Package | Description |
---|---|
org.apache.commons.math |
Common classes used throughout the commons-math library.
|
org.apache.commons.math.analysis |
Parent package for common numerical analysis procedures, including root finding,
function interpolation and integration.
|
org.apache.commons.math.analysis.integration |
Numerical integration (quadrature) algorithms for univariate real functions.
|
org.apache.commons.math.analysis.polynomials |
Univariate real polynomials implementations, seen as differentiable
univariate real functions.
|
org.apache.commons.math.analysis.solvers |
Root finding algorithms, for univariate real functions.
|
org.apache.commons.math.linear |
Linear algebra support.
|
org.apache.commons.math.optimization |
This package provides common interfaces for the optimization algorithms
provided in sub-packages.
|
org.apache.commons.math.optimization.direct |
This package provides optimization algorithms that don't require derivatives.
|
org.apache.commons.math.optimization.fitting |
This package provides classes to perform curve fitting.
|
org.apache.commons.math.optimization.general |
This package provides optimization algorithms that require derivatives.
|
org.apache.commons.math.optimization.univariate |
Univariate real functions minimum finding algorithms.
|
org.apache.commons.math.transform |
Implementations of transform methods, including Fast Fourier transforms.
|
Modifier and Type | Class and Description |
---|---|
class |
ArgumentOutsideDomainException
Error thrown when a method is called with an out of bounds argument.
|
Modifier and Type | Method and Description |
---|---|
double[] |
UnivariateVectorialFunction.value(double x)
Compute the value for the function.
|
double[][] |
UnivariateMatrixFunction.value(double x)
Compute the value for the function.
|
abstract double |
ComposableFunction.value(double x)
Compute the value for the function.
|
double |
UnivariateRealFunction.value(double x)
Compute the value for the function.
|
double[] |
MultivariateVectorialFunction.value(double[] point)
Compute the value for the function at the given point.
|
double |
MultivariateRealFunction.value(double[] point)
Compute the value for the function at the given point.
|
double[][] |
MultivariateMatrixFunction.value(double[] point)
Compute the value for the function at the given point.
|
abstract double |
BinaryFunction.value(double x,
double y)
Deprecated.
Compute the value for the function.
|
double |
BivariateRealFunction.value(double x,
double y)
Compute the value for the function.
|
double |
TrivariateRealFunction.value(double x,
double y,
double z)
Compute the value for the function.
|
Modifier and Type | Method and Description |
---|---|
double |
LegendreGaussIntegrator.integrate(double min,
double max)
Deprecated.
|
double |
RombergIntegrator.integrate(double min,
double max)
Deprecated.
|
double |
UnivariateRealIntegrator.integrate(double min,
double max)
Deprecated.
replaced by
UnivariateRealIntegrator.integrate(UnivariateRealFunction, double, double)
since 2.0 |
double |
SimpsonIntegrator.integrate(double min,
double max)
Deprecated.
|
double |
TrapezoidIntegrator.integrate(double min,
double max)
Deprecated.
|
double |
LegendreGaussIntegrator.integrate(UnivariateRealFunction f,
double min,
double max)
Integrate the function in the given interval.
|
double |
RombergIntegrator.integrate(UnivariateRealFunction f,
double min,
double max)
Integrate the function in the given interval.
|
double |
UnivariateRealIntegrator.integrate(UnivariateRealFunction f,
double min,
double max)
Integrate the function in the given interval.
|
double |
SimpsonIntegrator.integrate(UnivariateRealFunction f,
double min,
double max)
Integrate the function in the given interval.
|
double |
TrapezoidIntegrator.integrate(UnivariateRealFunction f,
double min,
double max)
Integrate the function in the given interval.
|
Modifier and Type | Method and Description |
---|---|
static double |
PolynomialFunctionNewtonForm.evaluate(double[] a,
double[] c,
double z)
Evaluate the Newton polynomial using nested multiplication.
|
double |
PolynomialFunctionNewtonForm.value(double z)
Calculate the function value at the given point.
|
double |
PolynomialFunctionLagrangeForm.value(double z)
Compute the value for the function.
|
Modifier and Type | Method and Description |
---|---|
static double[] |
UnivariateRealSolverUtils.bracket(UnivariateRealFunction function,
double initial,
double lowerBound,
double upperBound)
This method attempts to find two values a and b satisfying
lowerBound <= a < initial < b <= upperBound
f(a) * f(b) < 0
If f is continuous on [a,b], this means that a
and b bracket a root of f. |
static double[] |
UnivariateRealSolverUtils.bracket(UnivariateRealFunction function,
double initial,
double lowerBound,
double upperBound,
int maximumIterations)
This method attempts to find two values a and b satisfying
lowerBound <= a < initial < b <= upperBound
f(a) * f(b) <= 0
If f is continuous on [a,b], this means that a
and b bracket a root of f. |
protected boolean |
UnivariateRealSolverImpl.isBracketing(double lower,
double upper,
UnivariateRealFunction function)
Deprecated.
