Package jline.lib.butools

Class HankelMomsFromMoms

java.lang.Object

jline.lib.butools.HankelMomsFromMoms

public final class HankelMomsFromMoms
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix	hankelMomsFromMoms(Matrix m)	Returns the Hankel moments given the raw moments.

Methods inherited from class java.lang.Object

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

Method Details

hankelMomsFromMoms

public static Matrix hankelMomsFromMoms(Matrix m)

Returns the Hankel moments given the raw moments. The raw moments are: m_i = E(X^i) The ith Hankel moment is the determinant of matrix Delta_{i/2}, if i is even, and it is the determinant of Delta^(1)_{(i+1)/2}, if i is odd.

Parameters:

m - The list of raw moments (starting with the first moment)

Returns:

The list of Hankel moments Reference: http://en.wikipedia.org/wiki/Stieltjes_moment_problem