org.drip.function.r1tor1solver

Class ConvergenceControlParams

java.lang.Object

org.drip.function.r1tor1solver.ConvergenceControlParams

public class ConvergenceControlParams
extends java.lang.Object

ConvergenceControlParams holds the fields needed for the controlling the execution of Newton's method. ConvergenceControlParams does that using the following parameters: - The determinant limit below which the convergence zone is deemed to have been reached. - Starting variate from where the convergence search is kicked off. - The factor by which the variate expands across each iterative search. - The number of search iterations.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ConvergenceControlParams() Default Convergence Control Parameters constructor
ConvergenceControlParams(int iFixedPointConvergenceIterations, double dblConvergenceZoneVariateBegin, double dblConvergenceZoneEdgeLimit, double dblConvergenceZoneVariateBumpFactor) ConvergenceControlParams constructor

Method Summary

Modifier and Type	Method and Description
double	getConvergenceZoneEdgeLimit() Return the limit of the fixed point convergence zone edge
double	getConvergenceZoneVariateBegin() Return the start of the fixed point convergence variate
double	getConvergenceZoneVariateBumpFactor() Return the bump factor for the fixed point convergence variate iteration
int	getFixedPointConvergenceIterations() Return the number of fixed point convergence iterations

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConvergenceControlParams

public ConvergenceControlParams()

Default Convergence Control Parameters constructor

ConvergenceControlParams

public ConvergenceControlParams(int iFixedPointConvergenceIterations,
                                double dblConvergenceZoneVariateBegin,
                                double dblConvergenceZoneEdgeLimit,
                                double dblConvergenceZoneVariateBumpFactor)
                         throws java.lang.Exception

ConvergenceControlParams constructor

Parameters:

iFixedPointConvergenceIterations - Iterations to locate a variate inside the convergence zone

dblConvergenceZoneVariateBegin - Starting variate for convergence zone determination

dblConvergenceZoneEdgeLimit - Convergence zone edge limit

dblConvergenceZoneVariateBumpFactor - Convergence Zone Variate Bump Factor

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

getFixedPointConvergenceIterations

public int getFixedPointConvergenceIterations()

Return the number of fixed point convergence iterations

Returns:

Number of fixed point convergence iterations

getConvergenceZoneEdgeLimit

public double getConvergenceZoneEdgeLimit()

Return the limit of the fixed point convergence zone edge

Returns:

Limit of fixed point convergence zone edge

getConvergenceZoneVariateBegin

public double getConvergenceZoneVariateBegin()

Return the start of the fixed point convergence variate

Returns:

Start of the fixed point convergence variate

getConvergenceZoneVariateBumpFactor

public double getConvergenceZoneVariateBumpFactor()

Return the bump factor for the fixed point convergence variate iteration

Returns:

Bump factor for the fixed point convergence variate iteration