Package org.apache.commons.math.random

Examples of org.apache.commons.math.random.RandomVectorGenerator

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        }
    }

    RandomGenerator rg = new JDKRandomGenerator();
    rg.setSeed(64453353l);
    RandomVectorGenerator rvg =
        new UncorrelatedRandomVectorGenerator(new double[] { 0.9, 1.1 },
                                              new double[] { 0.2, 0.2 },
                                              new UniformRandomGenerator(rg));
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg);
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        }

        RandomGenerator rg = new JDKRandomGenerator();
        rg.setSeed(seed);
        UniformRandomGenerator urg = new UniformRandomGenerator(rg);
        RandomVectorGenerator rvg =
            new UncorrelatedRandomVectorGenerator(mean, standardDeviation, urg);
        setMultiStart(starts, rvg);

        // compute minimum
        return minimize(f, maxEvaluations, checker);
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            RealMatrix covariance = covStat.getResult();
           

            RandomGenerator rg = new JDKRandomGenerator();
            rg.setSeed(seed);
            RandomVectorGenerator rvg =
                new CorrelatedRandomVectorGenerator(mean,
                                                    covariance, 1.0e-12 * covariance.getNorm(),
                                                    new UniformRandomGenerator(rg));
            setMultiStart(starts, rvg);

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Related Classes of org.apache.commons.math.random.RandomVectorGenerator

  • org.apache.commons.math.optimization.DirectSearchOptimizer
  • org.apache.commons.math.optimization.MultiStartDifferentiableMultivariateRealOptimizerTest
  • org.apache.commons.math.optimization.MultiStartDifferentiableMultivariateVectorialOptimizerTest
  • org.apache.commons.math.optimization.MultiStartMultivariateRealOptimizerTest
  • org.apache.commons.math.optimization.NelderMeadTest
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