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
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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 Arrayintcount()Retrieve the Constraint Countintdimension()Retrieve the Constraint DimensionMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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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
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Method Details
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count
public int count()Retrieve the Constraint Count- Returns:
- The Constraint Count
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dimension
public int dimension()Retrieve the Constraint Dimension- Returns:
- The Constraint Dimension
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constraintFunctionValueArray
public double[] constraintFunctionValueArray()Retrieve the Constraint Function Value Array- Returns:
- The Constraint Function Value Array
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constraintFunctionMultiplierArray
public double[] constraintFunctionMultiplierArray()Retrieve the Constraint Function KKR Multiplier Array- Returns:
- The Constraint Function KKR Multiplier Array
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constraintFunctionJacobianArray
public double[][] constraintFunctionJacobianArray()Retrieve the Constraint Function Jacobian Array- Returns:
- The Constraint Function Jacobian Array
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