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XVA Universe Tradeables Container #3
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lakshmiDRIP
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Jan 15, 2018
- Path Simulator Market Vertex Generator (1, 2) - MVG - Position Group Value Generator (3) - Position Group Value Generator Default (4, 5) - Path Simulator Position Value Application (6, 7) - Unit Position Group Path Simulator (8, 9) - Path Position Group Value Generator (11, 12) - XVA Universe Position Tradeable Wanderer (21, 22) - XVA Universe Position Tradeable Manifest (23, 24) - Position Manifest Value Market Vertex (25, 26) - Position Manifest Value Change Ripple (27, 28) - Market Vertex Generator Position Manifest (29) - Path Simulator MPEA Single Trajectory (30) - Path Simulator Collateral Balance #1 (31, 32) - Path Simulator Collateral Balance #2 (33, 34) - Path Simulator Collateral Balance #3 (35, 36) - Path Simulator Collateral Balance #4 (37, 38) - Path Simulator Position Value #1 (39, 40) - Path Simulator Position Value #2 (41, 42) - Path Simulator Position Value #3 (43, 44) - Collateral Group Vertex Array #1 (45, 46) - Collateral Group Vertex Array #2 (47, 48) - Path Simulator Collateral Balance Array (49, 50) - Collateral Balance Position Value Arrays (51) - Path Simulator Collateral Group Vertex (53, 54) - Path Simulator Collateral Path Array (55, 56) - Path Simulator Realized Cash Flow (58) - Path Simulator Collateral Vertex Generation (59, 60) - XVA Dynamics Position Replication Scheme (62, 63) Bug Fixes/Clean-up: Samples: - Basel Fix Float Digest #1 (10) - Basel Fix Float Digest #2 (13, 14) - Basel Fix Float Digest #3 (15, 16) - Basel Fix Float Digest #4 (17, 18) - Basel Fix Float Digest #5 (19, 20) - Basel Fix Float Digest #6 (52) - Basel Fix Float Digest #7 (57) - Basel Fix Float Digest #8 (61)
lakshmiDRIP
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Jan 17, 2018
- BK Hedge Error Dual Bond (1) - BK Semi Replication Dual Bond (2) - Gold Plated Two Way CSA (3) - Burgard Kjaer One Way CSA (4) - Burgard Kjaer Set Off Scheme (5) - XVA Dynamics Path Simulator Scheme (6) - Path Simulator Position Replicator Scheme (7, 8) - Path Simulator Vertex Generation Scheme (9, 10) - Albanese Andersen Vertex Generation Scheme (11, 12) - Path Simulator Scheme Hedge Error (14) - Path Simulator Scheme Close Out (15) - Path Simulator Scheme Constructor Annotation (16, 17, 18) - Path Simulator Scheme Albanese Andersen (19, 20) - Albanese Andersen Unit Position Value (21) - Path Simulator Collateral Group Vertex (23) - Burgard Kjaer Hedge Error Dual (24) - Burgard Kjaer Semi Replication Dual (25) - Burgard Kjaer Two Way CSA (26) - Burgard Kjaer One Way CSA (27) - Burgard Kjaer Two Way CSA (28) - Dynamics Adjustment Digest Scheme (31) - Path Simulator Adjustment Scheme #1 (32, 33) - Dynamics Broken Date Interpolation Scheme (36, 37, 38) - Path Simulator Interpolator Scheme #1 (39, 40) - Path Simulator Interpolator Scheme #2 (41, 42) - Position Value Collateral Balance Array (43, 44) - Path Simulator Interpolator Scheme #3 (45, 46) - Path Simulator Interpolator Scheme #4 (47, 48) - Path Simulator Interpolator Scheme #5 (49, 50) - Path Simulator Interpolator Scheme #6 (51, 52) - Path Simulator Three Point Brownian (53) - Market Vertex Generator Correlation #1 (55, 56) - Market Vertex Generator Correlation #2 (57, 58) Bug Fixes/Clean-up: Samples: - Basel Fix Float Digest #1 (13) - Basel Fix Float Digest #2 (22) - Albanese Andersen Basel Proxy #1 (29, 30) - Albanese Andersen Basel Proxy #2 (34, 35) - Albanese Andersen Basel Proxy #3 (54)
