Package com.polytechnik.utils
package com.polytechnik.utils
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ClassDescriptionAn interface with a single method to convert attributes to attributes products not higher than a given multiindex.A helper class to scan recursivery.A helper class.Polynomial basis functions calculatable at x.Multiplication--related basis functions.Cache basis functions multiplication.Basis of orthogonal polynomials.Chebyshev polynomials basis, using \( T_k=\alpha_{k-1} x*T_{k-1}-T_{k-2} \), where \( \alpha_{k}=1 \) for k=0, and 2 otherwise.CircularList<T extends CircularList.TimeAccess>A circular buffer to store data.Get confederate matrix.A class to store read sample data.A class to store read sample data.DegAndNDeg<T>A class to store non-degenerated and degenerated samples data for unit tests.Build two--node Gauss quadrature and calculate its characteristics as parameter--dependent values.Perform simplified version of LU Factorization by checking max pivot at rows and columns.Eigenvectors problem.Eigenvectors problem.Eigenvectors problem.Eigenvectors problem.A result for SVD problem.A container to store eigenvalue problem solution.Given an input |psi> state adjust it to be a subject to the constraint: <psi|pI|psi>/<psi|I|psi> - <psi|pJ|psi>/<psi|J|psi> =0, where I an J are two positive measures.Given an input |psi> state adjust it to be a subject to the constraint: <psi|C|psi>=0.An interface to data to calculate Christoffel function and its moments out of sampled data.Hermite(E) polynomials basis, using \( H_k=x*H_{k-1}-(k-1)H_{k-2} \).An interface to compare array element indexes.Find the <psi|I|psi> -> max state subject to the constraint: <psi|C|psi>=0.Find the <psi|I|psi> -> max state among LOCALIZED psi(x)=Q(x)G^{-1}Q(yloc) subject to the constraint: <psi|C|psi>=0.A class to store one <psi|C|psi>=0 localized at
y
match.Find \( \left|\psi\right> \) state such that execution rate \[ \frac{\left<\psi|I| \psi\right>}{\left<\psi|\psi\right> } \xrightarrow[\psi]{\quad }\max \] is maximal, subject to constraints: \begin{align} 0&=\frac{\left<\psi|pI|\psi\right>}{\left<\psi|I|\psi\right>} -\, \frac{\left<\psi|pJ|\psi\right>}{\left<\psi|J|\psi\right>} \\ 1&=\left<\psi|\psi\right> \end{align} .Given an input bQQconditional=bQQi+mu*bQQc matrix find it's eigenvectors and modify then to satisfy the constraint to obtain new |psi> candidates in several variants as perFindPsiConstrainedSameAverage
.Given an inputFindPsiConstrainedSameAverage
class it takes all it's adjustedFindPsiConstrainedSameAverage.psiConstrained
states and select the one with maximal <psi|I|psi> among all the provided |psi> with the constraint satisfied.Find the <psi|I|psi> -> max state subject to the constraint: <psi|C|psi>=0.For a givenu
try a number of adjustment methods, select the one, providing the maximal I after the constraint <psi|bQQc|psi>=0 is satisfied.Find \( \left|\psi\right> \) state such that \[ \frac{\left<\psi|I| \psi\right>}{\left<\psi|\psi\right> } \xrightarrow[\psi]{\quad }\max \] subject to: \[ \left<\psi|C|\psi\right>=0 \] .Given an input bQQconditional=bQQi+mu*bQQc matrix find it's eigenvectors and modify then to satisfy the constraint <psi|bQQc|psi>=0 to obtain new |psi> candidates in several variants as perFindPsiConstrainedSingleQuadratic0
.Given an inputFindPsiConstrainedSingleQuadratic0
class it takes all it's adjustedFindPsiConstrainedSingleQuadratic0.psiConstrained
