Package jdistlib.inference.solver

Class AlgebraicSolver

java.lang.Object

jdistlib.inference.solver.AlgebraicSolver

public final class AlgebraicSolver
extends Object

Finite-difference Newton solver for small and medium dense algebraic systems.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	AlgebraicSolver.Options	Solver controls.
static final class	AlgebraicSolver.Result	Converged root and diagnostic counts.

Method Summary

Modifier and Type	Method	Description
static double	infinityNorm(double[] values)
static AlgebraicSolver.Result	solve(AlgebraicSystem system, double[] initial, double[] parameters, double[] data, AlgebraicSolver.Options options)	Solves from initial; the caller's arrays are never modified.
static SensitivityResult	solveWithSensitivities(AlgebraicSystem system, double[] initial, double[] parameters, double[] data, AlgebraicSolver.Options options)	Solves the system and differentiates the root with respect to parameters using the implicit-function identity dx/dp = -Jx^-1 Jp.

Methods inherited from class java.lang.Object

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

Method Details

solve

public static AlgebraicSolver.Result solve(AlgebraicSystem system,
 double[] initial,
 double[] parameters,
 double[] data,
 AlgebraicSolver.Options options)

Solves from initial; the caller's arrays are never modified.

solveWithSensitivities

public static SensitivityResult solveWithSensitivities(AlgebraicSystem system,
 double[] initial,
 double[] parameters,
 double[] data,
 AlgebraicSolver.Options options)

Solves the system and differentiates the root with respect to parameters using the implicit-function identity dx/dp = -Jx^-1 Jp.

infinityNorm

public static double infinityNorm(double[] values)