org.drip.function.rdtor1

Class AffineBoundMultivariate

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.function.rdtor1.AffineBoundMultivariate

All Implemented Interfaces:

BoundMultivariate, ConvexMultivariate

public class AffineBoundMultivariate
extends RdToR1
implements BoundMultivariate, ConvexMultivariate

AffineBoundMultivariate implements a Bounded Planar Linear R^d To R^1 Function.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
AffineBoundMultivariate(boolean bIsUpper, int iBoundVariateIndex, int iNumTotalVariate, double dblBoundValue) AffineBoundMultivariate Constructor

Method Summary

Modifier and Type	Method and Description
double	boundValue() Retrieve the Bound Value
int	boundVariateIndex() Retrieve the Bound Variate Index
int	dimension() Retrieve the Dimension of the Input Variate
double	evaluate(double[] adblVariate) Evaluate for the given Input Variates
double[][]	hessian(double[] adblVariate) Evaluate The Hessian for the given Input Variates
boolean	isUpper() Retrieve the Bound Type Indicator Flag
double[]	jacobian(double[] adblVariate) Evaluate the Jacobian for the given Input Variates
boolean	violated(double dblVariate) Indicate if the Specified Bound has been violated by the Variate

Methods inherited from class org.drip.function.definition.RdToR1

derivative, differential, gradient, gradientModulus, gradientModulusFunction, integrate, maxima, minima, ValidateInput

Methods inherited from class java.lang.Object

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

Constructor Detail

AffineBoundMultivariate

public AffineBoundMultivariate(boolean bIsUpper,
                               int iBoundVariateIndex,
                               int iNumTotalVariate,
                               double dblBoundValue)
                        throws java.lang.Exception

AffineBoundMultivariate Constructor

Parameters:

bIsUpper - TRUE To The Bound is an Upper Bound

iBoundVariateIndex - The Bound Variate Index

iNumTotalVariate - The Total Number of Variates

dblBoundValue - The Bounding Value

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

isUpper

public boolean isUpper()

Description copied from interface: BoundMultivariate

Retrieve the Bound Type Indicator Flag

Specified by:

isUpper in interface BoundMultivariate

Returns:

TRUE - Bound is Upper Type

boundVariateIndex

public int boundVariateIndex()

Description copied from interface: BoundMultivariate

Retrieve the Bound Variate Index

Specified by:

boundVariateIndex in interface BoundMultivariate

Returns:

The Bound Variate Index

boundValue

public double boundValue()

Description copied from interface: BoundMultivariate

Retrieve the Bound Value

Specified by:

boundValue in interface BoundMultivariate

Returns:

The Bound Value

violated

public boolean violated(double dblVariate)
                 throws java.lang.Exception

Description copied from interface: BoundMultivariate

Indicate if the Specified Bound has been violated by the Variate

Specified by:

violated in interface BoundMultivariate

Parameters:

dblVariate - The Variate

Returns:

TRUE - The Bound has been violated

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

dimension

public int dimension()

Description copied from class: RdToR1

Retrieve the Dimension of the Input Variate

Specified by:

dimension in class RdToR1

Returns:

The Dimension of the Input Variate

evaluate

public double evaluate(double[] adblVariate)
                throws java.lang.Exception

Description copied from class: RdToR1

Evaluate for the given Input Variates

Specified by:

evaluate in class RdToR1

Parameters:

adblVariate - Array of Input Variates

Returns:

The Calculated Value

Throws:

java.lang.Exception - Thrown if the Evaluation cannot be done

jacobian

public double[] jacobian(double[] adblVariate)

Description copied from class: RdToR1

Evaluate the Jacobian for the given Input Variates

Overrides:

jacobian in class RdToR1

Parameters:

adblVariate - Array of Input Variates

Returns:

The Jacobian Array

hessian

public double[][] hessian(double[] adblVariate)

Description copied from class: RdToR1

Evaluate The Hessian for the given Input Variates

Overrides:

hessian in class RdToR1

Parameters:

adblVariate - Array of Input Variates

Returns:

The Hessian Matrix