agi.foundation.numericalmethods.advanced

(agi.foundation.core-2024r2.jar)

Class DoubleFunctionExtremumIndicated

java.lang.Object

agi.foundation.numericalmethods.advanced.DoubleFunctionFinding

agi.foundation.numericalmethods.advanced.DoubleFunctionExtremumIndicated

public class DoubleFunctionExtremumIndicated
extends DoubleFunctionFinding

A finding by DoubleFunctionExplorer that a function has a local extremum indicated by three samples.

Constructor Summary

Constructors

Constructor and Description
DoubleFunctionExtremumIndicated(DoubleFunctionExplorer explorer, DoubleFunctionDetails function, double leftVariable, double leftValue, double middleVariable, double middleValue, double rightVariable, double rightValue) Initializes a new instance.

Method Summary

Modifier and Type	Method and Description
DoubleFunctionExtremumFound	exploreExtremumForCrossing(DoubleFunctionThresholdDetails closestThreshold, DoubleFunctionThresholdDetails furthestThreshold, boolean[] converged) Searches an extremum until either the precise date at which the function reaches its extremum is found, or it is determined that this extremum will not result in a crossing.
DoubleFunctionExtremumFound	findPreciseExtremum() Finds the precise date at which the function reaches its extremum.
DoubleFunctionExplorer	getExplorer() Gets the DoubleFunctionExplorer that found this indicated extremum.
ExtremumType	getExtremumType() Gets a value indicating whether the extremum is a minimum or maximum.
DoubleFunctionDetails	getFunction() Gets the function for which the extremum is indicated.
boolean	getIsEndpointExtremum() Gets a value indicating whether or not this extremum occurred at one of the endpoints of an interval explored with DoubleFunctionExplorer.explore(double,double).
FunctionSegmentSlope	getLeftSegmentSlope() Gets the slope between the left and middle samples.
double	getLeftValue() Gets the left function value.
double	getLeftVariable() Gets the left date.
double	getMiddleValue() Gets the middle function value.
double	getMiddleVariable() Gets the middle date.
FunctionSegmentSlope	getRightSegmentSlope() Gets the slope between the middle and right samples.
double	getRightValue() Gets the right function value.
double	getRightVariable() Gets the right date.

Methods inherited from class java.lang.Object

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

Constructor Detail

DoubleFunctionExtremumIndicated

public DoubleFunctionExtremumIndicated(DoubleFunctionExplorer explorer,
                                       DoubleFunctionDetails function,
                                       double leftVariable,
                                       double leftValue,
                                       double middleVariable,
                                       double middleValue,
                                       double rightVariable,
                                       double rightValue)

Initializes a new instance.

Parameters:

explorer - The explorer that found the indicated extremum.

function - The function for which an extremum was identified.

leftVariable - The left Variable.

leftValue - The left function value.

middleVariable - The middle Variable.

middleValue - The middle function value.

rightVariable - The right Variable.

rightValue - The right function value.

Method Detail

getExplorer

public final DoubleFunctionExplorer getExplorer()

Gets the DoubleFunctionExplorer that found this indicated extremum.

getFunction

public final DoubleFunctionDetails getFunction()

Gets the function for which the extremum is indicated.

getLeftVariable

public final double getLeftVariable()

Gets the left date.

getLeftValue

public final double getLeftValue()

Gets the left function value.

getMiddleVariable

public final double getMiddleVariable()

Gets the middle date.

getMiddleValue

public final double getMiddleValue()

Gets the middle function value.

getRightVariable

public final double getRightVariable()

Gets the right date.

getRightValue

public final double getRightValue()

Gets the right function value.

getLeftSegmentSlope

@Nonnull
public final FunctionSegmentSlope getLeftSegmentSlope()

Gets the slope between the left and middle samples.

getRightSegmentSlope

@Nonnull
public final FunctionSegmentSlope getRightSegmentSlope()

Gets the slope between the middle and right samples.

getExtremumType

@Nonnull
public final ExtremumType getExtremumType()

Gets a value indicating whether the extremum is a minimum or maximum.

getIsEndpointExtremum

public final boolean getIsEndpointExtremum()

Gets a value indicating whether or not this extremum occurred at one of the endpoints of an interval explored with DoubleFunctionExplorer.explore(double,double). Endpoint extrema do not necessarily indicate places in the function have a derivative of zero, but they can still be global minima or maxima over the evaluation interval.

findPreciseExtremum

@Nonnull
public final DoubleFunctionExtremumFound findPreciseExtremum()

Finds the precise date at which the function reaches its extremum.

Returns:

Information about the precise extremum.

exploreExtremumForCrossing

@Nonnull
public final DoubleFunctionExtremumFound exploreExtremumForCrossing(DoubleFunctionThresholdDetails closestThreshold,
                                                                              DoubleFunctionThresholdDetails furthestThreshold,
                                                                              @Nonnull
                                                                              boolean[] converged)

Searches an extremum until either the precise date at which the function reaches its extremum is found, or it is determined that this extremum will not result in a crossing.

Note that if the precise location of the extremum is not found due to it not being a candidate for a threshold crossing then a LocalExtremumFound (add / remove) event will not be fired.

Parameters:

closestThreshold - The threshold which is most likely to be crossed by this extremum, such that if this threshold is not crossed by the extremum no other threshold will be crossed.

furthestThreshold - The threshold which is least likely to be crossed by this extremum, such that if this threshold is crossed by the extremum all other thresholds will be crossed.

converged - This parameter will be set to true if returned extremum has converged, either because it resulted in a crossing or because it converged before it could be definitely determined to not be likely to cross the threshold.

Returns:

Information about the extremum.