org.drip.function.r1tor1solver

Class VariateIteratorPrimitive

java.lang.Object

org.drip.function.r1tor1solver.VariateIteratorPrimitive

public class VariateIteratorPrimitive
extends java.lang.Object

VariateIteratorPrimitive implements the various Primitive Variate Iterator routines. VariateIteratorPrimitive implements the following iteration primitives: - Bisection - False Position - Quadratic - Inverse Quadratic - Ridder It may be readily enhanced to accommodate additional primitives.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	BISECTION Bisection
static int	FALSE_POSITION False Position
static int	INVERSE_QUADRATIC_INTERPOLATION Inverse Quadratic Interpolation
static int	QUADRATIC_INTERPOLATION Quadratic Interpolation
static int	RIDDER Ridder's Method

Constructor Summary

Constructors

Constructor and Description
VariateIteratorPrimitive()

Method Summary

Modifier and Type	Method and Description
static double	Bisection(double dblX1, double dblX2) Iterate for the next variate using bisection
static double	FalsePosition(double dblX1, double dblX2, double dblY1, double dblY2) Iterate for the next variate using false position
static double	InverseQuadraticInterpolation(double dblX1, double dblX2, double dblX3, double dblY1, double dblY2, double dblY3) Iterate for the next variate using inverse quadratic interpolation
static double	MultiFunction(double dblX1, double dblX2, double dblX3, double dblY1, double dblY2, double dblY3, R1ToR1 of, double dblOFTarget, FixedPointFinderOutput rfop) Iterate for the next variate using the multi-function method
static double	QuadraticInterpolation(double dblX1, double dblX2, double dblX3, double dblY1, double dblY2, double dblY3) Iterate for the next variate using quadratic interpolation
static double	Ridder(double dblX1, double dblX2, double dblX3, double dblY1, double dblY2, double dblY3) Iterate for the next variate using Ridder's method

Methods inherited from class java.lang.Object

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

Field Detail

BISECTION

public static int BISECTION

Bisection

FALSE_POSITION

public static int FALSE_POSITION

False Position

QUADRATIC_INTERPOLATION

public static int QUADRATIC_INTERPOLATION

Quadratic Interpolation

INVERSE_QUADRATIC_INTERPOLATION

public static int INVERSE_QUADRATIC_INTERPOLATION

Inverse Quadratic Interpolation

RIDDER

public static int RIDDER

Ridder's Method

Constructor Detail

VariateIteratorPrimitive

public VariateIteratorPrimitive()

Method Detail

Bisection

public static final double Bisection(double dblX1,
                                     double dblX2)
                              throws java.lang.Exception

Iterate for the next variate using bisection

Parameters:

dblX1 - Left variate

dblX2 - Right variate

Returns:

The next variate

Throws:

java.lang.Exception - Thrown if inputs are invalid

FalsePosition

public static final double FalsePosition(double dblX1,
                                         double dblX2,
                                         double dblY1,
                                         double dblY2)
                                  throws java.lang.Exception

Iterate for the next variate using false position

Parameters:

dblX1 - Left variate

dblX2 - Right variate

dblY1 - Left OF value

dblY2 - Right OF value

Returns:

The next variate

Throws:

java.lang.Exception - Thrown if inputs are invalid

QuadraticInterpolation

public static final double QuadraticInterpolation(double dblX1,
                                                  double dblX2,
                                                  double dblX3,
                                                  double dblY1,
                                                  double dblY2,
                                                  double dblY3)
                                           throws java.lang.Exception

Iterate for the next variate using quadratic interpolation

Parameters:

dblX1 - Left variate

dblX2 - Intermediate variate

dblX3 - Right variate

dblY1 - Left OF value

dblY2 - Intermediate OF value

dblY3 - Right OF value

Returns:

The next variate

Throws:

java.lang.Exception - Thrown if inputs are invalid

InverseQuadraticInterpolation

public static final double InverseQuadraticInterpolation(double dblX1,
                                                         double dblX2,
                                                         double dblX3,
                                                         double dblY1,
                                                         double dblY2,
                                                         double dblY3)
                                                  throws java.lang.Exception

Iterate for the next variate using inverse quadratic interpolation

Parameters:

dblX1 - Left variate

dblX2 - Intermediate variate

dblX3 - Right variate

dblY1 - Left OF value

dblY2 - Intermediate OF value

dblY3 - Right OF value

Returns:

The next variate

Throws:

java.lang.Exception - Thrown if inputs are invalid

Ridder

public static final double Ridder(double dblX1,
                                  double dblX2,
                                  double dblX3,
                                  double dblY1,
                                  double dblY2,
                                  double dblY3)
                           throws java.lang.Exception

Iterate for the next variate using Ridder's method

Parameters:

dblX1 - Left variate

dblX2 - Intermediate variate

dblX3 - Right variate

dblY1 - Left OF value

dblY2 - Intermediate OF value

dblY3 - Right OF value

Returns:

The next variate

Throws:

java.lang.Exception - Thrown if inputs are invalid

MultiFunction

public static final double MultiFunction(double dblX1,
                                         double dblX2,
                                         double dblX3,
                                         double dblY1,
                                         double dblY2,
                                         double dblY3,
                                         R1ToR1 of,
                                         double dblOFTarget,
                                         FixedPointFinderOutput rfop)
                                  throws java.lang.Exception

Iterate for the next variate using the multi-function method

Parameters:

dblX1 - Left variate

dblX2 - Intermediate variate

dblX3 - Right variate

dblY1 - Left OF value

dblY2 - Intermediate OF value

dblY3 - Right OF value

of - Objective Function

dblOFTarget - OF Target

rfop - Root Finder Output

Returns:

The next variate

Throws:

java.lang.Exception - Thrown if inputs are invalid