Package org.drip.function.rdtor1solver
Class ConstraintFunctionPointMetrics
java.lang.Object
org.drip.function.rdtor1solver.ConstraintFunctionPointMetrics
public class ConstraintFunctionPointMetrics
extends java.lang.Object
ConstraintFunctionPointMetrics holds the Rd Point Base and Sensitivity Metrics of the
Constraint Function.
- Module = Numerical Core Module
- Library = Numerical Optimizer
- Project = Function
- Package = Rd To R1 Solver
- Author:
- Lakshmi Krishnamurthy
-
Constructor Summary
Constructors Constructor Description ConstraintFunctionPointMetrics(double[] constraintFunctionValueArray, double[][] constraintFunctionJacobianArray, double[] constraintFunctionMultiplierArray)
ConstraintFunctionPointMetrics Constructor -
Method Summary
Modifier and Type Method Description double[][]
constraintFunctionJacobianArray()
Retrieve the Constraint Function Jacobian Arraydouble[]
constraintFunctionMultiplierArray()
Retrieve the Constraint Function KKR Multiplier Arraydouble[]
constraintFunctionValueArray()
Retrieve the Constraint Function Value Arrayint
count()
Retrieve the Constraint Countint
dimension()
Retrieve the Constraint DimensionMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
-
Constructor Details
-
ConstraintFunctionPointMetrics
public ConstraintFunctionPointMetrics(double[] constraintFunctionValueArray, double[][] constraintFunctionJacobianArray, double[] constraintFunctionMultiplierArray) throws java.lang.ExceptionConstraintFunctionPointMetrics Constructor- Parameters:
constraintFunctionValueArray
- Constraint Function Value ArrayconstraintFunctionJacobianArray
- Constraint Function Jacobian ArrayconstraintFunctionMultiplierArray
- Constraint Function Karush-Kahn-Tucker Multiplier Array- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
-
-
Method Details
-
count
public int count()Retrieve the Constraint Count- Returns:
- The Constraint Count
-
dimension
public int dimension()Retrieve the Constraint Dimension- Returns:
- The Constraint Dimension
-
constraintFunctionValueArray
public double[] constraintFunctionValueArray()Retrieve the Constraint Function Value Array- Returns:
- The Constraint Function Value Array
-
constraintFunctionMultiplierArray
public double[] constraintFunctionMultiplierArray()Retrieve the Constraint Function KKR Multiplier Array- Returns:
- The Constraint Function KKR Multiplier Array
-
constraintFunctionJacobianArray
public double[][] constraintFunctionJacobianArray()Retrieve the Constraint Function Jacobian Array- Returns:
- The Constraint Function Jacobian Array
-