lakshmiDRIP
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Jan 17, 2018
- Measure Statistics Correlation Matrix Shell (3, 4) - Market Vertex Generator Covariance Matrix (6) - Path Simulator Factor Covariance Matrix (7, 8) - Market Vertex Unit Evolver Sequence (11) - Path Simulator Unit Evolver Sequence (12) - Path Simulator Unit Random Generation (22, 23) - Path Simulator Single Trajectory Run (26) Bug Fixes/Clean-up: - Measure Statistics Correlation Matrix Eliminate (5) - Albanese Andersen Basel Proxy Bug (24, 25) Samples: - Albanese Andersen Basel Proxy #1 (1, 2) - Albanese Andersen Basel Proxy #2 (9, 10) - Correlated Numeraire XVA Greeks (13) - Correlated Numeraire XVA Attribution (14) - Correlated Numeraire XVA Replication Portfolio (15) - Correlated Numeraire XVA Explain (16) - Burgard 2011 XVA Market Generation (17) - Euler Evolution Trajectory Scheme (18) - Burgard 2011 XVA Replication Portfolio (19) - Burgard 2011 XVA Explain (20) - Burgard 2011 XVA Greeks (21) - Albanese Andersen Basel Proxy #3 (27, 28) - Albanese Andersen Basel Proxy #4 (29, 30)
lakshmiDRIP
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Jan 19, 2018
- WAL Principal Only To Exercise (1, 2, 3) - Path Simulator Vertex Dimension #1 (10, 11) - Path Simulator Vertex Dimension #2 (12, 13) - Path Simulator Vertex Dimension #3 (14, 15) - Path Simulator Scheme Vertex Generator (16, 17, 18) - R^1 To R^1 Payoff Transformer (19, 20) - Path Simulator Position Group Value (25, 26) - Path Simulator Collateral Balance Array (27, 28) - Path Simulator Collateral Balance Array (29, 30) - Path Simulator Position Replication Scheme (32) - Path Simulator Collateral Group #1 (33, 34) - Path Simulator Collateral Group #2 (35, 36) - Path Simulator Collateral Group Array (37, 38) - XVA Group Aggregation Container Shell (41) - Collateral Group Map Aggregation Container (42) - CPTY Group Map Aggregation Container (43) - Netting Group Map Aggregation Container (44) - Funding Group Map Aggregation Container (45) - Group Aggregation Container Constructor Annotation (46, 47, 48) - Group Aggregation Container Collateral #1 (49, 50) - Group Aggregation Container Collateral #2 (51, 52) - Counter Party Group Aggregation Container (70, 71) - Netting Set Group Aggregation Container (72, 73) - Funding Set Group Aggregation Container (74, 75) - Aggregated Collateral Group Specification Retrieval (76) - Aggregated CPTY Group Specification Retrieval (77) - Aggregated Netting Group Specification Retrieval (78) - Aggregated Funding Group Specification Retrieval (79) - Position Set Group Specification Shell (80, 81) - Position Native Collateral Group Specification (82) - Position Native CPTY Group Specification (83) - Position Native Netting Group Specification (84) - Position Native Funding Group Specification (85) - Position Group Specification Constructor Annotation (86, 87, 88) Bug Fixes/Clean-up: - Path Simulator Position Manifest