Package jline.lib.lti

Class iltcme

java.lang.Object
jline.lib.lti.iltcme

public final class iltcme extends Object
  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Class
    Description
    static final class 
    One row of the pre-computed CME parameter table.
  • Method Summary

    Modifier and Type
    Method
    Description
    static double[]
    ilt(UnaryOperator<org.apache.commons.math3.complex.Complex> fun, double[] T, int maxFnEvals)
    ILT with the default method "cme".
    static double[]
    ilt(UnaryOperator<org.apache.commons.math3.complex.Complex> fun, double[] T, int maxFnEvals, String method)
    Compute the inverse Laplace transform of fun at time points T.
    static double[][][]
    iltMatrix(Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex[][]> fun, double[] T, int maxFnEvals)
     
    static double[][][]
    iltMatrix(Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex[][]> fun, double[] T, int maxFnEvals, String method)
    Matrix-valued inverse Laplace transform.
    Returns the pre-computed CME parameter table from iltcme.json.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Method Details

    • parameters

      public static List<iltcme.CmeEntry> parameters()
      Returns the pre-computed CME parameter table from iltcme.json. The table is loaded once and cached, and is shared by the inverse Laplace transform below and by the CME distribution class. The returned list is the cached object, so callers must not modify it.
      Returns:
      the CME parameter table
    • ilt

      public static double[] ilt(UnaryOperator<org.apache.commons.math3.complex.Complex> fun, double[] T, int maxFnEvals, String method)
      Compute the inverse Laplace transform of fun at time points T.
      Parameters:
      fun - Laplace transform function F(s), operating on Complex
      T - array of time points (must be positive)
      maxFnEvals - maximum number of function evaluations allowed
      method - "cme" (default), "euler", or "gaver"
      Returns:
      array of f(t) values
    • iltMatrix

      public static double[][][] iltMatrix(Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex[][]> fun, double[] T, int maxFnEvals, String method)
      Matrix-valued inverse Laplace transform. Evaluates the matrix-valued transform fun once per Abate-Whitt node and accumulates the full (complex) matrix, sharing the eta/beta weights with the scalar overload.
      Parameters:
      fun - Laplace transform F(s) returning an nr x nc complex matrix
      T - array of time points (must be positive)
      maxFnEvals - maximum number of function evaluations allowed
      method - "cme" (default), "euler", or "gaver"
      Returns:
      f(t) as a double[T.length][nr][nc] array (real part)
    • iltMatrix

      public static double[][][] iltMatrix(Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex[][]> fun, double[] T, int maxFnEvals)
    • ilt

      public static double[] ilt(UnaryOperator<org.apache.commons.math3.complex.Complex> fun, double[] T, int maxFnEvals)
      ILT with the default method "cme".