org.jquantlib.math.matrixutilities

Interface Algebra<T>

Type Parameters:

T -

All Known Implementing Classes:

Array

public interface Algebra<T>

This interface defines algebric operators

Method Summary

Modifier and Type	Method and Description
T	abs() Applies Math.abs(double) to every element of this instance.
double	accumulate() Accumulate values in a range.
double	accumulate(double init) Accumulate values in a range.
double	accumulate(int from, int to, double init) Accumulate values in a range.
T	add(double scalar) Adds a scalar to every element of this instance of <T>.
T	add(T another) Adds this instance and another instance of <T>.
T	addAssign(double scalar) Adds a scalar to every element of this instance of <T>.
T	addAssign(T another) Adds this instance and another instance of <T>.
T	adjacentDifference() Return differences between adjacent values.
T	adjacentDifference(int from, int to) Return differences between adjacent values.
T	adjacentDifference(int from, int to, Ops.BinaryDoubleOp f) Return differences between adjacent values.
T	adjacentDifference(Ops.BinaryDoubleOp f) Return differences between adjacent values.
T	div(double scalar) Divides every element of this instance of <T> by a scalar.
T	div(T another) Divides this instance by another instance of <T>.
T	divAssign(double scalar) Divides every element of this instance of <T> by a scalar.
T	divAssign(T another) Divides this instance by another instance of <T>.
double	dotProduct(T another) The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .
double	dotProduct(T another, int from, int to) The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .
T	exp() Applies Math.exp(double) to every element of this instance.
double	innerProduct(T another) The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .
double	innerProduct(T another, int from, int to) The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .
T	log() Applies Math.log(double) to every element of this instance.
int	lowerBound(double val) Finds the first position in which val could be inserted without changing the ordering.
int	lowerBound(double val, Ops.BinaryDoublePredicate f) Finds the first position in which val could be inserted without changing the ordering.
int	lowerBound(int from, int to, double val) Finds the first position in which val could be inserted without changing the ordering.
int	lowerBound(int from, int to, double val, Ops.BinaryDoublePredicate f) Finds the first position in which val could be inserted without changing the ordering.
double	max() Return the maximum element in a range using comparison functor.
double	max(int from, int to) Return the maximum element in a range using comparison functor.
double	min() Return the minimum element in a range using comparison functor.
double	min(int from, int to) Return the minimum element in a range using comparison functor.
T	mul(double scalar) Multiplies every element of this instance of <T> by a scalar.
T	mul(Matrix matrix) Vectorial multiplication of this instance by a Matrix.
T	mul(T another) Multiplies this instance by another instance of <T>.
T	mulAssign(double scalar) Multiplies every element of this instance of <T> by a scalar.
T	mulAssign(T another) Multiplies this instance by another instance of <T>.
T	negative() Unary negative function applied to every element of this instance
Matrix	outerProduct(T another) In linear algebra, the outer product typically refers to the tensor product of two vectors.
Matrix	outerProduct(T another, int from, int to) In linear algebra, the outer product typically refers to the tensor product of two vectors.
T	sqr() Applies Math#sqr(double) to every element of this instance.
T	sqrt() Applies Math.sqrt(double) to every element of this instance.
T	sub(double scalar) Subtracts a scalar to every element of this instance of <T>.
T	sub(T another) Subtracts this instance by another instance of <T>.
T	subAssign(double scalar) Subtracts a scalar to every element of this instance of <T>.
T	subAssign(T another) Subtracts this instance by another instance of <T>.
T	transform(int first, int last, Ops.DoubleOp f) Perform an operation on a sequence in a range [first,last)
T	transform(Ops.DoubleOp func) Perform an operation on a sequence in a range [first,last)
int	upperBound(double val) Finds the last position in which val could be inserted in a sequence [begin(), end()] without changing the ordering.
int	upperBound(double val, Ops.BinaryDoublePredicate f) Finds the last position in which val could be inserted in a sequence [begin(), end()] without changing the ordering.
int	upperBound(int first, int last, double val) Finds the last position in which val could be inserted in a sequence [first,last] without changing the ordering.
int	upperBound(int first, int last, double val, Ops.BinaryDoublePredicate f) Finds the last position in which val could be inserted in a sequence [first,last] without changing the ordering.