states and select the one with maximal <psi|I|psi> among all the provided |psi> with the constraint <psi|bQQc|psi>=0 satisfied.Laguerre polynomials.A class for unit test.Store Lebesgue quadrature.Store Lebesgue quadrature.Legendre polynomials in [-1:1] interval.Legendre polynomials shifted to [0:1] interval.A class for unit test.Linear system solver.Two Roots finder.LongHashMap<V>This is a copy of java.util.HashMap which uses longs as keys instead of Objects.An unoptimized TreeMap, just for testing.Find \( \left|\psi\right> \) state such that \[ P\&L=\frac{\left<\psi|(p-\mathtt{pa})^2 I| \psi\right>}{\left<\psi|\psi\right> } \xrightarrow[\psi]{\quad }\max \] subject to: \[ \left<\psi|(p-\mathtt{pa}) I|\psi\right>=0 \] The constant \( \mathtt{pa}=\left<\psi|p I|\psi\right>/\left<\psi|I|\psi\right> \) is average price in \( \left|\psi\right> \) state.As the state corresponding to maximal \( P\&L \) is not necessary the maximal eigenvalue state due to average price offset -- check all the eigenstates.A helper class: calculate standard deviation for a set of \( \left|\psi\right> \) states.Monomials polynomials basis, using \( T_n = x*T_{n-1} \).Calculate Nevai operator from moments.A class to store one point read data.A class to store one point read data.Construct orthogonal polynomials in a given basis.Manupulate orthogonal polynomials using Chebyshev polynomials as basis.Manupulate orthogonal polynomials using Hermite polynomials as basis.Manupulate orthogonal polynomials using Laguerre polynomials as basis.Manupulate orthogonal polynomials using Legendre polynomials as basis.Manupulate orthogonal polynomials using shifted Legendre as basis.Manupulate orthogonal polynomials using Monomials as basis.Construct orthogonal polynomials (typically from sampled data) in the basis determined by given three term recurrence coefficients.Polynomial roots in arbitrary basis.Analytical polynomial roots for 1,2,3,4 power.Polynomial root.Fortran polynomial roots finder http://www.netlib.org/toms/493 translated to java with few fixes: 1.Simple polynomials utils (monomials basis).Calculates f/kt , (f/kt)' , (f/kt)''.Calculates sqrt(SNOM)/DENOM , (sqrt(SNOM)/DENOM)' , (sqrt(SNOM)/DENOM)''.Calculates NOM/sqrt(SDENOM) , (NOM/sqrt(SDENOM))' , (NOM/sqrt(SDENOM))''.Probability(or Value) Correlation of p and i.3 points stable Cholesky elimination.5 points stable Cholesky elimination.A class to store constraint-adjusted psi.Store Gauss quadrature.Gaussian quadrature with nodes polynomail availavle.Kronrod quadrature.Multiple Orthogonality quadtarures.Converted from http://www.netlib.org/sfmm/quanc8.f to java $Id: QUANC8.java,v 1.16 2022/07/19 08:36:33 mal Exp $Radon-Nikodym Spectral Model https://arxiv.org/abs/1906.00460.A class for unit test.Rayleigh Quotient derivatives estimation.Rayleigh--like (with linear term) nominator or denominator.Determine variations <psi+dpsi|QQf|psi+dpsi>/<psi+dpsi|QQt|psi+dpsi>.A class with a variety of helper functions.A normalized basis constructed from given three--term recurrence coefficients.The same asRecurrenceAB
, but the multiplicationsetQlQmExpansionCoefs
is cached usingBasisFunctionsMultiplicationCache
.Available regularizations.A class to store regularized data.A class to store regularized data.A class to store regularized data.A simple ML example of the Spectral Radon-Nikodym approach.Command line options forRN
, a class to read config.An interface to access a single calculated Radon-Nikodym point.An interface to evaluate Radon-Nikodym at given point.A class to store synthetic division result.A basis (possibly non--normalized) with three term recurrence.Skewness estimator.Sort arrays simple utils using insertion sort.a1*f1+a2*f2.Unit test for a BasisFunctionsCalculatable object.Basis of orthogonal polynomials.A class with the data for unit test of vector to scalar RN model.A unit test for optimization problems such asIstatesConditionalV2
,IstatesConditionalLocalized
MaximizeStandardDeviation
IstatesConditional
.Test OrthogonalPolynomialsBasisFunctionsCalculatable in monomials.A class forRadonNikodymSpectralModel
unit test.Three term recurrence coefficients.Simple (and inefficient) matrix multiplication and linear systems.Unit test utils.A helper interface for array checking.Value Correlation of p and r.An interface to access a single point of a vector X to Vector F model.An interface to evaluate a vector-to-vector mapping at given point.Volatility calculation.A class to store two matrices.