Package pal.math


package pal.math
Classes for math stuff such as optimisation, numerical derivatives, matrix exponentials, random numbers, special function etc.
  • Class
    Description
    Binomial coefficients
    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)
    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)
    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.
    global minimization of a real-valued function of several variables without using derivatives using a genetic algorithm (Differential Evolution)
    error function and related stuff
    A utiltity class that can be used to track the number of evaluations of a general function
    gamma function
    Provides an general interface to the DifferentialEvolution class that is not tied to a certain number of parameters (as DifferentialEvolution is).
    converts a multivariate function into a univariate function
    Title: LMSSolver
    Title: Utils
    determines machine accuracy
    Handy utility functions which have some Mathematical relavance.
    Title: Matrix
    MersenneTwisterFast: A simulation quality fast random number generator (MT19937) with the same public methods as java.util.Random.
    interface for a function of several variables with a gradient
    interface for a classes that wish to monitor the progress of a Minimiser
     
    interface for a function of several variables
    abstract base class for minimisation of a multivariate function
    A factory interface for MultivariateMinimums (because they aren't statefree)
    approximates numerically the first and second derivatives of a function of a single variable and approximates gradient and diagonal of Hessian for multivariate functions
    A means for describing odering information, and Utilities for creating such Orderings
     
     
    Provides a means for giving an Orthogonal base optimiser (IE, OrthognalMinimum) hints about the function that may alow it to optimise better.
     
    converts a multivariate function into a univariate function by keeping all but one argument constant
    minimization of a real-valued function of several variables without using derivatives, using the simple strategy of optimizing variables one by one.
     
    interface for a function of one variable
    minimization of a real-valued function of one variable without using derivatives.
    class for drawing numbers from an urn with and without laying back