All constraints are not satisfied.

Penalty function point infeasible for original problem. Try new initial guess.

Collection of Bessel functions.

The boundary conditions are inconsistent.

Solves a nonlinear least-squares problem subject to bounds on the variables using a modified Levenberg-Marquardt algorithm.

Solve a linear least-squares problem with bounds on the variables.

The bounds given are inconsistent.

Extension of the BSpline class to interpolate data points.

Extension of the BSpline class to compute a least squares spline approximation to data points.

Spline represents and evaluates univariate B-splines.

Cholesky factorization of a matrix of type double.

Complex FFT.

LU factorization of a matrix of type Complex.

Complex matrix manipulation functions.

Sparse Cholesky factorization of a matrix of type ComplexSparseMatrix.

Data structures and functions for the numeric Cholesky factor.

Data structures and functions for the symbolic Cholesky factor.

A general complex sparse matrix which is intended to be efficiently and easily updated.

The SparseArray class uses public fields to hold the data for a sparse matrix in the Sparse Array format.

Computes the LU factorization of a general sparse matrix of type ComplexSparseMatrix by a column method and solves a sparse linear system of equations .

Solves a real symmetric definite linear system using the conjugate gradient method with optional preconditioning.

Constraint evaluation returns an error with current point.

The equality constraints are inconsistent.

No vector x satisfies all of the constraints.

Corrector failed to converge.

Extension of the Spline class to handle the Akima cubic spline.

Extension of the Spline class to interpolate data points.

Extension of the Spline class to interpolate data points with periodic boundary conditions.

Extension of the Spline class to interpolate data points consistent with the concavity of the data.

Extension of the Spline class to construct a smooth cubic spline from noisy data points.

Extension of the Spline class used to construct a spline for noisy data points using an alternate method.

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.

The algorithm appears to be cycling. Using refinement may help.

Solves a linear programming problem using an active set strategy.

Maximum number of iterations exceeded.

Collection of Eigen System functions.

The class is used to determine the limit of a sequence of approximations, by means of the Epsilon algorithm of P. Wynn.

The variables are determined by the equality constraints.

Error test failure detected.

False convergence, the iterates appear to be converging to a noncritical point.

Solves the generalized Feynman-Kac PDE.

FFT functions.

Linear system solver using the restarted Generalized Minimum Residual (GMRES) method.

HyperRectangleQuadrature integrates a function over a hypercube.

Problem is singular or ill-conditioned.

Inconsistent system.

The constraints at the initial point are inconsistent.

Invalid MPS file.

Iteration matrix is singular.

Limiting accuracy reached for a singular problem.

Working set gradients are linearly dependent.

LU factorization of a matrix of type double.

Matrix manipulation functions.

Maximum function evaluations exceeded.

Maximum number of iterations exceeded.

Maximum number of steps allowed exceeded.

Minimizes a general objective function subject to linear equality/inequality constraints.

General nonlinear programming solver.

Finds the minimum point for a smooth univariate function using function and optionally first derivative evaluations.

Minimizes a multivariate function using a quasi-Newton method.

Reads a linear programming problem from an MPS file.

An element in the sparse contraint matrix.

A row either in the constraint matrix or a free row.

The problem has multiple solutions producing essentially the same minimum.

An acceptable pivot could not be found.

No acceptable stepsize in [SIGMA,SIGLA].

The conjugate gradient method did not converge within the allowed maximum number of iterations.

No solution for the LP problem with h = 0 was found by DenseLP.

Solves a nonlinear least squares problem using a modified Levenberg-Marquardt algorithm.

Solves a linear least squares problem with nonnegativity constraints.

The algorithm is not making any progress. Try a new initial guess.

The input matrix A is indefinite, that is the matrix is not positive or negative definite.

The Jacobi preconditioner is not strictly positive or negative definite.

The Precondition matrix is indefinite.

The matrix is not symmetric, positive definite.

Compute the Jacobian matrix for a function with m components in n independent variables.

Numerical difficulty occurred.

Objective evaluation returns an error with current point.

ODE represents and solves an initial-value problem for ordinary differential equations.

Extension of the ODE class to solve a stiff initial-value problem for ordinary differential equations using the Adams-Gear methods.

Solves an initial-value problem for ordinary differential equations using the Runge-Kutta-Verner fifth-order and sixth-order method.

Penalty function point infeasible.

Matrix printing utilities.

This class can be used to customize the actions of PrintMatrix.

Tracks the current position during parsing.

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.

The problem is not feasible. The constraints are inconsistent.

The problem is unbounded.

The problem is vacuous.

QP problem seemingly infeasible.

The object value for the problem is unbounded.

QR Decomposition of a matrix.

Solves the convex quadratic programming problem subject to equality or inequality constraints.

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 in , where d is the dimension.

