org.drip.function.rdtor1solver

Class VariateInequalityConstraintMultiplier

java.lang.Object

org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

public class VariateInequalityConstraintMultiplier
extends java.lang.Object

VariateInequalityConstraintMultiplier holds the Variates and their Inequality Constraint Multipliers in either the Absolute or the Incremental Forms.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static boolean	s_bPostBoundBlog Flag Indicating whether the Variate Contents are to be Logged "After" Bounding
static boolean	s_bPreBoundBlog Flag Indicating whether the Variate Contents are to be Logged "Before" Bounding

Constructor Summary

Constructors

Constructor and Description
VariateInequalityConstraintMultiplier(boolean bIncremental, double[] adblVariate, double[] adblConstraintMultiplier) VariateInequalityConstraintMultiplier Constructor

Method Summary

Modifier and Type	Method and Description
static VariateInequalityConstraintMultiplier	Add(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, BoundMultivariate[] aBM) Add the Specified VICM Instances together
static VariateInequalityConstraintMultiplier	Add(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, double dblIncrementFactor, BoundMultivariate[] aBM) Add the Specified VICM Instances together
static boolean	Compare(VariateInequalityConstraintMultiplier vicm1, VariateInequalityConstraintMultiplier vicm2, double dblRelativeTolerance, double dblAbsoluteToleranceFallback, int iNumComparisonVariate) Compare the Specified VICM Instances
double[]	constraintMultipliers() Retrieve the Constraint Multipliers
boolean	incremental() Retrieve the Incremental Flag
SizedVector	incrementVector() Retrieve the Sized Vector Instance corresponding to the Increment
static VariateInequalityConstraintMultiplier	Subtract(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, BoundMultivariate[] aBM) Subtract the Second VICM Instance from the First
static VariateInequalityConstraintMultiplier	Subtract(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, double dblIncrementFactor, BoundMultivariate[] aBM) Subtract the Second VICM Instance from the First
double[]	variateConstraintMultipler() Retrieve the Consolidated Variate/Constraint Multiplier Array
SizedVector	variateIncrementVector() Retrieve the Sized Vector Instance corresponding to the Variate Increment
double[]	variates() Retrieve the Array of Variates

Methods inherited from class java.lang.Object

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

Field Detail

s_bPreBoundBlog

public static boolean s_bPreBoundBlog

Flag Indicating whether the Variate Contents are to be Logged "Before" Bounding

s_bPostBoundBlog

public static boolean s_bPostBoundBlog

Flag Indicating whether the Variate Contents are to be Logged "After" Bounding

Constructor Detail

VariateInequalityConstraintMultiplier

public VariateInequalityConstraintMultiplier(boolean bIncremental,
                                             double[] adblVariate,
                                             double[] adblConstraintMultiplier)
                                      throws java.lang.Exception

VariateInequalityConstraintMultiplier Constructor

Parameters:

bIncremental - TRUE - Tuple represents an Incremental Unit

adblVariate - Array of Variates

adblConstraintMultiplier - Array of Constraint Multipliers

Throws:

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

Method Detail

Add

public static final VariateInequalityConstraintMultiplier Add(VariateInequalityConstraintMultiplier vicmBase,
                                                              VariateInequalityConstraintMultiplier vicmIncrement,
                                                              double dblIncrementFactor,
                                                              BoundMultivariate[] aBM)

Add the Specified VICM Instances together

Parameters:

vicmBase - VICM Instance Base

vicmIncrement - VICM Instance Increment

dblIncrementFactor - The Increment Factor - 1. corresponds to Full Increment

aBM - Array of Bounded Multivariate Stubs

Returns:

The Added VICM Instance

Add

public static final VariateInequalityConstraintMultiplier Add(VariateInequalityConstraintMultiplier vicmBase,
                                                              VariateInequalityConstraintMultiplier vicmIncrement,
                                                              BoundMultivariate[] aBM)

Add the Specified VICM Instances together

Parameters:

vicmBase - VICM Instance Base

vicmIncrement - VICM Instance Increment

aBM - Array of Bounded Multivariate Stubs

Returns:

The Added VICM Instance

Subtract

public static final VariateInequalityConstraintMultiplier Subtract(VariateInequalityConstraintMultiplier vicmBase,
                                                                   VariateInequalityConstraintMultiplier vicmIncrement,
                                                                   double dblIncrementFactor,
                                                                   BoundMultivariate[] aBM)

Subtract the Second VICM Instance from the First

Parameters:

vicmBase - VICM Instance Base

vicmIncrement - VICM Instance Increment

dblIncrementFactor - The Increment Factor - 1. corresponds to Full Increment

aBM - Array of Bounded Multivariate Stubs

Returns:

The Subtracted VICM Instance

Subtract

public static final VariateInequalityConstraintMultiplier Subtract(VariateInequalityConstraintMultiplier vicmBase,
                                                                   VariateInequalityConstraintMultiplier vicmIncrement,
                                                                   BoundMultivariate[] aBM)

Subtract the Second VICM Instance from the First

Parameters:

vicmBase - VICM Instance Base

vicmIncrement - VICM Instance Increment

aBM - Array of Bounded Multivariate Stubs

Returns:

The Subtracted VICM Instance

Compare

public static final boolean Compare(VariateInequalityConstraintMultiplier vicm1,
                                    VariateInequalityConstraintMultiplier vicm2,
                                    double dblRelativeTolerance,
                                    double dblAbsoluteToleranceFallback,
                                    int iNumComparisonVariate)
                             throws java.lang.Exception

Compare the Specified VICM Instances

Parameters:

vicm1 - VICM Instance #1

vicm2 - VICM Instance #2

dblRelativeTolerance - The Relative Tolerance Between the Variates

dblAbsoluteToleranceFallback - The Absolute Tolerance Fall-back Between the Variates

iNumComparisonVariate - The Number of Variates to Compare

Returns:

TRUE - The VICM Instances are Close (Enough)

Throws:

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

incremental

public boolean incremental()

Retrieve the Incremental Flag

Returns:

TRUE - Tuple is Incremental

variates

public double[] variates()

Retrieve the Array of Variates

Returns:

Array of Variates

constraintMultipliers

public double[] constraintMultipliers()

Retrieve the Constraint Multipliers

Returns:

Array of Constraint Multipliers

variateConstraintMultipler

public double[] variateConstraintMultipler()

Retrieve the Consolidated Variate/Constraint Multiplier Array

Returns:

The Consolidated Variate/Constraint Multiplier Array

incrementVector

public SizedVector incrementVector()

Retrieve the Sized Vector Instance corresponding to the Increment

Returns:

The Sized Vector Instance corresponding to the Increment

variateIncrementVector

public SizedVector variateIncrementVector()

Retrieve the Sized Vector Instance corresponding to the Variate Increment

Returns:

The Sized Vector Instance corresponding to the Variate Increment