Method Detail

addAssign

T addAssign(double scalar)

Adds a scalar to every element of this instance of <T>.

Parameters:

scalar -

Returns:

this

addAssign

T addAssign(T another)

Adds this instance and another instance of <T>.

Parameters:

another -

Returns:

this

subAssign

T subAssign(double scalar)

Subtracts a scalar to every element of this instance of <T>.

Parameters:

scalar -

Returns:

this

subAssign

T subAssign(T another)

Subtracts this instance by another instance of <T>.

Parameters:

another -

Returns:

this

mulAssign

T mulAssign(double scalar)

Multiplies every element of this instance of <T> by a scalar.

Parameters:

scalar -

Returns:

this

mulAssign

T mulAssign(T another)

Multiplies this instance by another instance of <T>.

Parameters:

another -

Returns:

this

divAssign

T divAssign(double scalar)

Divides every element of this instance of <T> by a scalar.

Parameters:

scalar -

Returns:

this

divAssign

T divAssign(T another)

Divides this instance by another instance of <T>.

Parameters:

another -

Returns:

this

add

T add(double scalar)

Adds a scalar to every element of this instance of <T>.

Parameters:

scalar -

Returns:

a new instance

add

T add(T another)

Adds this instance and another instance of <T>.

Parameters:

another -

Returns:

a new instance

sub

T sub(double scalar)

Subtracts a scalar to every element of this instance of <T>.

Parameters:

scalar -

Returns:

a new instance

sub

T sub(T another)

Subtracts this instance by another instance of <T>.

Parameters:

another -

Returns:

a new instance

mul

T mul(double scalar)

Multiplies every element of this instance of <T> by a scalar.

Parameters:

scalar -

Returns:

a new instance

mul

T mul(T another)

Multiplies this instance by another instance of <T>.

Parameters:

another -

Returns:

a new instance

div

T div(double scalar)

Divides every element of this instance of <T> by a scalar.

Parameters:

scalar -

Returns:

a new instance

div

T div(T another)

Divides this instance by another instance of <T>.

Parameters:

another -

Returns:

a new instance

negative

T negative()

Unary negative function applied to every element of this instance

Returns:

a new instance

mul

T mul(Matrix matrix)

Vectorial multiplication of this instance by a Matrix.

Parameters:

another -

Returns:

a new instance

dotProduct

double dotProduct(T another)

The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .

As we are working in space (real numbers), it's sufficient to understand that both inner product and dot operator give equivalent results.

Parameters:

another - Iterator

Returns:

the inner product between this Matrix and another Matrix

See Also:

Inner Product

dotProduct

double dotProduct(T another,
                  int from,
                  int to)

The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .

As we are working in space (real numbers), it's sufficient to understand that both inner product and dot operator give equivalent results.

Parameters:

another - Iterator

from - is the start element, inclusive

to - is the end element, exclusive

Returns:

the inner product between this Matrix and another Matrix

See Also:

Inner Product

innerProduct

double innerProduct(T another)

The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .

As we are working in space (real numbers), it's sufficient to understand that both inner product and dot operator give equivalent results.

Parameters:

another - Iterator

Returns:

the inner product between this Matrix and another Matrix

See Also:

Inner Product

innerProduct

double innerProduct(T another,
                    int from,
                    int to)

The inner product generalizes the dot product to abstract vector spaces and is normally denoted by .

As we are working in space (real numbers), it's sufficient to understand that both inner product and dot operator give equivalent results.

Parameters:

another - Iterator

from - is the start element, inclusive

to - is the end element, exclusive

Returns:

the inner product between this Matrix and another Matrix

See Also:

Inner Product

outerProduct

Matrix outerProduct(T another)

In linear algebra, the outer product typically refers to the tensor product of two vectors. The result of applying the outer product to a pair of vectors is a matrix. The name contrasts with the inner product, which takes as input a pair of vectors and produces a scalar.

