All Classes and Interfaces

Class
Description
A class to store Eigenproblem-adjusted solution.
A class to store SVD-adjusted solution.
Calculate Gram matrix and possibly apply a function to it.
Apply a function to a Hermitian matrix.
An 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.
A circular buffer to store data.
 
 
A simple container for common basis operations.
A class to calculate commonly used moments.
An integrator with interal state WIntegratorLaguerre to calculate commonly used moments in Laguerre basis.
An integrator with interal state WIntegratorLegendreShifted to calculate commonly used moments in shifted Legendre basis.
An integrator with interal state WIntegratorMonomials to calculate commonly used moments in monomials basis.
Get confederate matrix.
Find contributing subspace from Christoffel function moments.
One more interface to a basis.
A list of common timeserie IDs.
A class to store read sample data.
 
A class to store read sample data.
 
A class to store non-degenerated and degenerated samples data for unit tests.
A demo to recover a mapping from \( \mathbf{x} \to \mahtbf{f} \).
For unit tests.
 
A demo to recover unitary matrix \(\mathcal{U}\) from a sequence: $$ X^{(l+1)}=\mathcal{U}X^{(l)} $$ This is a demo.
Command line options for DemoRecoverUnitaryMatrixFromSeq.
A demo of scalar f(x) interpolation.
 
 
Command line options for DemoScalarInterpolation.
 
 
Build two--node Gauss quadrature and calculate its characteristics as parameter--dependent values.
A simple test-solution to a vector X to vector F problem.
Eigenvectors problem.
Eigenvectors problem.
Eigenvectors problem.
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.
Directional indicator in the state: between a spike in I=dV/dt and "now".
An interface to data to calculate Christoffel function and its moments out of sampled data.
Hermite(E) polynomials basis, using \( H_k=x*H_{k-1}-(k-1)H_{k-2} \).
Obtain a density matrix for the state psi of max I: "since psi till now".
The state of \( \max I= \frac{\left<\psi|QQi|\psi\right>}{\left<\psi|QQt|\psi\right>} \) among localized states \( \left|\psi\right> = \frac{1}{\mathrm{norm}}G^{-1}Q(x) \) .
 
The state of \( \max I -V/T= \frac{\left<\psi|QQi|\psi\right>}{\left<\psi|QQt|\psi\right>} - \frac{\left<\psi|QQV|\psi\right>}{\left<\psi|QQT|\psi\right>} \) among localized states \( \left|\psi\right> = \frac{1}{\mathrm{norm}}G^{-1}Q(x) \) .
Since spike approach is back.
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 per FindPsiConstrainedSameAverage.
Given an input FindPsiConstrainedSameAverage class it takes all it's adjusted FindPsiConstrainedSameAverage.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 given u 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 per FindPsiConstrainedSingleQuadratic0.
Given an input FindPsiConstrainedSingleQuadratic0 class it takes all it's adjusted FindPsiConstrainedSingleQuadratic0.psiConstrained states and select the one with maximal <psi|I|psi> among all the provided |psi> with the constraint <psi|bQQc|psi>=0 satisfied.
A simple Knowledge Generalizing Operator model.
Command line options for KGO, a class to read config.
A container to store a vector corresponding to a KGO operator.
A Knowledge Generalized Operator iteration optimization.
A Knowledge Generalized Operator iteration optimization, a different version of iteration.
A Knowledge Generalized Operator iteration optimization, a try with Lagrange multipliers in the denominator; calculations directly in u_orig basis.
A Knowledge Generalized Operator iteration optimization, partial space Lagrange multipliers calculation.
A Knowledge Generalized Operator iteration optimization, a different version of lambda.
Lambda calculation method.
A class to find KGO operator trying linear constraints.
 
 
A class to find KGO operator trying linear constraints.
 
 
Lambda calculation method.
A class to find KGO operator using linear constraints and solving eigenproblem with nC extra degreed of freedom.
 
 
A Knowledge Generalized Operator iteration optimization, directly in u_orig basis.
A Knowledge Generalized Operator iteration optimization, directly in u_orig basis.
A Knowledge Generalized Operator iteration optimization, a try with extra linear constraints incorporated with Gaussian elimination to incorporate linear constraints into generalized eigenvalue problem.
A Knowledge Generalized Operator iteration optimization, a try with extra linear constraints incorporated with Gaussian elimination.
Possible linear constraints to apply.
A Knowledge Generalized Operator optimization result.
The list of possible approximations.
Knowledge Generalizing Operator solution to a vector X to vector F problem.
Knowledge Generalizing Operator solution to a vector X to vector F problem.
The list of implemented subspaces.
A class to handle Lagrange multipliers in partial subspace.
Store linear system coefficeints.
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.
A class to calculated various linear constraints.
Linear system solver.
Two Roots finder.
This is a copy of java.util.HashMap which uses longs as keys instead of Objects.
 
 
An unoptimized TreeMap, just for testing.
A helper class to calculate commonly used matrices from volume-weighted sampled moments using integration by parts.
 
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 \( T_n = x*T_{n-1} \).
A helper class for unit tests and obsolete functions used in KGOIterationalMultipleTransforms.
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.
Furure price.
Try PnL In psiH state again.
A class for unit test.
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 $
 
 
 
Moments data in monomials basis, use QVMDataDirectAccess to extract.
 
Moments data in Laguerre basis, use QVMDataLDirectAccess to extract.
Moments data in shifted to [0:1] Legendre basis, use QVMDataPDirectAccess to extract.
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 as RecurrenceAB, but the multiplication setQlQmExpansionCoefs is cached using BasisFunctionsMultiplicationCache.
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 for RN, 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.
The list of implemented options to calculate \( S_{jk;j^{\prime}k^{\prime}} \) from original data sample \( (\mathbf{x}^{(l)},\mathbf{f}^{(l)}) \), \( l=1\dots M\).
Sort arrays simple utils using insertion sort.
A class to split dI/dt like operator on positive and negative subspaces.
 
A class to split dI/dt like operator on positive and negative subspaces.
a1*f1+a2*f2.
Unit test for a BasisFunctionsCalculatable object.
Basis of orthogonal polynomials.
A class for unit test.
 
 
 
 
A class for KGOSolutionVectorXVectorF unit test.
A class for unit test.
A class with the data for unit test of vector to scalar RN model.
A class with the data for vector-to-vector models unit tests.
 
Test OrthogonalPolynomialsBasisFunctionsCalculatable in monomials.
 
A class for RadonNikodymSpectralModel unit test.
Three term recurrence coefficients.
Simple (and inefficient) matrix multiplication and linear systems.
A interface to access original and constraint-adjusted solutions.
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.
A helper class for common vector type of evaluation.
Some extra data.
Volatility calculation.
A simple accumulator with integration.
Laguerre basis.
A simple accumulator with integration in shifted Legendre basis.
Monomials basis.
A class to store two matrices.