Fix (21, 22) - Path Simulator Position Bug Fix (23, 24) Samples: - Andersen Albanese Basel Proxy #1 (4, 5) - Andersen Albanese Basel Proxy #2 (6, 7) - Andersen Albanese Basel Proxy #3 (8, 9) - Andersen Albanese Basel Proxy #4 (31) - Andersen Albanese Basel Proxy #5 (39, 40) - Bond Metrics Coimbatore Floater (53) - Bond Metrics Panipat #1 (54, 55) - Bond Metrics Panipat #2 (56, 57) - Bond Metrics Panipat #3 (58, 59) - Bond Metrics Panipat #4 (60, 61) - Bond Metrics Darbhanga #1 (62, 63) - Bond Metrics Darbhanga #2 (64, 65) - Bond Metrics Bally #1 (66, 67) - Bond Metrics Bally #2 (68, 69)
lakshmiDRIP
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Jan 20, 2018
- XVA Set Position Group Container (1) - XVA Set Group Specification Container (2) - XVA Holdings - Position Dependencies Package (3) - XVA Holdings Position Unit - Shell (4) - XVA Holdings Position Group Specification (5) - Position Group Value Generator Function (6) - Position Holdings Constructor and Annotation (8, 9, 10) - Position Group Value Array #1 (11, 12) - Position Group Value Array #2 (13, 14) - Position Group Value Array #3 (15, 16) - Position Group Value Array #4 (17, 18) - Position Group Value Array #5 (19, 20) - Path Simulator Position Group Specification (31) - Holdings Position Group Container Shell (33) - Holdings Container Position Group Array (34) - Position Group Container Constructor Anotation (35, 36, 37) - Solo Position Group Container Creator (38, 39) - Number of Positions in Container (40) - Path Simulator Position Group Array (41, 42) - Path Simulator Position Group Container (43, 44) - Position Group Container - Netting Segments (59, 60) - Position Group Container - Funding Segments (61, 62) Bug Fixes/Clean-up: - XVA Position To Group Rename (7) - Eliminate XVA Dynamics Group Settings (32) - Path Simulator Variable Cleanse #1 (47, 48) - Path Simulator Variable Cleanse #2 (49, 50) - Path Simulator Variable Cleanse #3 (51, 52) - Path Simulator Variable Cleanse #4 (53, 54) - Path Simulator Variable Cleanse #5 (55, 56) - Path Simulator Variable Cleanse #6 (57) Samples: - Andersen Albanese Basel Proxy #1 (21, 22) - Andersen Albanese Basel Proxy #2 (23, 24) - Andersen Albanese Basel Proxy #3 (25, 26) - Andersen Albanese Basel Proxy #4 (27, 28) - Andersen Albanese Basel Proxy #5 (29, 30) - Andersen Albanese Basel Proxy #6 (45, 46) - Andersen Albanese Basel Proxy #7 (58)
lakshmiDRIP
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Jan 23, 2018
- Position Group Funding Segment Shell (1) - Position Group Funding Segment Set (2) - Position Holdings Group Set #1 (3, 4) - Position Holdings Group Set #2 (5, 6) - Position Group Segment Constructor Annotation (7, 8) - Position Group Instance Segment Addition (9, 10) - Position Group Container Netting Segments (11, 12) - Position Group Container Funding Segments (13, 14) - Position Collateral Group Path Array (15, 16) - Position Collateral Group Path Setting (17, 18) - Position Group Container Collateral Path (20) - Path Simulator Collateral Group Vertex (23) - Netting Group Collateral Paths #1 (24, 25) - Netting Group Collateral Paths #2 (26, 27) - Netting Group Collateral Paths #3 (28, 29) - Position Group Segment Collateral Path (30, 31) - Funding Group Collateral Vertex Paths (34) - Funding