fr.cnes.sirius.patrius.math.optim.joptimizer.functions

Class PSDQuadraticMultivariateRealFunction

java.lang.Object

fr.cnes.sirius.patrius.math.optim.joptimizer.functions.QuadraticMultivariateRealFunction

fr.cnes.sirius.patrius.math.optim.joptimizer.functions.PSDQuadraticMultivariateRealFunction

All Implemented Interfaces:

ConvexMultivariateRealFunction, TwiceDifferentiableMultivariateRealFunction

Direct Known Subclasses:

PDQuadraticMultivariateRealFunction

public class PSDQuadraticMultivariateRealFunction
extends QuadraticMultivariateRealFunction
implements ConvexMultivariateRealFunction

Function 1/2 * x.P.x + q.x + r, P symmetric and positive semi-definite

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com)

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.functions.QuadraticMultivariateRealFunction

p

Constructor Summary

Constructors

Constructor and Description
PSDQuadraticMultivariateRealFunction(double[][] pMatrix, double[] qVector, double r) Constructor
PSDQuadraticMultivariateRealFunction(double[][] pMatrix, double[] qVector, double r, boolean checkPSD) Constructor

Method Summary

Methods inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.functions.QuadraticMultivariateRealFunction

getDim, gradient, hessian, value

Methods inherited from class java.lang.Object

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

Methods inherited from interface fr.cnes.sirius.patrius.math.optim.joptimizer.functions.TwiceDifferentiableMultivariateRealFunction

getDim, gradient, hessian, value

Constructor Detail

PSDQuadraticMultivariateRealFunction

public PSDQuadraticMultivariateRealFunction(double[][] pMatrix,
                                            double[] qVector,
                                            double r)

Constructor

Parameters:

pMatrix - matrix P

qVector - vector Q

r - value r

PSDQuadraticMultivariateRealFunction

public PSDQuadraticMultivariateRealFunction(double[][] pMatrix,
                                            double[] qVector,
                                            double r,
                                            boolean checkPSD)

Constructor

Parameters:

pMatrix - matrix P

qVector - vector Q

r - value r

checkPSD - check the PSD?