Returns true iff the function takes opposite signs at the endpoints.
|
Complex |
LaguerreSolver.solve(Complex[] coefficients,
Complex initial)
Deprecated.
in 2.2.
|
double |
LaguerreSolver.solve(double min,
double max)
Deprecated.
|
double |
UnivariateRealSolver.solve(double min,
double max)
Deprecated.
replaced by
UnivariateRealSolver.solve(UnivariateRealFunction, double, double)
since 2.0 |
double |
BisectionSolver.solve(double min,
double max)
Deprecated.
|
double |
BrentSolver.solve(double min,
double max)
Deprecated.
|
double |
RiddersSolver.solve(double min,
double max)
Deprecated.
|
double |
MullerSolver.solve(double min,
double max)
Deprecated.
|
double |
SecantSolver.solve(double min,
double max)
Deprecated.
|
double |
NewtonSolver.solve(double min,
double max)
Deprecated.
|
double |
LaguerreSolver.solve(double min,
double max,
double initial)
Deprecated.
|
double |
UnivariateRealSolver.solve(double min,
double max,
double startValue)
Deprecated.
replaced by
UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double)
since 2.0 |
double |
BisectionSolver.solve(double min,
double max,
double initial)
Deprecated.
|
double |
BrentSolver.solve(double min,
double max,
double initial)
Deprecated.
|
double |
RiddersSolver.solve(double min,
double max,
double initial)
Deprecated.
|
double |
MullerSolver.solve(double min,
double max,
double initial)
Deprecated.
|
double |
SecantSolver.solve(double min,
double max,
double initial)
Deprecated.
|
double |
NewtonSolver.solve(double min,
double max,
double startValue)
Deprecated.
|
double |
LaguerreSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Find a real root in the given interval.
|
double |
BisectionSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Solve for a zero root in the given interval.
|
double |
BrentSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Find a zero in the given interval.
|
double |
RiddersSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Find a root in the given interval.
|
double |
MullerSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Find a real root in the given interval.
|
double |
SecantSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Find a zero in the given interval.
|
double |
NewtonSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max)
Find a zero near the midpoint of
min and max . |
double |
UnivariateRealSolverImpl.solve(int maxEval,
UnivariateRealFunction function,
double min,
double max)
Deprecated.
Solve for a zero root in the given interval.
|
double |
LaguerreSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double initial)
Find a real root in the given interval with initial value.
|
double |
BisectionSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double initial)
Solve for a zero in the given interval, start at startValue.
|
double |
BrentSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double initial)
Find a zero in the given interval with an initial guess.
|
double |
RiddersSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double initial)
Find a root in the given interval with initial value.
|
double |
MullerSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double initial)
Find a real root in the given interval with initial value.
|
double |
SecantSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double initial)
Find a zero in the given interval.
|
double |
NewtonSolver.solve(int maxEval,
UnivariateRealFunction f,
double min,
double max,
double startValue)
Find a zero near the value
startValue . |
double |
UnivariateRealSolverImpl.solve(int maxEval,
UnivariateRealFunction function,
double min,
double max,
double startValue)
Deprecated.
Solve for a zero in the given interval, start at startValue.
|
double |
LaguerreSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
UnivariateRealSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
BisectionSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
BrentSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
RiddersSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
static double |
UnivariateRealSolverUtils.solve(UnivariateRealFunction f,
double x0,
double x1)
Convenience method to find a zero of a univariate real function.
|
double |
MullerSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
SecantSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
NewtonSolver.solve(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
LaguerreSolver.solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
UnivariateRealSolver.solve(UnivariateRealFunction f,
double min,
double max,
double startValue)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
BisectionSolver.solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
BrentSolver.solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
RiddersSolver.solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Deprecated.
in 2.2 (to be removed in 3.0).
|
static double |
UnivariateRealSolverUtils.solve(UnivariateRealFunction f,
double x0,
double x1,
double absoluteAccuracy)
Convenience method to find a zero of a univariate real function.
|
double |
MullerSolver.solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
SecantSolver.solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
NewtonSolver.solve(UnivariateRealFunction f,
double min,
double max,
double startValue)
Deprecated.
in 2.2 (to be removed in 3.0).