Collateral Group Path Array (35, 36) - Netting Collateral Group Path Array (37, 38) - Credit Debt Funding Netting Path (41) - Position Single Trajectory Path Simulator (43, 44) - Position Group Netting Segment Paths (45, 46) - Position Group Funding Segment Paths (47, 48) - Credit Debt Funding Group #1 (49, 50) - Credit Debt Funding Group #2 (51, 52) - Netting Aggregation Group Position Array (57, 58, 59) - Collateral Group Path Simulator Array (62, 63) Bug Fixes/Clean-up: - Eliminate Collateral Group Path Array (19) - Path Simulator Single Trajectory Fix (42) Samples: - Albanese Andersen Basel Proxy #1 (21, 22) - Albanese Andersen Basel Proxy #2 (32, 33) - Albanese Andersen Basel Proxy #3 (39, 40) - Albanese Andersen Basel Proxy #4 (53, 54) - Albanese Andersen Basel Proxy #5 (55, 56) - Albanese Andersen Basel Proxy #6 (60, 61)
lakshmiDRIP
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Jan 27, 2018
Bug Fixes/Clean-up: Samples: - Burgard 2013 Market Vertex #1 (1, 2) - XVA Digest Market Vertex (3, 4) - XVA Basel Market Vertex #1 (5, 6) - XVA Basel Market Vertex #2 (7, 8) - XVA Basel Market Vertex #3 (9) - Burgard 2012 Market Vertex (10) - XVA Strategy Market Vertex (11, 12) - Burgard 2013 Market Vertex #2 (13) - Netting Group Market Group (14) - Burgard 2013 Market Vertex #3 (15, 16) - Burgard 2013 Market Vertex #4 (17, 18) - Burgard 2013 Market Vertex #5 (19, 20) - Burgard 2013 Market Vertex #6 (21) - Burgard 2011 Market Vertex (22) - XVA Basel Market Vertex #4 (23, 24) - XVA Basel Market Vertex #5 (25, 26)
lakshmiDRIP
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Jan 27, 2018
Bug Fixes/Clean-up: Samples: - Burgard 2013 Market Vertex #1 (1, 2) - XVA Digest Market Vertex (3, 4) - XVA Basel Market Vertex #1 (5, 6) - XVA Basel Market Vertex #2 (7, 8) - XVA Basel Market Vertex #3 (9) - Burgard 2012 Market Vertex (10) - XVA Strategy Market Vertex (11, 12) - Burgard 2013 Market Vertex #2 (13) - Netting Group Market Group (14) - Burgard 2013 Market Vertex #3 (15, 16) - Burgard 2013 Market Vertex #4 (17, 18) - Burgard 2013 Market Vertex #5 (19, 20) - Burgard 2013 Market Vertex #6 (21) - Burgard 2011 Market Vertex (22) - XVA Basel Market Vertex #4 (23, 24) - XVA Basel Market Vertex #5 (25, 26)
lakshmiDRIP
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Feb 2, 2018
- Smoothing vs Shape Preserving Investigations (7, 8) - Convert Default Builds to SMOOTH (9, 10) - Natve Forward IE EI #1 (15, 16) - Natve Forward IE EI #2 (17, 18) - Latent State Tradeable - Shell Implementation (22) - Latent State Tradeable - Repo Rate (23) - Latent State Tradeable - Cash Rate (24) - Tradeable Latent State Evolver Contructor (26, 27, 28) - Latent State Evolver Tradeable Instance (29, 30) - Tradeable Security Repoable Indicator Flag (31) - Primary Security Container Position #1 (33, 34) - Primary Security Container Position #2 (35, 36) - XVA Equity Primary Security Evolver (43) - Scaling Numeraire XVA Evolver Shell (44) - Scaling Numeraire XVA Diffusive Evolver (45) - Scaling Numeraire XVA Evolver Constructor (46, 47) - XVA Evolver Primary Security Numeraire (48) - XVA Evolver Primary Security Label (49, 50) Bug Fixes/Clean-up: - Switch Funding Default -> Financial Spline (11, 12) - Tradeable Latent State Evolver Rename (25) - Tradeable