Package org.drip.function.r1tor1solver

Built-in R1 To R1 Solvers
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BracketingControlParams
    BracketingControlParams implements the control parameters for bracketing solutions.
    BracketingOutput
    BracketingOutput carries the results of the bracketing initialization.
    ConvergenceControlParams
    ConvergenceControlParams holds the fields needed for the controlling the execution of Newton's method.
    ConvergenceOutput
    ConvergenceOutput extends the ExecutionInitializationOutput by retaining the starting variate that results from the convergence zone search.
    ExecutionControl
    ExecutionControl implements the core fixed point search execution control and customization functionality.
    ExecutionControlParams
    ExecutionControlParams holds the parameters needed for controlling the execution of the fixed point finder.
    ExecutionInitializationOutput
    ExecutionInitializationOutput holds the output of the root initializer calculation.
    ExecutionInitializer
    ExecutionInitializer implements the initialization execution and customization functionality.
    FixedPointFinder
    FixedPointFinder is the base abstract class that is implemented by customized invocations, e.g., Newton's method, or any of the bracketing methodologies.
    FixedPointFinderBracketing
    FixedPointFinderBracketing customizes the FixedPointFinder for bracketing based fixed point finder functionality.
    FixedPointFinderBrent
    FixedPointFinderBrent customizes FixedPointFinderBracketing by applying the Brent's scheme of compound variate selector.
    FixedPointFinderNewton
    FixedPointFinderNewton customizes the FixedPointFinder for Open (Newton's) fixed point finder functionality.
    FixedPointFinderOutput
    FixedPointFinderOutput holds the result of the fixed point search.
    FixedPointFinderZheng
    FixedPointFinderZheng implements the fixed point locator using Zheng's improvement to Brent's method.
    InitializationHeuristics
    InitializationHeuristics implements several heuristics used to kick off the fixed point bracketing/search process.
    IteratedBracket
    IteratedBracket holds the left/right bracket variates and the corresponding values for the objective function during each iteration.
    IteratedVariate
    IteratedVariate holds the variate and the corresponding value for the objective function during each iteration.
    VariateIterationSelectorParams
    VariateIterationSelectorParams implements the control parameters for the compound variate selector scheme used in Brent's method.
    VariateIteratorPrimitive
    VariateIteratorPrimitive implements the various Primitive Variate Iterator routines.