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DHIMath.Numerics Namespace

 
Classes
  ClassDescription
Public classBLAS
Class containing access to double precision mkl routines, containing BLAS, LAPACK and more.
Public classLevenbergMarquardt
A class for finding minimum of a least squared problem on the form
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f(x) = ||fv(x)||
where x and fv are multi-dimensional, of dimension dimx and dimf respectively.

It is using a Levenberg-Marquardt method or a Newton-Raphson method, according to UseLm.

Finding zeros of a nonlinear system of equations, i.e.
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fv(x) = [0]
is a special case of a least square minimization problem, where the minimum is in the zero point and fv(x*) = (0).

If the Jacobian is available, it can be provided, otherwise it works by numerically calculating the Jacobian.

Public classLevenbergMarquardt2D
A class for finding minimum of a least squared problem on the form
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f(x,y) = 0.5*||fv(x,y)||
where fv is a 2D function - returns a vector of length 2.

It is using a Levenberg-Marquardt method or a Newton-Raphson method, according to UseLm.

Finding zeros of a nonlinear system of equations, i.e.
Copy
fv(x,y) = [0,0]
is a special case of a least square minimization problem, where the minimum is in the zero point and fv(x*,y*) = (0,0).

If the Jacobian is available, it can be provided, otherwise it works by numerically calculating the Jacobian.

Public classLineSearchT
A class for performing a (soft) line-search for a function with multidimensional input
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argmin_{a > 0} { f(x+a*dx) }

It tries to find an alpha such that

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x1 = x0 +   alpha*dx
x2 = x0 + 2*alpha*dx
and f(x1) is smaller than f(x0) and f(x2).

A second order polynomial through (0,f(x0)), (1,f(x1)) and (2,f(x2)) is created, and the alpha value corresponding to the minimum function value is returned.

Public classSteepestDescent
Generalized Reduced Gradient method
Public classUtil
Utility class with various mathematical helper functions.
Interfaces
  InterfaceDescription
Public interfaceIFunctionValue
An interface for a function value, which may contain more than just the actual double value.
Delegates
  DelegateDescription
Public delegateScalarFunction
Signature of vector function for which zeros is to be found
Public delegateVectorFunction
Signature of vector function
Enumerations
  EnumerationDescription
Public enumerationBlasDiag
the DIAG enum from BLAS
Public enumerationBlasOrder
The Order enum from BLAS
Public enumerationBlasSide
The Side enum from BLAS
Public enumerationBlasTranspose
The Transpose enum from BLAS
Public enumerationBlasUplo
The UPLO enum from BLAS