|
double |
MullerSolver.solve2(double min,
double max)
Deprecated.
replaced by
MullerSolver.solve2(UnivariateRealFunction, double, double)
since 2.0 |
double |
MullerSolver.solve2(UnivariateRealFunction f,
double min,
double max)
Deprecated.
in 2.2 (to be removed in 3.0).
|
Complex[] |
LaguerreSolver.solveAll(Complex[] coefficients,
Complex initial)
Deprecated.
in 2.2.
|
Complex[] |
LaguerreSolver.solveAll(double[] coefficients,
double initial)
Deprecated.
in 2.2.
|
protected void |
UnivariateRealSolverImpl.verifyBracketing(double lower,
double upper,
UnivariateRealFunction function)
Deprecated.
Verifies that the endpoints specify an interval and the function takes
opposite signs at the endpoints, throws IllegalArgumentException if not
|
Modifier and Type | Method and Description |
---|---|
RealVector |
RealVector.map(UnivariateRealFunction function)
Acts as if implemented as:
|
RealVector |
AbstractRealVector.map(UnivariateRealFunction function)
Acts as if implemented as:
|
RealVector |
RealVector.mapToSelf(UnivariateRealFunction function)
Acts as if it is implemented as:
|
RealVector |
AbstractRealVector.mapToSelf(UnivariateRealFunction function)
Acts as if it is implemented as:
|
Modifier and Type | Method and Description |
---|---|
double |
UnivariateRealOptimizer.getFunctionValue()
Get the result of the last run of the optimizer.
|
RealPointValuePair |
MultiStartDifferentiableMultivariateRealOptimizer.optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
RealPointValuePair |
MultiStartDifferentiableMultivariateRealOptimizer.optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
RealPointValuePair |
DifferentiableMultivariateRealOptimizer.optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
VectorialPointValuePair |
MultiStartDifferentiableMultivariateVectorialOptimizer.optimize(DifferentiableMultivariateVectorialFunction f,
double[] target,
double[] weights,
double[] startPoint)
Optimizes an objective function.
|
VectorialPointValuePair |
DifferentiableMultivariateVectorialOptimizer.optimize(DifferentiableMultivariateVectorialFunction f,
double[] target,
double[] weights,
double[] startPoint)
Optimizes an objective function.
|
RealPointValuePair |
MultiStartMultivariateRealOptimizer.optimize(MultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
RealPointValuePair |
MultiStartMultivariateRealOptimizer.optimize(MultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
RealPointValuePair |
MultivariateRealOptimizer.optimize(MultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
double |
MultiStartUnivariateRealOptimizer.optimize(UnivariateRealFunction f,
GoalType goalType,
double min,
double max)
Find an optimum in the given interval.
|
double |
UnivariateRealOptimizer.optimize(UnivariateRealFunction f,
GoalType goalType,
double min,
double max)
Find an optimum in the given interval.
|
double |
MultiStartUnivariateRealOptimizer.optimize(UnivariateRealFunction f,
GoalType goalType,
double min,
double max,
double startValue)
Find an optimum in the given interval, start at startValue.
|
double |
UnivariateRealOptimizer.optimize(UnivariateRealFunction f,
GoalType goalType,
double min,
double max,
double startValue)
Find an optimum in the given interval, start at startValue.
|
double |
LeastSquaresConverter.value(double[] point)
Compute the value for the function at the given point.
|
Modifier and Type | Method and Description |
---|---|
protected RealPointValuePair |
PowellOptimizer.doOptimize()
Perform the bulk of optimization algorithm.
|
protected double |
DirectSearchOptimizer.evaluate(double[] x)
Evaluate the objective function on one point.
|
protected void |
DirectSearchOptimizer.evaluateSimplex(Comparator<RealPointValuePair> comparator)
Evaluate all the non-evaluated points of the simplex.
|
protected abstract void |
DirectSearchOptimizer.iterateSimplex(Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm.
|
protected void |
MultiDirectional.iterateSimplex(Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm.
|
protected void |
NelderMead.iterateSimplex(Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm.
|
RealPointValuePair |
DirectSearchOptimizer.optimize(MultivariateRealFunction function,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
Modifier and Type | Method and Description |
---|---|
GaussianFunction |
GaussianFitter.fit()
Fits Gaussian function to the observed points.
|
double[] |
CurveFitter.fit(ParametricRealFunction f,
double[] initialGuess)
Fit a curve.
|
double[] |
ParametricRealFunction.gradient(double x,
double[] parameters)
Compute the gradient of the function with respect to its parameters.
