Package pal.math

Classes for math stuff such as optimisation, numerical derivatives, matrix exponentials, random numbers, special function etc.

See:
Description

Interface Summary

LMSSolver	Title: LMSSolver
MFWithGradient	interface for a function of several variables with a gradient
MinimiserMonitor	interface for a classes that wish to monitor the progress of a Minimiser
MultivariateFunction	interface for a function of several variables
MultivariateMinimum.Factory	A factory interface for MultivariateMinimums (because they aren't statefree)
OrderEnumerator	A means for describing odering information, and Utilities for creating such Orderings
OrderEnumerator.OEFactory
OrthogonalHints	Provides a means for giving an Orthogonal base optimiser (IE, OrthognalMinimum) hints about the function that may alow it to optimise better.
OrthogonalSearch.RoundOptimiser
UnivariateFunction	interface for a function of one variable

Class Summary

Binomial	Binomial coefficients
BoundsCheckedFunction	returns a very large number instead of the function value if arguments are out of bound (useful for minimization with minimizers that don't check argument boundaries)
ConjugateDirectionSearch	methods for minimization of a real-valued function of several variables without using derivatives (Brent's modification of a conjugate direction search method proposed by Powell)
ConjugateGradientSearch	minimization of a real-valued function of several variables using a the nonlinear conjugate gradient method where several variants of the direction update are available (Fletcher-Reeves, Polak-Ribiere, Beale-Sorenson, Hestenes-Stiefel) and bounds are respected.
DifferentialEvolution	global minimization of a real-valued function of several variables without using derivatives using a genetic algorithm (Differential Evolution)
ErrorFunction	error function and related stuff
EvaluationCounter	A utiltity class that can be used to track the number of evaluations of a general function
GammaFunction	gamma function
GeneralizedDEOptimizer	Provides an general interface to the DifferentialEvolution class that is not tied to a certain number of parameters (as DifferentialEvolution is).
LineFunction	converts a multivariate function into a univariate function
LMSSolver.Utils	Title: Utils
MachineAccuracy	determines machine accuracy
MathUtils	Handy utility functions which have some Mathematical relavance.
Matrix	Title: Matrix
MersenneTwisterFast	MersenneTwisterFast: A simulation quality fast random number generator (MT19937) with the same public methods as java.util.Random.
MinimiserMonitor.Utils
MultivariateMinimum	abstract base class for minimisation of a multivariate function
NumericalDerivative	approximates numerically the first and second derivatives of a function of a single variable and approximates gradient and diagonal of Hessian for multivariate functions
OrderEnumerator.Utils
OrthogonalHints.Utils
OrthogonalLineFunction	converts a multivariate function into a univariate function by keeping all but one argument constant
OrthogonalSearch	minimization of a real-valued function of several variables without using derivatives, using the simple strategy of optimizing variables one by one.
UnivariateMinimum	minimization of a real-valued function of one variable without using derivatives.
UrnModel	class for drawing numbers from an urn with and without laying back

Package pal.math Description

Classes for math stuff such as optimisation, numerical derivatives, matrix exponentials, random numbers, special function etc.