Package pal.math

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

See:
          Description

Interface Summary
MFWithGradient interface for a function of several variables with a gradient
MultivariateFunction interface for a function of several variables
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
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
MachineAccuracy determines machine accuracy
MathUtils Handy utility functions which have some Mathematical relavance.
MersenneTwisterFast MersenneTwisterFast: A simulation quality fast random number generator (MT19937) with the same public methods as java.util.Random.
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
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.
StochasticOSearch 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.