to Primary Security Conversion (32) - XVA Securities and State Evolvers (37) - Primary Security Latent State Evolvers (38, 39) - XVA Latent State Evolution Container (40) - Terminal XVA Latent State Evolver (41, 42) - Vertex Date Builder Analytics Support (44) Samples: - Aizawl Bond Metrics #1 (1, 2) - Aizawl Bond Metrics #2 (3, 4) - Aizawl Bond Metrics #3 (5, 6) - QUARTIC/QUINTIC Funding Spline Curves (13, 14) - Aizawl Bond Metrics #4 (19, 20, 21) - Correlated Numeraire XVA Attribution (51, 52) - Correlated Numeraire XVA Greeks (53, 54) - Correlated Numeraire XVA Explain (55, 56) - Correlated Numeraire XVA Replication Portfolio (57, 58) - Burgard 2011 XVA Explain (59, 60) - Burgard 2011 XVA Greeks (61, 62) - Burgard 2011 XVA Market Generation (63, 64) - Burgard 2011 XVA Replication Portfolio (65, 66)
lakshmiDRIP
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Feb 8, 2018
- Deposit Futures Instrument Builders #1 (5, 6) - Deposit Futures Instrument Builders #2 (7, 8) - Deposit Futures Instrument Builders #3 (9, 10) - Deposit Futures Instrument Builders #4 (11, 12) Bug Fixes/Clean-up: - Bond Component Credit Label Fix (1, 2) - CDS Component Credit Label Fix (3, 4) - Bond Metrics KRD Fix #1 (19, 20) - Discount Curve Bump Node #1 (21, 22) - Discount Curve Bump Node #2 (23, 24) - Discount Curve Bump Node #3 (25) - Composable Unit Floating Period #1 (26, 27) - Composable Unit Floating Period #2 (28, 29) - Composable Unit Floating Period #3 (30, 31) - Composable Unit Floating Period #4 (32, 33) - Composable Unit Floating Period #5 (34, 35) - Composable Unit Floating Period #6 (36, 37) - Composable Unit Floating Period #7 (38, 39) - Composable Unit Floating Period #8 (40, 41) - Composable Unit Floating Period #9 (45, 46) - Composable Unit Floating Period #10 (47, 48) - Composable Unit Floating Period #11 (49, 50) - Composable Unit Floating Period #12 (53, 54) - Composable Unit Floating Period #13 (55, 56) - Composable Unit Floating Period #14 (57, 58) - Composable Unit Floating Period #15 (59, 60) Samples: - Bond Metrics Kakinada - DF Decimals (13, 14) - Bond Metrics Kakinada - CF #1 (15, 16) - Bond Metrics Kakinada - CF #2 (17, 18) - Bond Metrics Kakinada - CF #3 (42) - Bond Metrics Kakinada - CF #4 (43, 44) - Bond Metrics Kakinada - CF #5 (51, 52)
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Feb 10, 2018
- Composite Floating Unit Period #1 (2, 3) - Composite Floating Unit Period #2 (4, 5) - Discrete Period Discount Factor #1 (12, 13) - Discrete Period Discount Factor #2 (14, 15) - Native Flat Forward Discount #1 (20, 21) - Native Flat Forward Discount #2 (22, 23) - Native Flat Forward Discount #3 (24, 25) - Native Flat Forward Discount #4 (26, 27) Bug Fixes/Clean-up: - Latent Market State Builder #1 (28, 29) - Latent Market State Builder #2 (30, 31) - Latent Market State Builder #3 (32, 33) - Latent Market State Builder #4 (34, 35) - Latent Market State Builder #5 (36, 37) - Latent Market State Builder #6 (38) Samples: - Kakinada Bond Metrics Curve Up (1) - Kakinada Bond Metrics #1 (6, 7) - Kakinada Bond Metrics #2 (8, 9) - Kakinada Bond Metrics #3 (10, 11) - Kakinada Bond Metrics #4 (16, 17) - Kakinada Bond Metrics #5 (18, 19) - Kakinada Bond Metrics #6 (39, 40) - Kakinada Bond Metrics #7 (41, 42) - Kakinada