|
double |
ParametricRealFunction.value(double x,
double[] parameters)
Compute the value of the function.
|
Modifier and Type | Method and Description |
---|---|
protected double[] |
AbstractScalarDifferentiableOptimizer.computeObjectiveGradient(double[] evaluationPoint)
Compute the gradient vector.
|
protected double |
AbstractScalarDifferentiableOptimizer.computeObjectiveValue(double[] evaluationPoint)
Compute the objective function value.
|
protected VectorialPointValuePair |
LevenbergMarquardtOptimizer.doOptimize()
Perform the bulk of optimization algorithm.
|
protected RealPointValuePair |
NonLinearConjugateGradientOptimizer.doOptimize()
Perform the bulk of optimization algorithm.
|
VectorialPointValuePair |
GaussNewtonOptimizer.doOptimize()
Perform the bulk of optimization algorithm.
|
protected abstract RealPointValuePair |
AbstractScalarDifferentiableOptimizer.doOptimize()
Perform the bulk of optimization algorithm.
|
protected abstract VectorialPointValuePair |
AbstractLeastSquaresOptimizer.doOptimize()
Perform the bulk of optimization algorithm.
|
double[][] |
AbstractLeastSquaresOptimizer.getCovariances()
Get the covariance matrix of optimized parameters.
|
double[] |
AbstractLeastSquaresOptimizer.guessParametersErrors()
Guess the errors in optimized parameters.
|
RealPointValuePair |
AbstractScalarDifferentiableOptimizer.optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function.
|
VectorialPointValuePair |
AbstractLeastSquaresOptimizer.optimize(DifferentiableMultivariateVectorialFunction f,
double[] target,
double[] weights,
double[] startPoint)
Optimizes an objective function.
|
double[] |
Preconditioner.precondition(double[] point,
double[] r)
Precondition a search direction.
|
protected void |
AbstractLeastSquaresOptimizer.updateJacobian()
Update the jacobian matrix.
|
protected void |
AbstractLeastSquaresOptimizer.updateResidualsAndCost()
Update the residuals array and cost function value.
|
Modifier and Type | Method and Description |
---|---|
protected double |
AbstractUnivariateRealOptimizer.computeObjectiveValue(double point)
Compute the objective function value.
|
protected double |
AbstractUnivariateRealOptimizer.computeObjectiveValue(UnivariateRealFunction f,
double point)
Deprecated.
in 2.2. Use this
replacement instead. |
protected double |
BrentOptimizer.doOptimize()
Method for implementing actual optimization algorithms in derived
classes.
|
protected double |
AbstractUnivariateRealOptimizer.doOptimize()
Method for implementing actual optimization algorithms in derived
classes.
|
double |
AbstractUnivariateRealOptimizer.getFunctionValue()
Get the result of the last run of the optimizer.
|
double |
AbstractUnivariateRealOptimizer.optimize(UnivariateRealFunction f,
GoalType goal,
double min,
double max)
Find an optimum in the given interval.
|
double |
AbstractUnivariateRealOptimizer.optimize(UnivariateRealFunction f,
GoalType goal,
double min,
double max,
double startValue)
Find an optimum in the given interval, start at startValue.
|
void |
BracketFinder.search(UnivariateRealFunction func,
GoalType goal,
double xA,
double xB)
Search new points that bracket a local optimum of the function.
|
Modifier and Type | Method and Description |
---|---|
Complex[] |
FastFourierTransformer.inversetransform(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
double[] |
FastHadamardTransformer.inversetransform(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
double[] |
RealTransformer.inversetransform(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
double[] |
FastCosineTransformer.inversetransform(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
double[] |
FastSineTransformer.inversetransform(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
Complex[] |
FastFourierTransformer.inversetransform2(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
double[] |
FastCosineTransformer.inversetransform2(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
double[] |
FastSineTransformer.inversetransform2(UnivariateRealFunction f,
double min,
double max,
int n)
Inversely transform the given real function, sampled on the given interval.
|
static double[] |
FastFourierTransformer.sample(UnivariateRealFunction f,
double min,
double max,
int n)
Sample the given univariate real function on the given interval.
|
Complex[] |
FastFourierTransformer.transform(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
double[] |
FastHadamardTransformer.transform(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
double[] |
RealTransformer.transform(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
double[] |
FastCosineTransformer.transform(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
double[] |
FastSineTransformer.transform(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
Complex[] |
FastFourierTransformer.transform2(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
double[] |
FastCosineTransformer.transform2(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
double[] |
FastSineTransformer.transform2(UnivariateRealFunction f,
double min,
double max,
int n)
Transform the given real function, sampled on the given interval.
|
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