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.

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 Array
    double[] constraintFunctionMultiplierArray()
    Retrieve the Constraint Function KKR Multiplier Array
    double[] constraintFunctionValueArray()
    Retrieve the Constraint Function Value Array
    int count()
    Retrieve the Constraint Count
    int dimension()
    Retrieve the Constraint Dimension

    Methods 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.Exception
      ConstraintFunctionPointMetrics Constructor
      Parameters:
      constraintFunctionValueArray - Constraint Function Value Array
      constraintFunctionJacobianArray - Constraint Function Jacobian Array
      constraintFunctionMultiplierArray - 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