org.drip.function.rdtor1solver

Class ConstraintFunctionPointMetrics

java.lang.Object

org.drip.function.rdtor1solver.ConstraintFunctionPointMetrics

public class ConstraintFunctionPointMetrics
extends java.lang.Object

ConstraintFunctionPointMetrics holds the R^d Point Base and Sensitivity Metrics of the Constraint Function.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ConstraintFunctionPointMetrics(double[] adblValue, double[][] aadblJacobian, double[] adblMultiplier) ConstraintFunctionPointMetrics Constructor

Method Summary

Modifier and Type	Method and Description
int	count() Retrieve the Constraint Count
int	dimension() Retrieve the Constraint Dimension
double[][]	jacobian() Retrieve the Constraint Jacobian Matrix
double[]	multiplier() Retrieve the Constraint KKR Multiplier Array
double[]	value() Retrieve the Constraint Value Array

Methods inherited from class java.lang.Object

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

Constructor Detail

ConstraintFunctionPointMetrics

public ConstraintFunctionPointMetrics(double[] adblValue,
                                      double[][] aadblJacobian,
                                      double[] adblMultiplier)
                               throws java.lang.Exception

ConstraintFunctionPointMetrics Constructor

Parameters:

adblValue - Constraint Value Array

aadblJacobian - Constraint Jacobian Matrix

adblMultiplier - Constraint Karush-Kahn-Tucker Multiplier Array

Throws:

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

Method Detail

count

public int count()

Retrieve the Constraint Count

Returns:

The Constraint Count

dimension

public int dimension()

Retrieve the Constraint Dimension

Returns:

The Constraint Dimension

value

public double[] value()

Retrieve the Constraint Value Array

Returns:

The Constraint Value Array

multiplier

public double[] multiplier()

Retrieve the Constraint KKR Multiplier Array

Returns:

The Constraint KKR Multiplier Array

jacobian

public double[][] jacobian()

Retrieve the Constraint Jacobian Matrix

Returns:

The Constraint Jacobian Matrix