Package org.drip.numerical.common

Class R1ClosenessVerifier

java.lang.Object
org.drip.numerical.common.R1ClosenessVerifier
public class R1ClosenessVerifier
extends java.lang.Object
R1ClosenessVerifier tells if a Pair of Valid R1's match to within the Absolute/Relative Tolerance. The References are:

  • Golub, G. H., and C. F. van Loan (1996): Matrix Computations 3rd Edition Johns Hopkins University Press Baltimore MD
  • Horn, R. A., and C. R. Johnson (2013): Matrix Analysis 2nd Edition Cambridge University Press Cambridge UK
  • Li, C. K., and F. Zhang (2019): Eigenvalue Continuity and Gershgorin’s Theorem Electronic Journal of Linear Algebra 35 619-625
  • Trefethen, L. N., and D. Bau III (1997): Numerical Linear Algebra Society for Industrial and Applied Mathematics Philadelphia PA
  • Wikipedia (2024): Gershgorin Circle Theorem https://en.wikipedia.org/wiki/Gershgorin_circle_theorem




Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static double ABSOLUTE_TOLERANCE_DEFAULT
    Default Absolute Tolerance
    static double RELATIVE_TOLERANCE_DEFAULT
    Default Relative Tolerance

  • Constructor Summary

    Constructors
    Constructor Description
    R1ClosenessVerifier​(double relativeTolerance, double absoluteTolerance)
    R1ClosenessVerifier Constructor

  • Method Summary

    Modifier and Type Method Description
    double absoluteTolerance()
    Retrieve the Absolute Tolerance
    boolean match​(double r1a, double r1b)
    Indicate if the Pair of Valid R1's match to within the Absolute/Relative Tolerance
    double relativeTolerance()
    Retrieve the Relative Tolerance
    static R1ClosenessVerifier Standard()
    Construct the Default R1ClosenessVerifier

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • ABSOLUTE_TOLERANCE_DEFAULT

      public static final double ABSOLUTE_TOLERANCE_DEFAULT
      Default Absolute Tolerance
      See Also:
      Constant Field Values

    • RELATIVE_TOLERANCE_DEFAULT

      public static final double RELATIVE_TOLERANCE_DEFAULT
      Default Relative Tolerance
      See Also:
      Constant Field Values

  • Constructor Details

    • R1ClosenessVerifier

      public R1ClosenessVerifier​(double relativeTolerance, double absoluteTolerance) throws java.lang.Exception
      R1ClosenessVerifier Constructor
      Parameters:
      relativeTolerance - Relative Tolerance
      absoluteTolerance - Absolute Tolerance
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Standard

      public static final R1ClosenessVerifier Standard()
      Construct the Default R1ClosenessVerifier
      Returns:
      Default R1ClosenessVerifier

    • absoluteTolerance

      public double absoluteTolerance()
      Retrieve the Absolute Tolerance
      Returns:
      Absolute Tolerance

    • relativeTolerance

      public double relativeTolerance()
      Retrieve the Relative Tolerance
      Returns:
      Relative Tolerance

    • match

      public boolean match​(double r1a, double r1b) throws java.lang.Exception
      Indicate if the Pair of Valid R1's match to within the Absolute/Relative Tolerance
      Parameters:
      r1a - First R1
      r1b - Second R1
      Returns:
      TRUE - The Pair of Valid R1's match to within the Absolute/Relative Tolerance
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid