Package org.apache.commons.math.analysis

Examples of org.apache.commons.math.analysis.MultivariateRealFunction

127
128
129
130
131
132
133
134
135
136
137
138
  @Test
  public void testRosenbrock()
    throws FunctionEvaluationException, ConvergenceException {

    MultivariateRealFunction rosenbrock =
      new MultivariateRealFunction() {
        private static final long serialVersionUID = -9044950469615237490L;
        public double value(double[] x) throws FunctionEvaluationException {
          ++count;
          double a = x[1] - x[0] * x[0];
          double b = 1.0 - x[0];
View Full Code Here
159
160
161
162
163
164
165
166
167
168
169
170
  @Test
  public void testPowell()
    throws FunctionEvaluationException, ConvergenceException {

    MultivariateRealFunction powell =
      new MultivariateRealFunction() {
        private static final long serialVersionUID = -832162886102041840L;
        public double value(double[] x) throws FunctionEvaluationException {
          ++count;
          double a = x[0] + 10 * x[1];
          double b = x[2] - x[3];
View Full Code Here
145
146
147
148
149
150
151
152
153
154
155
                }
            };
        }

        public MultivariateRealFunction partialDerivative(final int k) {
            return new MultivariateRealFunction() {
                public double value(double[] point) {
                    return gradient(point)[k];
                }
            };
        }
View Full Code Here
42
43
44
45
46
47
48
49
50
51
52
53
public class NelderMeadTest {

  @Test
  public void testFunctionEvaluationExceptions() {
      MultivariateRealFunction wrong =
          new MultivariateRealFunction() {
            private static final long serialVersionUID = 4751314470965489371L;
            public double value(double[] x) throws FunctionEvaluationException {
                if (x[0] < 0) {
                    throw new FunctionEvaluationException(x, "{0}", "oops");
                } else if (x[0] > 1) {
View Full Code Here
90
91
92
93
94
95
96
97
98
99
100
      final double yP        = -yM;
      final double valueXmYm =  0.2373295333134216789769; // local  maximum
      final double valueXmYp = -valueXmYm;                // local  minimum
      final double valueXpYm = -0.7290400707055187115322; // global minimum
      final double valueXpYp = -valueXpYm;                // global maximum
      MultivariateRealFunction fourExtrema = new MultivariateRealFunction() {
          private static final long serialVersionUID = -7039124064449091152L;
          public double value(double[] variables) throws FunctionEvaluationException {
              final double x = variables[0];
              final double y = variables[1];
              return ((x == 0) || (y == 0)) ? 0 : (Math.atan(x) * Math.atan(x + 2) * Math.atan(y) * Math.atan(y) / (x * y));
 
View Full Code Here
34
35
36
37
38
39
40
41
42
43
44
45
  public MultiDirectionalTest(String name) {
    super(name);
  }

  public void testFunctionEvaluationExceptions() {
      MultivariateRealFunction wrong =
          new MultivariateRealFunction() {
            private static final long serialVersionUID = 4751314470965489371L;
            public double value(double[] x) throws FunctionEvaluationException {
                if (x[0] < 0) {
                    throw new FunctionEvaluationException(x, "{0}", "oops");
                } else if (x[0] > 1) {
View Full Code Here
81
82
83
84
85
86
87
88
89
90
91
      final double yP        = -yM;
      final double valueXmYm =  0.2373295333134216789769; // local  maximum
      final double valueXmYp = -valueXmYm;                // local  minimum
      final double valueXpYm = -0.7290400707055187115322; // global minimum
      final double valueXpYp = -valueXpYm;                // global maximum
      MultivariateRealFunction fourExtrema = new MultivariateRealFunction() {
          private static final long serialVersionUID = -7039124064449091152L;
          public double value(double[] variables) throws FunctionEvaluationException {
              final double x = variables[0];
              final double y = variables[1];
              return ((x == 0) || (y == 0)) ? 0 : (Math.atan(x) * Math.atan(x + 2) * Math.atan(y) * Math.atan(y) / (x * y));
 
View Full Code Here
131
132
133
134
135
136
137
138
139
140
141
142
  }

  public void testRosenbrock()
    throws FunctionEvaluationException, ConvergenceException {

    MultivariateRealFunction rosenbrock =
      new MultivariateRealFunction() {
        private static final long serialVersionUID = -9044950469615237490L;
        public double value(double[] x) throws FunctionEvaluationException {
          ++count;
          double a = x[1] - x[0] * x[0];
          double b = 1.0 - x[0];
View Full Code Here
162
163
164
165
166
167
168
169
170
171
172
173
  }

  public void testPowell()
    throws FunctionEvaluationException, ConvergenceException {

    MultivariateRealFunction powell =
      new MultivariateRealFunction() {
        private static final long serialVersionUID = -832162886102041840L;
        public double value(double[] x) throws FunctionEvaluationException {
          ++count;
          double a = x[0] + 10 * x[1];
          double b = x[2] - x[3];
View Full Code Here
403
404
405
406
407
408
409
410
411
412
413
                }
            };
        }

        public MultivariateRealFunction partialDerivative(final int k) {
            return new MultivariateRealFunction() {
                private static final long serialVersionUID = -6186178619133562011L;
                public double value(double[] point) {
                    return gradient(point)[k];
                }
            };
View Full Code Here
TOP

Related Classes of org.apache.commons.math.analysis.MultivariateRealFunction

  • com.opengamma.analytics.math.minimization.MultiDirectionalSimplexMinimizer
  • com.opengamma.analytics.math.minimization.NelderMeadDownhillSimplexMinimizer
  • com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper
  • com.opengamma.analytics.math.util.wrapper.CommonsMathWrapperTest
  • org.apache.commons.math.analysis.interpolation.MicrosphereInterpolatorTest
  • org.apache.commons.math.optimization.direct.MultiDirectionalTest
  • org.apache.commons.math.optimization.direct.NelderMeadTest
  • org.apache.commons.math.optimization.general.NonLinearConjugateGradientOptimizerTest$Circle
  • org.apache.commons.math.optimization.general.NonLinearConjugateGradientOptimizerTest$LinearProblem
  • org.apache.commons.math.optimization.MultiStartDifferentiableMultivariateRealOptimizerTest$Circle
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.