Package org.drip.function.r1tor1solver

Class VariateIterationSelectorParams

java.lang.Object

org.drip.function.r1tor1solver.VariateIterationSelectorParams

public class VariateIterationSelectorParams
extends java.lang.Object

VariateIterationSelectorParams implements the control parameters for the compound variate selector scheme used in Brent's method.

Brent's method uses the following fields in VariateIterationSelectorParams to generate the next variate:

• The Variate Primitive that is regarded as the "fast" method
• The Variate Primitive that is regarded as the "robust" method
• The relative variate shift that determines when the "robust" method is to be invoked over the "fast"
• The lower bound on the variate shift between iterations that serves as the fall-back to the "robust"

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
VariateIterationSelectorParams()	Default VariateIterationSelectorParams constructor
VariateIterationSelectorParams(double dblRelativeVariateShift, double dblVariateShiftLowerBound, int iFastIteratorPrimitive, int iRobustIteratorPrimitive)	VariateIterationSelectorParams constructor

Method Summary

Modifier and Type	Method	Description
int	getFastVariateIteratorPrimitive()	Retrieve the variate iterator primitive meant for speed
double	getRelativeVariateShift()	Retrieve the relative variate Shift
int	getRobustVariateIteratorPrimitive()	Retrieve the variate iterator primitive meant for robustness
double	getVariateShiftLowerBound()	Retrieve the Variate Shift lower bound

Methods inherited from class java.lang.Object

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

Constructor Details

VariateIterationSelectorParams

public VariateIterationSelectorParams()

Default VariateIterationSelectorParams constructor

VariateIterationSelectorParams

public VariateIterationSelectorParams(double dblRelativeVariateShift,
double dblVariateShiftLowerBound,
int iFastIteratorPrimitive,
int iRobustIteratorPrimitive)
                               throws java.lang.Exception

VariateIterationSelectorParams constructor

Parameters:

dblRelativeVariateShift - Relative Variate Shift

dblVariateShiftLowerBound - Variant Shift Lower Bound

iFastIteratorPrimitive - Fast Iterator Primitive

iRobustIteratorPrimitive - Robust Iterator Primitive

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Details

getRelativeVariateShift

public double getRelativeVariateShift()

Retrieve the relative variate Shift

Returns:

Relative variate Shift

getVariateShiftLowerBound

public double getVariateShiftLowerBound()

Retrieve the Variate Shift lower bound

Returns:

Variate Shift lower bound

getFastVariateIteratorPrimitive

public int getFastVariateIteratorPrimitive()

Retrieve the variate iterator primitive meant for speed

Returns:

variate iterator primitive meant for speed

getRobustVariateIteratorPrimitive

public int getRobustVariateIteratorPrimitive()

Retrieve the variate iterator primitive meant for robustness

Returns:

variate iterator primitive meant for robustness