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• riso.numerical: Javadoc index of package riso.numerical.


Package Samples:

• riso.numerical

Classes:

• LBFGS: This class contains code for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm for large-scale multidimensional unconstrained minimization problems. This file is a translation of Fortran code written by Jorge Nocedal. It is distributed as part of the RISO project. Following is a message from Jorge Nocedal: From: Jorge Nocedal [mailto:nocedal@dario.ece.nwu.edu] Sent: Friday, August 17, 2001 9:09 AM To: Robert Dodier Subject: Re: Commercial licensing terms for LBFGS? Robert: The code L-BFGS (for unconstrained problems) is in the public domain. It can be used in any commercial ...
• Matrix: Linear algebra computations. All the methods of this class are static and operate on double[][] objects. This works for ordinary matrices; however, it would be nice to (eventually) define special kinds of matrices, e.g. IdentityMatrix or BlockDiagonalMatrix, and have these be interchangeable with ordinary matrices -- but this scheme won't allow that. Objects of types derived from Matrix aren't anything like double[][]. This code ( Matrix.java ) is derived in large part, via translation from C to Java, from gauss_el.c and gauss_so.c from the NUMLIBC web site . The above web site states only "These ...
• SpecialMath: The special function math library. This is copied from JSci version 0.876, and redistributed under GPL by permission of Mark Hale. See the JSci project home page . See also Mark Hale's home page . In response to my question, > Do I have your permission to redistribute the > SpecialMath.java file under the GPL? Mark Hale wrote: Date: Fri, 04 Jan 1980 12:44:25 +0000 From: "Mark" Reply-to: mark.hale@physics.org To: "Robert Dodier" Subject: Re: Permission to redistribute SpecialMath code? Yes, sure. I will probably unbundle xml4j at some stage so I can explicitly include a GPL license with JSci. M ...
• 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. These five files are released under GPL by permission of Robert Piessens. In response to my question, >I would like to have your permission to distribute my >Java translation of your QUADPACK routines under the >terms of the GPL. Do I have your permission to do so? Robert Piessens writes: Date: Mon, 28 Jan 2002 14:41:58 +0100 To: "Robert Dodier" From: "Robert Piessens" Subject: Re: Permission to redistribute QUADPACK translation? OK, You have my ...
• 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. These five files are released under GPL by permission of Robert Piessens. In response to my question, >I would like to have your permission to distribute my >Java translation of your QUADPACK routines under the >terms of the GPL. Do I have your permission to do so? Robert Piessens writes: Date: Mon, 28 Jan 2002 14:41:58 +0100 To: "Robert Dodier" From: "Robert Piessens" Subject: Re: Permission to redistribute QUADPACK translation? OK, You have my ...
• 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. These five files are released under GPL by permission of Robert Piessens. In response to my question, >I would like to have your permission to distribute my >Java translation of your QUADPACK routines under the >terms of the GPL. Do I have your permission to do so? Robert Piessens writes: Date: Mon, 28 Jan 2002 14:41:58 +0100 To: "Robert Dodier" From: "Robert Piessens" Subject: Re: Permission to redistribute QUADPACK translation? OK, You have my ...
• 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. These five files are released under GPL by permission of Robert Piessens. In response to my question, >I would like to have your permission to distribute my >Java translation of your QUADPACK routines under the >terms of the GPL. Do I have your permission to do so? Robert Piessens writes: Date: Mon, 28 Jan 2002 14:41:58 +0100 To: "Robert Dodier" From: "Robert Piessens" Subject: Re: Permission to redistribute QUADPACK translation? OK, You have my ...
• 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. These five files are released under GPL by permission of Robert Piessens. In response to my question, >I would like to have your permission to distribute my >Java translation of your QUADPACK routines under the >terms of the GPL. Do I have your permission to do so? Robert Piessens writes: Date: Mon, 28 Jan 2002 14:41:58 +0100 To: "Robert Dodier" From: "Robert Piessens" Subject: Re: Permission to redistribute QUADPACK translation? OK, You have my ...
• 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. Described in ACM Trans. on Mathematical Software , vol. 14, no. 1, pp 88--100. Note that this scheme works only in 2 or more dimensions -- it cannot generate a 1-dimensional sequence. This file is distributed under the terms of the ACM Software Copyright and License Agreement. A copy of the license agreement, ACM-LICENSE.html , is included with the RISO distribution.
• MonotoneSpline: An instance of this class represents a monotone cubic spline, that is, a cubic spline which is either increasing or decreasing between knots. Formulas are given in F.N. Fritsch and J. Butland, "A method for constructing local monotone piecewise cubic interpolants", SIAM J. Scientific and Statistical Computation, 5(2):300--304, 1984.
• Mcsrch: This class implements an algorithm for multi-dimensional line search. This file is a translation of Fortran code written by Jorge Nocedal. It is distributed as part of the RISO project. See comments in the file LBFGS.java for more information.
• Callback_1d: A wrapper for a callback to a function which takes a 1-dimensional argument. Parameters can be made available to f by creating a class which implements this interface and includes the needed parameters as instance data.
• Callback_nd: A wrapper for a callback to a function which takes a multi-dimensional argument. There's probably a better way to do this!!!
• Convolve: This class contains a method to compute the discrete convolution of two sequences.
• QuasiMC_IntegralHelper
• Gaussian_bump
• qk21_IntegralHelper1d
• GaussBump
• halton
• faure
• IntegralHelper
• IntegralHelper1d

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