Package pal.math
Classes for math stuff such as optimisation, numerical derivatives, matrix exponentials,
random numbers, special function etc.
-
Interface Summary Interface Description LMSSolver Title: LMSSolverMFWithGradient interface for a function of several variables with a gradientMinimiserMonitor interface for a classes that wish to monitor the progress of a MinimiserMultivariateFunction interface for a function of several variablesMultivariateMinimum.Factory A factory interface for MultivariateMinimums (because they aren't statefree)OrderEnumerator A means for describing odering information, and Utilities for creating such OrderingsOrderEnumerator.OEFactory OrthogonalHints Provides a means for giving an Orthogonal base optimiser (IE, OrthognalMinimum) hints about the function that may alow it to optimise better.OrthogonalSearch.RoundOptimiser UnivariateFunction interface for a function of one variable -
Class Summary Class Description Binomial Binomial coefficientsBoundsCheckedFunction returns a very large number instead of the function value if arguments are out of bound (useful for minimization with minimizers that don't check argument boundaries)ConjugateDirectionSearch methods for minimization of a real-valued function of several variables without using derivatives (Brent's modification of a conjugate direction search method proposed by Powell)ConjugateGradientSearch minimization of a real-valued function of several variables using a the nonlinear conjugate gradient method where several variants of the direction update are available (Fletcher-Reeves, Polak-Ribiere, Beale-Sorenson, Hestenes-Stiefel) and bounds are respected.DifferentialEvolution global minimization of a real-valued function of several variables without using derivatives using a genetic algorithm (Differential Evolution)ErrorFunction error function and related stuffEvaluationCounter A utiltity class that can be used to track the number of evaluations of a general functionGammaFunction gamma functionGeneralizedDEOptimizer Provides an general interface to the DifferentialEvolution class that is not tied to a certain number of parameters (as DifferentialEvolution is).LineFunction converts a multivariate function into a univariate functionLMSSolver.Utils Title: UtilsMachineAccuracy determines machine accuracyMathUtils Handy utility functions which have some Mathematical relavance.Matrix Title: MatrixMersenneTwisterFast MersenneTwisterFast: A simulation quality fast random number generator (MT19937) with the same public methods as java.util.Random.MinimiserMonitor.Utils MultivariateMinimum abstract base class for minimisation of a multivariate functionNumericalDerivative approximates numerically the first and second derivatives of a function of a single variable and approximates gradient and diagonal of Hessian for multivariate functionsOrderEnumerator.Utils OrthogonalHints.Utils OrthogonalLineFunction converts a multivariate function into a univariate function by keeping all but one argument constantOrthogonalSearch minimization of a real-valued function of several variables without using derivatives, using the simple strategy of optimizing variables one by one.UnivariateMinimum minimization of a real-valued function of one variable without using derivatives.UrnModel class for drawing numbers from an urn with and without laying back