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LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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Files | |
| auglag.h | |
| Augmented Lagrangian method for equality- and inequality-constrained minimization, with line/util/neldermead.h or line/util/levmar.h as the inner unconstrained solver. | |
| decimal.h | |
| Decimal literal -> T, without a detour through double when T is exact. | |
| eig.h | |
| Eigenvalues and singular values, backed by LAPACK. | |
| error.h | |
| The exception types the port throws. | |
| expm.h | |
| Matrix exponential by scaling and squaring with a diagonal Pade approximant. | |
| fdlibm.h | |
| The fdlibm elementary functions Java specifies, reproduced, for the code paths whose whole purpose is to land on the same bits as a Java reference. | |
| fft.h | |
| Discrete Fourier transform of arbitrary length, in double complex. | |
| http.h | |
| Minimal HTTP/1.1 client, enough to talk to a line-*-rest service. | |
| levmar.h | |
| Levenberg-Marquardt for nonlinear least squares. | |
| linalg.h | |
| Dense linear algebra over the templated number type: products, identity, inverse, and powers. | |
| line_console.h | |
| Running progress log of a LINE solver run (the "solver console"). | |
| lp_highs.h | |
| A sparse LP backend for line::lp::LpModel, on HiGHS (MIT). | |
| lsoda.h | |
| LSODA: the LINE-facing wrapper over the vendored solver in third_party/lsoda.hpp. | |
| lstsq.h | |
| Least squares for a rectangular system, exact-capable. | |
| lu.h | |
| LU factorization with partial pivoting, templated on the number type. | |
| matrix.h | |
| Dense matrix and non-owning view. | |
| method_type.h | |
| Classification of a solution method, as printed in the solver banner: "<accuracy>, <randomness>" with accuracy in {exact, approximate, bound} and randomness in {deterministic, randomized}. | |
| neldermead.h | |
| Derivative-free simplex minimization (Nelder and Mead, 1965), with optional box bounds imposed by a change of variables. | |
| ode.h | |
| Adaptive stiff ODE integrator: a four-stage Rosenbrock method of order four with an embedded order-three estimate for step-size control. | |
| population.h | |
| Population-vector enumeration and combinatorics. | |
| rng_ssj.h | |
| The two random number generators the Java LDES engine draws from, reproduced exactly: SSJ's MRG32k3a and java.util.Random. | |
| rootfind.h | |
| Deterministic scalar root finding. | |
| simplex.h | |
| Templated primal simplex with Bland's rule. | |
| subprocess.h | |
| Running an external command and capturing its output, with a deadline. | |
| svd.h | |
| Singular value decomposition WITH the singular vectors, and the Moore-Penrose pseudo-inverse built from it. | |
| sylvester.h | |
| The Sylvester equation A X + X B = C, and MATLAB's lyap(A,B,C). | |
| tempdir.h | |
| A scratch directory for the subprocess wrappers, the port's lineTempName. | |
| websocket.h | |
| Minimal RFC 6455 WebSocket server, enough to serve LineWebSocketServer's protocol. | |
| xml.h | |
| A minimal XML DOM: read for the .lqnx interchange format, write for the JMT .jsimg and .jmva model files. | |