Package org.drip.sample.conditionnumber

Class AffineR2ToR1

java.lang.Object
org.drip.sample.conditionnumber.AffineR2ToR1
public class AffineR2ToR1
extends java.lang.Object
AffineR2ToR1 illustrates the Estimation of Condition Number for Affine R2 to R1 Function. The References are:

  • Belsley, D. A., E. Kuh, and R. E. Welsch (1980): Regression Dynamics: Identifying Influential Data and Sources of Collinearity John Wiley and Sons New York NY
  • Cheney, K. (2008): Numerical Mathematics and Computing Cengage Learning New York NY
  • Pesaran, M. H. (2015): Time Series and Panel Data Econometrics Oxford University Press New York NY
  • Trefethen, L. N., and D. Bau III (1997): Numerical Linear Algebra Society for Industrial and Applied Mathematics Philadelphia PA
  • Wikipedia (2024): Condition Number https://en.wikipedia.org/wiki/Condition_number




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    AffineR2ToR1()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • AffineR2ToR1

      public AffineR2ToR1()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation