Module net.finmath.lib
Interface ParameterTransformation
-
public interface ParameterTransformation
Interface for parameter transformation. A parameter transformation can be used to implement constrains. Example: The solver/optimizer assumes that its parameters are unbounded, i.e. admissible values are searched in the range ofDouble.NEGATIVE_INFINITY
toDouble.POSITIVE_INFINITY
. If you like to constrain the first parameter to be > 0, then you might use the parameter transformation where getParameter is just Math:exp and getSolverParameter is Math:log.- Version:
- 1.0
- Author:
- Christian Fries
-
-
Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description RandomVariable[]
getParameter(RandomVariable[] solverParameter)
Return the original parameter for the given (unbounded) solver parameter.RandomVariable[]
getSolverParameter(RandomVariable[] parameter)
Return the (unbounded) solver parameter for the given original parameter.
-
-
-
Method Detail
-
getParameter
RandomVariable[] getParameter(RandomVariable[] solverParameter)
Return the original parameter for the given (unbounded) solver parameter.- Parameters:
solverParameter
- The given solver parameter (unbounded).- Returns:
- The (possibly bounded) parameter.
-
getSolverParameter
RandomVariable[] getSolverParameter(RandomVariable[] parameter)
Return the (unbounded) solver parameter for the given original parameter.- Parameters:
parameter
- The parameter.- Returns:
- The corresponding unbounded solver parameter.
-
-