Package org.drip.function.r1tor1

Class FunctionClassSupremum

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.FunctionClassSupremum

Direct Known Subclasses:

FunctionSupremumUnivariateRandom

public class FunctionClassSupremum
extends R1ToR1

FunctionClassSupremum implements the Univariate Function that corresponds to the Supremum among the specified Class of Functions.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d To R^d Function Analysis
• Package = Built-in R¹ To R¹ Functions

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
FunctionClassSupremum(R1ToR1[] aAUClass)	FunctionClassSupremum Cnstructor

Method Summary

Modifier and Type	Method	Description
double	derivative(double dblVariate, int iOrder)	Calculate the derivative as a double
double	evaluate(double dblVariate)	Evaluate for the given variate
R1ToR1[]	functionClass()	Retrieve the Class of Functions
double	integrate(double dblBegin, double dblEnd)	Integrate over the given range
R1ToR1	supremumFunction(double dblVariate)	Retrieve the Supremum Function corresponding to the specified Variate

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, conditionNumber, differential, differential, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Constructor Details

FunctionClassSupremum

public FunctionClassSupremum(R1ToR1[] aAUClass)
                      throws java.lang.Exception

FunctionClassSupremum Cnstructor

Parameters:

aAUClass - Array of Functions in the Class

Throws:

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

Method Details

functionClass

public R1ToR1[] functionClass()

Retrieve the Class of Functions

Returns:

The Class of Functions

supremumFunction

public R1ToR1 supremumFunction(double dblVariate)

Retrieve the Supremum Function corresponding to the specified Variate

Parameters:

dblVariate - The Variate

Returns:

The Supremum Function corresponding to the specified Variate

evaluate

public double evaluate(double dblVariate)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

dblVariate - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double dblVariate,
int iOrder)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

dblVariate - Variate at which the derivative is to be calculated

iOrder - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double dblBegin,
double dblEnd)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

dblBegin - Range Begin

dblEnd - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done