Given a vector with ''m'' elements and a vector with ''n'' elements, their outer product is defined as the matrix obtained by multiplying each element of by each element of :

Note that .

Parameters:

another - Iterator

Returns:

the outer product between this Matrix and another Matrix

See Also:

Outer Product

outerProduct

Matrix outerProduct(T another,
                    int from,
                    int to)

In linear algebra, the outer product typically refers to the tensor product of two vectors. The result of applying the outer product to a pair of vectors is a matrix. The name contrasts with the inner product, which takes as input a pair of vectors and produces a scalar.

Given a vector with ''m'' elements and a vector with ''n'' elements, their outer product is defined as the matrix obtained by multiplying each element of by each element of :

Note that .

Parameters:

another - Iterator

from - is the start element, inclusive

to - is the end element, exclusive

Returns:

the outer product between this Matrix and another Matrix

See Also:

Outer Product

adjacentDifference

T adjacentDifference()

Return differences between adjacent values.

Computes the difference between adjacent values in the range [first,last) using subtraction to compute differences and returns the results as an Array.

Returns:

an array which contains the computed adjacent differences.

See Also:

std::adjacent_difference

adjacentDifference

T adjacentDifference(int from,
                     int to)

Return differences between adjacent values.

Computes the difference between adjacent values in the range [first,last) using subtraction to compute differences and returns the results as an Array.

Parameters:

first - is the start of range

last - is the end of range

Returns:

an array which contains the computed adjacent differences.

See Also:

std::adjacent_difference

adjacentDifference

T adjacentDifference(Ops.BinaryDoubleOp f)

Return differences between adjacent values.

Computes the difference between adjacent values in the range [begin(),end()+1) using a function for computing the differences and returns the results as an Array.

Parameters:

f - is a function

Returns:

an array which contains the computed adjacent differences.

See Also:

std::adjacent_difference

adjacentDifference

T adjacentDifference(int from,
                     int to,
                     Ops.BinaryDoubleOp f)

Return differences between adjacent values.

Computes the difference between adjacent values in the range [first,last) using a function for computing the differences and returns the results as an Array.

Parameters:

first - is the start of range

last - is the end of range

f - is a function

Returns:

an array which contains the computed adjacent differences.

See Also:

std::adjacent_difference

min

double min()

Return the minimum element in a range using comparison functor.

Returns:

the minimum value computed

See Also:

std::min_element

min

double min(int from,
           int to)

Return the minimum element in a range using comparison functor.

Parameters:

from - is the initial index, inclusive

to - is the final index, exclusive

Returns:

the minimum value computed

See Also:

std::min_element

max

double max()

Return the maximum element in a range using comparison functor.

Returns:

the maximum value computed

See Also:

std::max_element

max

double max(int from,
           int to)

Return the maximum element in a range using comparison functor.

Parameters:

from - is the initial index, inclusive

to - is the final index, exclusive

Returns:

the maximum value computed

See Also:

std::max_element

abs

T abs()

Applies Math.abs(double) to every element of this instance.

Returns:

a new instance

sqr

T sqr()

Applies Math#sqr(double) to every element of this instance.

Returns:

a new instance

sqrt

T sqrt()

Applies Math.sqrt(double) to every element of this instance.

Returns:

a new instance

log

T log()

Applies Math.log(double) to every element of this instance.

Returns:

a new instance

exp

T exp()

Applies Math.exp(double) to every element of this instance.

Returns:

a new instance

accumulate

double accumulate()

Accumulate values in a range.

Accumulates the values in the range [begin,end+1). The initial value is zero. The values are processed in order.

Returns:

the final sum

See Also:

std::accumulate

accumulate

double accumulate(double init)

Accumulate values in a range.

Accumulates the values in the range [begin(),end()+1). The initial value is init. The values are processed in order.

Parameters:

init - is the starting value to add other values to.