Bond Metrics #8 (43, 44) - Kakinada Bond Metrics #9 (45, 46) - Kakinada Bond Metrics #10 (47, 48) - Kakinada Bond Metrics #11 (51, 52) - Kakinada Bond Metrics #12 (53, 54) - Kakinada Bond Metrics #13 (55, 56) - Kakinada Bond Metrics #14 (57, 58) - Kakinada Bond Metrics #15 (59, 60) - Kakinada Bond Metrics #16 (61, 62) - Kakinada Bond Metrics #17 (63, 64) - Kakinada Bond Metrics #18 (65, 66) - Kakinada Bond Metrics #19 (67, 68) - Kakinada Bond Metrics #20 (69, 70) - Kakinada Bond Metrics #21 (71, 72) - Kakinada Bond Metrics #22 (73, 74) - Kakinada Bond Metrics #23 (75, 76) - Kakinada Bond Metrics #24 (77, 78) - Kakinada Bond Metrics #25 (79, 80)
lakshmiDRIP
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Feb 14, 2018
- Latent State Dynamics Container Ratings (5, 6) - Latent State Dynamics Container Repo (7, 8) - Latent State Dynamics Container Pay Down (9, 10) - Latent State Dynamics Container Custom (11, 12) - Dynamics Container Primary Security ID (13, 14) - Primary Security Dynamics Container CSA (15) - Primary Security Dynamics Container Overnight (16) - Primary Security Dynamics Container Position (17) - Primary Security Dynamics Container Senior (18) - Primary Security Dynamics Container Subordinate (19) - Primary Security Dynamics Container CPTY (20) - Flat Forward Discount Curve Revert (31, 32) - Bond Replicator Funding Curve Basis (33, 34) - Tenor Base Floater Price #1 (35, 36) - Tenor Base Floater Price #2 (37, 38) - Latent State Label Container #1 (79, 80) - Latent State Label Container #2 (81, 82) - Latent State Label Container #3 (83, 84) - Latent State Label Container #4 (85, 86) - Latent State Label Container #5 (87, 88) - Latent State Label Container #6 (89, 90) - Latent State Label Container #7 (91) - Entity Equity Terminal Latent State (92) - Funding Terminal Latent State Evolver (93) - Govvie Terminal Latent State Evolver (94) - FX Terminal Latent State Evolver (95) - Forward Terminal Latent State Evolver (96) - OTC Fix Float Latent Evolver (97) - Overnight Terminal Latent State Evolver (98) - Collateral Terminal Latent State Evolver (99) - CSA Terminal Latent State Evolver (100) - Entity Hazard Latent State Evolver (101) - Entity Credit Latent State Evolver (102) - Entity Recovery Latent State Evolver (103) - Entity Funding Latent State Evolver (104) - Volatility Terminal Latent State Evolver (105) - Rating Terminal Latent State Evolver (106) - Repo Terminal Latent State Evolver (107) - Pay Down Terminal Latent State Evolver (108) - Custom Terminal Latent State Evolver (109) Bug Fixes/Clean-up: - Primary Security Dynamkics Container Rename (1) - Dynamics Container - Evolver Entry Map (2) - Latent State Dynamics Container Maps (3, 4) Samples: - Correlated Numeraire XVA Attribution #1 (21) - Correlated Numeraire XVA Explain #1 (22) - Correlated Numeraire XVA Greeks #1 (23) - Correlated Numeraire XVA Replication Portfolio #1 (24) - Burgard 2011 XVA Market Generation #1 (25) - Burgard 2011 XVA Explain #1 (26) - Burgard 2011 XVA Greeks #1 (27) - Burgard 2011 XVA Replication Portfolio #1 (28) - Euler Trajectory Evolution Scheme (29) - Albanese Andersen Basel Proxy (30) - Alwar Floater Loan Metrics (39) - Avadi Floater Loan Metrics (40) - Bardhaman Floater Loan Metrics (41) - Bijapur Floater Loan