org.drip.function.rdtor1solver

Class ObjectiveFunctionPointMetrics

java.lang.Object

org.drip.function.rdtor1solver.ObjectiveFunctionPointMetrics

public class ObjectiveFunctionPointMetrics
extends java.lang.Object

ObjectiveFunctionPointMetrics holds the R^d Point Base and Sensitivity Metrics of the Objective Function.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ObjectiveFunctionPointMetrics(double[] adblJacobian, double[][] aadblHessian) ObjectiveFunctionPointMetrics Constructor

Method Summary

Modifier and Type	Method and Description
int	dimension() Retrieve the Dimension
double[][]	hessian() Retrieve the Hessian Matrix
double[]	jacobian() Retrieve the Jacobian Array

Methods inherited from class java.lang.Object

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

Constructor Detail

ObjectiveFunctionPointMetrics

public ObjectiveFunctionPointMetrics(double[] adblJacobian,
                                     double[][] aadblHessian)
                              throws java.lang.Exception

ObjectiveFunctionPointMetrics Constructor

Parameters:

adblJacobian - The Jacobian Array

aadblHessian - The Hessian Matrix

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Method Detail

dimension

public int dimension()

Retrieve the Dimension

Returns:

The Dimension

jacobian

public double[] jacobian()

Retrieve the Jacobian Array

Returns:

The Jacobian Array

hessian

public double[][] hessian()

Retrieve the Hessian Matrix

Returns:

The Hessian Matrix