org.drip.function.rdtor1

Class AffineMultivariate

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.function.rdtor1.AffineMultivariate

All Implemented Interfaces:

ConvexMultivariate

public class AffineMultivariate
extends RdToR1
implements ConvexMultivariate

AffineMultivariate implements a Planar Linear R^d To R^1 Function using a Multivariate Vector.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
AffineMultivariate(double[] adblCoefficient, double dblConstant) AffineMultivariate Constructor

Method Summary

Modifier and Type	Method and Description
double[]	coefficients() Retrieve the Array of the Coefficients
double	constant() Retrieve the Constant
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
double[]	jacobian(double[] adblVariate) Evaluate the Jacobian for the given Input Variates

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

AffineMultivariate

public AffineMultivariate(double[] adblCoefficient,
                          double dblConstant)
                   throws java.lang.Exception

AffineMultivariate Constructor

Parameters:

adblCoefficient - Array of Variate Coefficients

dblConstant - The Constant Offset

Throws:

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

Method Detail

coefficients

public double[] coefficients()

Retrieve the Array of the Coefficients

Returns:

The Array of the Coefficients

constant

public double constant()

Retrieve the Constant

Returns:

The Constant

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