ObjectiveFunctionPointMetrics

java.lang.Object

org.drip.function.rdtor1solver.ObjectiveFunctionPointMetrics

public class ObjectiveFunctionPointMetrics
extends java.lang.Object

ObjectiveFunctionPointMetrics holds the R^d Point Base and Sensitivity Metrics of the Objective Function.

Module = Numerical Core Module
Library = Numerical Optimizer
Project = Function
Package = R^d To R¹ Solver

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

ObjectiveFunctionPointMetrics(double[] jacobian, double[][] hessian)
ObjectiveFunctionPointMetrics Constructor
Method Summary

Modifier and Type Method Description

int dimension()
Retrieve the Dimension

double[][] hessian()
Retrieve the Hessian Matrix

double[] jacobian()
Retrieve the Jacobian Array

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- ObjectiveFunctionPointMetrics
  
  public ObjectiveFunctionPointMetrics(double[] jacobian, double[][] hessian) throws java.lang.Exception
  
  ObjectiveFunctionPointMetrics Constructor
  
  Parameters:
  
  jacobian - The Jacobian Array
  
  hessian - The Hessian Matrix
  
  Throws:
  
  java.lang.Exception - Thrown if Inputs are Invalid
Method Details
- dimension
  
  public int dimension()
  
  Retrieve the Dimension
  
  Returns:
  
  The Dimension
- jacobian
  
  public double[] jacobian()
  
  Retrieve the Jacobian Array
  
  Returns:
  
  The Jacobian Array
- hessian
  
  public double[][] hessian()
  
  Retrieve the Hessian Matrix
  
  Returns:
  
  The Hessian Matrix