The Gaussian basis function, .

The Hardy multiquadric basis function, .

Collection of special functions.

Problem is singular.

The matrix is singular.

The Precondition matrix is singular.

A solution was not found. Try using DenseLP.

Some constraints were discarded because they were too linearly dependent on other active constraints.

Sparse Cholesky factorization of a matrix of type SparseMatrix.

The numeric Cholesky factorization of a matrix.

The symbolic Cholesky factorization of a matrix.

A general real sparse matrix intended to be efficiently and easily updated.

The SparseArray class uses public fields to hold the data for a sparse matrix in the Sparse Array format.

Spline represents and evaluates univariate piecewise polynomial splines.

Represents and evaluates tensor-product splines.

Computes a two-dimensional, tensor-product spline interpolant from two-dimensional, tensor-product data.

Computes a two-dimensional, tensor-product spline approximant using least squares.

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 .

Singular Value Decomposition (SVD) of a rectangular matrix of type double.

Computes the eigenvalues and eigenvectors of a real symmetric matrix.

The end value for the integration in time, tout, is not consistent with the current time value, t.

The current integration point in time and the end point are equal.

Termination criteria are not satisfied.

Distance between starting time point and end point for the integration is too small.

Tolerance is too small.

Maximum number of iterations exceeded.

Too many steps were taken between two consecutive time steps.

Maximum time allowed for solve is exceeded.

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.

The equality constraints and the bounds on the variables are found to be inconsistent.

Working set is singular in dual extended QP.

The ZeroPolynomial class computes the zeros of a polynomial with complex coefficients, Aberth's method.

Finds the real zeros of a real, continuous, univariate function, f(x).

Solves a system of n nonlinear equations f(x) = 0 using a modified Powell hybrid algorithm.

Set of mathematical functions for complex numbers. It provides the basic operations (addition, subtraction, multiplication, division) as well as a set of complex functions.

Return the value of various mathematical and physical constants.

Public interface for the user-supplied function to evaluate the function that defines the least-squares problem.

Public interface for the user-supplied function to compute the Jacobian.

Public interface for the user supplied function to ConjugateGradient.

Public interface for the user supplied function to ConjugateGradient used for preconditioning.

Public interface for user supplied boundary coefficients and terminal condition the PDE must satisfy.

Public interface for non-zero forcing term in the Feynman-Kac equation.

Public interface for adjustment of initial data or as an opportunity for output during the integration steps.

Interface for computation of coefficients of the Feynman-Kac PDE.

Public interface for the user supplied function to GenMinRes.

Public interface for the user supplied function to the GenMinRes object used for the norm when the Gram-Schmidt implementation is used.

Public interface for the user supplied function to GenMinRes used for preconditioning.

Public interface for the user supplied function to the GenMinRes object used for the inner product when the Gram-Schmidt implementation is used.

Interface for the HyperRectangleQuadrature function.

Public interface for the user-supplied function to evaluate the function to be minimized.

Public interface for the user-supplied function to compute the gradient.

Public interface for the user supplied function to the MinConNLP object.

Public interface for the user supplied function to compute the gradient for MinConNLP object.

Interface for the smooth function of a single variable to be minimized and its derivative.

Interface for the user supplied function for the smooth function of a single variable to be minimized.

Interface for the user supplied multivariate function to be minimized.

Interface for the user supplied multivariate function to be minimized and its gradient.

Interface for the user supplied nonlinear least-squares function.

Interface for the user supplied nonlinear least squares function and its Jacobian.

Public interface function.

Public interface for the user-supplied function to compute the Jacobian.

Public interface for user supplied function to OdeAdamsGear object.

Public interface for the user supplied function to evaluate the Jacobian matrix.

Public interface for user supplied function to OdeRungeKutta object.

Interface defining function for the Quadrature class.

Public interface for the user supplied function to the RadialBasis object.

Public interface for the user supplied function to ZerosFunction.

Public interface for user supplied function to ZeroSystem object.

Public interface for user supplied function to ZeroSystem object.

Numeric Factorization methods.

The column permutation method to be used.

Performance tuning parameters which can be adjusted via method SetPerformanceTuningParameters.

Equilibration method before factorization, this setting is returned from GetEquilibrationMethod.

Denotes the type of condition at an endpoint.

Indicates which step control method is used in the integration of the Feynman-Kac PDE.

Implementation methods.

Residual updating methods.

Specifies the differencing method.

ErrorNorm options

ExamineStep options

Integration type.

Solve option.

MatrixType indicates what part of the matrix is to be printed.

Type for column labels.

FormatType specifies the argument to format.

Type for row labels.

Numeric factorization methods.

The column permutation method to be used.

Performance tuning parameters which can be adjusted via method SetPerformanceTuningParameters.

One of several possible equilibration option return values for property EquilibrationMethod.