Package org.drip.function.rdtor1

Class AffineBoundMultivariate

java.lang.Object
org.drip.function.definition.RdToR1
org.drip.function.rdtor1.AffineBoundMultivariate
All Implemented Interfaces:
BoundMultivariate, ConvexMultivariate
public class AffineBoundMultivariate
extends RdToR1
implements BoundMultivariate, ConvexMultivariate
AffineBoundMultivariate implements a Bounded Planar Linear Rd To R1 Function.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    AffineBoundMultivariate​(boolean bIsUpper, int iBoundVariateIndex, int iNumTotalVariate, double dblBoundValue)
    AffineBoundMultivariate Constructor

  • Method Summary

    Modifier and Type Method Description
    double boundValue()
    Retrieve the Bound Value
    int boundVariateIndex()
    Retrieve the Bound Variate Index
    int dimension()
    Retrieve the Dimension of the Input Variate
    double evaluate​(double[] adblVariate)
    Evaluate for the given Input Variates
    double[][] hessian​(double[] adblVariate)
    Evaluate The Hessian for the given Input Variates
    boolean isUpper()
    Retrieve the Bound Type Indicator Flag
    double[] jacobian​(double[] adblVariate)
    Evaluate the Jacobian for the given Input Variates
    boolean violated​(double dblVariate)
    Indicate if the Specified Bound has been violated by the Variate

    Methods inherited from class org.drip.function.definition.RdToR1

    derivative, differential, gradient, gradientModulus, gradientModulusFunction, integrate, maxima, minima, ValidateInput

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • AffineBoundMultivariate

      public AffineBoundMultivariate​(boolean bIsUpper, int iBoundVariateIndex, int iNumTotalVariate, double dblBoundValue) throws java.lang.Exception
      AffineBoundMultivariate Constructor
      Parameters:
      bIsUpper - TRUE To The Bound is an Upper Bound
      iBoundVariateIndex - The Bound Variate Index
      iNumTotalVariate - The Total Number of Variates
      dblBoundValue - The Bounding Value
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • isUpper

      public boolean isUpper()
      Description copied from interface: BoundMultivariate
      Retrieve the Bound Type Indicator Flag
      Specified by:
      isUpper in interface BoundMultivariate
      Returns:
      TRUE - Bound is Upper Type

    • boundVariateIndex

      public int boundVariateIndex()
      Description copied from interface: BoundMultivariate
      Retrieve the Bound Variate Index
      Specified by:
      boundVariateIndex in interface BoundMultivariate
      Returns:
      The Bound Variate Index

    • boundValue

      public double boundValue()
      Description copied from interface: BoundMultivariate
      Retrieve the Bound Value
      Specified by:
      boundValue in interface BoundMultivariate
      Returns:
      The Bound Value

    • violated

      public boolean violated​(double dblVariate) throws java.lang.Exception
      Description copied from interface: BoundMultivariate
      Indicate if the Specified Bound has been violated by the Variate
      Specified by:
      violated in interface BoundMultivariate
      Parameters:
      dblVariate - The Variate
      Returns:
      TRUE - The Bound has been violated
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • dimension

      public int dimension()
      Description copied from class: RdToR1
      Retrieve the Dimension of the Input Variate
      Specified by:
      dimension in class RdToR1
      Returns:
      The Dimension of the Input Variate

    • evaluate

      public double evaluate​(double[] adblVariate) throws java.lang.Exception
      Description copied from class: RdToR1
      Evaluate for the given Input Variates
      Specified by:
      evaluate in class RdToR1
      Parameters:
      adblVariate - Array of Input Variates
      Returns:
      The Calculated Value
      Throws:
      java.lang.Exception - Thrown if the Evaluation cannot be done

    • jacobian

      public double[] jacobian​(double[] adblVariate)
      Description copied from class: RdToR1
      Evaluate the Jacobian for the given Input Variates
      Overrides:
      jacobian in class RdToR1
      Parameters:
      adblVariate - Array of Input Variates
      Returns:
      The Jacobian Array

    • hessian

      public double[][] hessian​(double[] adblVariate)
      Description copied from class: RdToR1
      Evaluate The Hessian for the given Input Variates
      Overrides:
      hessian in class RdToR1
      Parameters:
      adblVariate - Array of Input Variates
      Returns:
      The Hessian Matrix