org.jquantlib.math.optimization

Class Minpack

java.lang.Object

org.jquantlib.math.optimization.Minpack

public class Minpack
extends java.lang.Object

This class provides linear algebra optimization algorithms.

The original Fortran version is Copyright (C) 1999 University of Chicago. All rights reserved.
C translation :: Copyright (C) Steve Moshier
Adapted to JQuantLib :: Copyright (C) 2010 Richard Gomes

Brief history:
Original sources were developed in FORTRAN language.
Later sources were translated to C language.
Finally we made this very crude (and certainly insufficient) adaptation to work with JQuantLib/Java.

Ideally, these sources should be ready to smoothly work with classes Matrix and Array. At the moment, we require that underlying data structures are accessed directly, which is clearly very far from ideal because it breaks the paradigm offered by interface Address.

Constructor Summary

Constructors

Constructor and Description
Minpack()

Method Summary

Modifier and Type	Method and Description
static void	qrfac(int m, int n, Matrix a, boolean pivot, int[] ipvt, Array rdiag, Array acnorm, Array wa)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Minpack

public Minpack()

Method Detail

qrfac

public static void qrfac(int m,
                         int n,
                         Matrix a,
                         boolean pivot,
                         int[] ipvt,
                         Array rdiag,
                         Array acnorm,
                         Array wa)