Returns:

the final sum

See Also:

std::accumulate

accumulate

double accumulate(int from,
                  int to,
                  double init)

Accumulate values in a range.

Accumulates the values in the range [first,last). The initial value is init. The values are processed in order.

Parameters:

first - is the start of range, inclusive

last - is the end of range, exclusive

init - is the starting value to add other values to.

Returns:

the final sum

See Also:

std::accumulate

transform

T transform(Ops.DoubleOp func)

Perform an operation on a sequence in a range [first,last)

Applies the operator to each element in the input range and assigns the results to itself. Evaluates input[first+N] = unary_op(array[first+N]) for each N in the range [0, end()-begin() ).

Parameters:

f - is an unary function to be applied

Returns:

this, i.e: performs the transformation in place

See Also:

std::transform

transform

T transform(int first,
            int last,
            Ops.DoubleOp f)

Perform an operation on a sequence in a range [first,last)

Applies the operator to each element in the input range and assigns the results to itself. Evaluates input[first+N] = unary_op(array[first+N]) for each N in the range [0, last-first).

Parameters:

first - is the start of range, inclusive

last - is the end of range, exclusive

f - is an unary function to be applied

Returns:

this, i.e: performs the transformation in place

See Also:

std::transform

lowerBound

int lowerBound(double val)

Finds the first position in which val could be inserted without changing the ordering.

Parameters:

value - to be searched

Returns:

an index pointing to the first element "not less than" val, or end() if every element is less than val.

See Also:

std::lower_bound

lowerBound

int lowerBound(int from,
               int to,
               double val)

Finds the first position in which val could be inserted without changing the ordering.

Parameters:

first - element, inclusive

last - element, inclusive

value - to be searched

Returns:

an index pointing to the first element "not less than" val, or end() if every element is less than val.

See Also:

std::lower_bound

lowerBound

int lowerBound(double val,
               Ops.BinaryDoublePredicate f)

Finds the first position in which val could be inserted without changing the ordering.

Parameters:

value - to be searched

f - is a BinaryDoublePredicate which defines the comparison function

Returns:

an index pointing to the first element "not less than" val, or end() if every element is less than val.

See Also:

std::lower_bound

lowerBound

int lowerBound(int from,
               int to,
               double val,
               Ops.BinaryDoublePredicate f)

Finds the first position in which val could be inserted without changing the ordering.

Parameters:

first - element, inclusive

last - element, inclusive

value - to be searched

f - is a BinaryDoublePredicate which defines the comparison function

Returns:

an index pointing to the first element "not less than" val, or end() if every element is less than val.

See Also:

std::lower_bound

upperBound

int upperBound(double val)

Finds the last position in which val could be inserted in a sequence [begin(), end()] without changing the ordering.

Parameters:

value - to be searched

Returns:

an index pointing to the first element greater than val, or end() if no elements are greater than val.

See Also:

std::upper_bound

upperBound

int upperBound(int first,
               int last,
               double val)

Finds the last position in which val could be inserted in a sequence [first,last] without changing the ordering.

Parameters:

first - element, inclusive

last - element, inclusive

value - to be searched

Returns:

an index pointing to the first element greater than val, or end() if no elements are greater than val.

See Also:

std::upper_bound

upperBound

int upperBound(double val,
               Ops.BinaryDoublePredicate f)

Finds the last position in which val could be inserted in a sequence [begin(), end()] without changing the ordering.

Parameters:

value - to be searched

f - is a BinaryDoublePredicate which defines the comparison function

Returns:

an index pointing to the first element greater than val, or end() if no elements are greater than val.

See Also:

std::upper_bound

upperBound

int upperBound(int first,
               int last,
               double val,
               Ops.BinaryDoublePredicate f)

Finds the last position in which val could be inserted in a sequence [first,last] without changing the ordering.

Parameters:

first - element, inclusive

last - element, inclusive

value - to be searched

f - is a BinaryDoublePredicate which defines the comparison function

Returns:

an index pointing to the first element greater than val, or end() if no elements are greater than val.

See Also:

std::upper_bound