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MinConNLPIGradient |
Public interface for the user supplied function to compute the
gradient for MinConNLP object.
| |
MinUnconIDerivative |
Interface for the smooth function of a single variable to be
minimized and its derivative.
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MinUnconIFunction |
Interface for the user supplied function for the smooth function of a
single variable to be minimized.
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MinUnconMultiVarIFunction |
Interface for the user supplied multivariate function
to be minimized.
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MinUnconMultiVarIGradient |
Interface for the user supplied multivariate function to be minimized
and its gradient.
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NonlinLeastSquaresIFunction |
Interface for the user supplied nonlinear least-squares function.
| |
NonlinLeastSquaresIJacobian |
Interface for the user supplied nonlinear least squares function and its Jacobian.
| |
NumericalDerivativesIFunction |
Public interface function.
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NumericalDerivativesIJacobian |
Public interface for the user-supplied function to compute the Jacobian.
| |
OdeAdamsGearIFunction | Public interface for user supplied function to OdeAdamsGear object. | |
OdeAdamsGearIJacobian | Public interface for the user supplied function to
evaluate the Jacobian matrix.
| |
OdeRungeKuttaIFunction |
Public interface for user supplied function to OdeRungeKutta object.
| |
QuadratureIFunction |
Interface defining function for the Quadrature class.
| |
RadialBasisIFunction |
Public interface for the user supplied function to the
RadialBasis object.
| |
ZerosFunctionIFunction |
Public interface for the user supplied function to
ZerosFunction.
| |
ZeroSystemIFunction |
Public interface for user supplied function to ZeroSystem
object.
| |
ZeroSystemIJacobian |
Public interface for user supplied function to ZeroSystem
object.
|
Enumeration | Description | |
---|---|---|
ComplexSparseCholeskyNumericFactorization |
Numeric Factorization methods.
| |
ComplexSuperLUColumnOrdering |
The column permutation method to be used.
| |
ComplexSuperLUPerformanceParameters |
Performance tuning parameters which can be adjusted via method
SetPerformanceTuningParameters.
| |
ComplexSuperLUScaling |
Equilibration method before factorization, this setting is returned
from GetEquilibrationMethod.
| |
CsInterpolateCondition |
Denotes the type of condition at an endpoint.
| |
FeynmanKacPDEStepControlMethod |
Indicates which step control method is used in the integration of the
Feynman-Kac PDE.
| |
GenMinResImplementationMethod |
Implementation methods.
| |
GenMinResResidualMethod |
Residual updating methods.
| |
NumericalDerivativesDifferencingMethod |
Specifies the differencing method.
| |
ODEErrorNormOptions | ErrorNorm options
| |
ODEExamineStepOptions | ExamineStep options
| |
OdeAdamsGearIntegrationType | Integration type.
| |
OdeAdamsGearSolveOption | Solve option.
| |
PrintMatrixMatrixType |
MatrixType indicates what part of the matrix is to be printed.
| |
PrintMatrixFormatColumnLabelType |
Type for column labels.
| |
PrintMatrixFormatFormatType |
FormatType specifies the argument to format.
| |
PrintMatrixFormatRowLabelType |
Type for row labels.
| |
SparseCholeskyNumericFactorization |
Numeric factorization methods.
| |
SuperLUColumnOrdering |
The column permutation method to be used.
| |
SuperLUPerformanceParameters |
Performance tuning parameters which can be adjusted via method
SetPerformanceTuningParameters.
| |
SuperLUScaling |
One of several possible equilibration option return values for
property EquilibrationMethod.
|