Utilities

line/util – the matrix type, error types, linear programming, ODE steppers, root finders, random number generators and the console. More...

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

Detailed Description

line/util – the matrix type, error types, linear programming, ODE steppers, root finders, random number generators and the console.