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Package riso.numerical

Interface Summary
Callback_1d A wrapper for a callback to a function which takes a 1-dimensional argument.
Callback_nd A wrapper for a callback to a function which takes a multi-dimensional argument.
IntegralHelper  
 

Class Summary
Complex  
Convolve This class contains a method to compute the discrete convolution of two sequences.
faure  
FFT  
FunctionCache  
GaussBump  
Gaussian_bump  
halton  
IntegralHelper1d  
LBFGS This class contains code for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm for large-scale multidimensional unconstrained minimization problems.
LowDiscrepency Translated from http://www.netlib.org/toms/659, an implementation of Sobol's low-discrepency sequence generator, by P Bratley and B L Fox.
Matrix Linear algebra computations.
Mcsrch This class implements an algorithm for multi-dimensional line search.
MonotoneSpline An instance of this class represents a monotone cubic spline, that is, a cubic spline which is either increasing or decreasing between knots.
qags qagse.java, qags.java, qelg.java, qk21.java, and qpsrt.java are derivative works (translations) of Fortran code by Robert Piessens and Elise de Doncker.
QAGS_IntegralHelper  
qagse qagse.java, qags.java, qelg.java, qk21.java, and qpsrt.java are derivative works (translations) of Fortran code by Robert Piessens and Elise de Doncker.
qelg qagse.java, qags.java, qelg.java, qk21.java, and qpsrt.java are derivative works (translations) of Fortran code by Robert Piessens and Elise de Doncker.
qk21 qagse.java, qags.java, qelg.java, qk21.java, and qpsrt.java are derivative works (translations) of Fortran code by Robert Piessens and Elise de Doncker.
qk21_IntegralHelper1d  
qpsrt qagse.java, qags.java, qelg.java, qk21.java, and qpsrt.java are derivative works (translations) of Fortran code by Robert Piessens and Elise de Doncker.
QuasiMC_IntegralHelper  
SpecialMath The special function math library.
ThreeD  
 

Exception Summary
LBFGS.ExceptionWithIflag Specialized exception class for LBFGS; contains the iflag value returned by lbfgs.
Matrix.NotPositiveDefiniteException This exception is thrown if a matrix should be positive definite but it is not.
Matrix.SingularMatrixException This exception is thrown if a matrix should not be singular but it is.