Package org.drip.function.rdtor1

Class AffineMultivariate

java.lang.Object
org.drip.function.definition.RdToR1
org.drip.function.rdtor1.AffineMultivariate
All Implemented Interfaces:
ConvexMultivariate
public class AffineMultivariate
extends RdToR1
implements ConvexMultivariate
AffineMultivariate implements a Planar Linear Rd To R1 Function using a Multivariate Vector.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    AffineMultivariate​(double[] adblCoefficient, double dblConstant)
    AffineMultivariate Constructor

  • Method Summary

    Modifier and Type Method Description
    double[] coefficients()
    Retrieve the Array of the Coefficients
    double constant()
    Retrieve the Constant
    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
    double[] jacobian​(double[] adblVariate)
    Evaluate the Jacobian for the given Input Variates

    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

    • AffineMultivariate

      public AffineMultivariate​(double[] adblCoefficient, double dblConstant) throws java.lang.Exception
      AffineMultivariate Constructor
      Parameters:
      adblCoefficient - Array of Variate Coefficients
      dblConstant - The Constant Offset
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • coefficients

      public double[] coefficients()
      Retrieve the Array of the Coefficients
      Returns:
      The Array of the Coefficients

    • constant

      public double constant()
      Retrieve the Constant
      Returns:
      The Constant

    • 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