Metrics (42) - Bilaspur Floater Loan Metrics (43) - Chandrapur Floater Loan Metrics (44) - Junagadh Floater Loan Metrics (45) - Kadapa Floater Loan Metrics (46) - Kakinada Floater Loan Metrics (47) - Kollam Floater Loan Metrics (48) - Kulti Floater Loan Metrics (49) - Nizamabad Floater Loan Metrics (50) - Rampur Floater Loan Metrics (51) - Sambalpur Floater Loan Metrics (52) - Satara Floater Loan Metrics (53) - Shahjahanpur Floater Loan Metrics (54) - Shivamogga Floater Loan Metrics (55) - Thrissur Floater Loan Metrics (56) - Asansol Floater Loan Metrics (57) - Agartala Floater Loan Metrics (58) - Ahmedabad Floater Loan Metrics (59) - Aizawl Floater Loan Metrics (60) - Ajmer Floater Loan Metrics (61) - Akola Floater Loan Metrics (62) - Ambattur Floater Loan Metrics (63) - Bally Floater Loan Metrics (64) - Belgaum Floater Loan Metrics (65) - Bellary Floater Loan Metrics (66) - Bengaluru Floater Loan Metrics (67) - Bhagalpur Floater Loan Metrics (68) - Bhatpara Floater Loan Metrics (69) - Bhilai Floater Loan Metrics (70) - Bokaro Floater Loan Metrics (71) - Chennai Floater Loan Metrics (72) - Coimbatore Floater Loan Metrics (73) - Darbhanga Floater Loan Metrics (74) - Delhi Floater Loan Metrics (75) - Dewas Floater Loan Metrics (76) - Dumdum Floater Loan Metrics (77) - Durgapur Floater Loan Metrics (78)
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Feb 14, 2018
- Terminal Latent State Evolver #1 (1, 2) - Terminal Latent State Evolver #2 (3, 4) - Terminal Latent State Evolver #3 (5, 6) - Terminal Latent State Evolver #4 (7) - Latent State Dynamics Container #1 (8, 9) - Latent State Dynamics Container #2 (10, 11) - Latent State Dynamics Container #3 (12, 13) - Market Dynamics Container Bank Hazard (14) - Market Dynamics Container Senior Recovery (15) - Market Dynamics Container CPTY Hazard (16) - Market Dynamics Container CPTY Recovery (17) - Market Dynamics Container Subordinate #1 (18, 19) - Market Dynamics Container Subordinate #2 (20, 21) - Market Dynamics Container - Constructor Rework (22, 23) - Market Dynamics Container - Terminal State (29, 30) - Entity CDS Label Credit Inheritance (41, 42) - Entity CDS Label Funding Inheritance (43) - Entity CDS Label Recovery Inheritance (44) Bug Fixes/Clean-up: - Eliminate Terminal Latent State Map (27, 28) - Entity Funding/Recovery Labels Relocation (31, 32) - Subordinate Recovery Rate Evolver Check (33, 34) - Terminal Latent State Clean Up (26) - Entity CDS State Identifier Label (37, 38) - Entity Credit State Identifier Label (39, 40) Samples: - Correlated Numeraire XVA Attribution #1 (24, 25) - Correlated Numeraire XVA Attribution #2 (35, 36) - Correlated Numeraire XVA Explain (45, 46) - Correlated Numeraire XVA Greeks (47, 48) - Correlated Numeraire XVA Replication Portfolio (49, 50) - Burgard 2011 XVA Explain (51, 52) - Burgard 2011 XVA Greeks (53, 54) - Burgard 2011 XVA Market Generation (55, 56) - Burgard 2011 XVA Portfolio Replication (57, 58) - Albanese Andersen Basel Proxy (59) - Enhanced Euler Trajectory Scheme (60, 61)
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Feb 25, 2018
- Entity Default Window Re-work #1 (7, 8) - Entity Default Window Re-work #2 (9, 10) - Bank Counter Party Default Window (11) - Collateral Group Specification - Constructor Enhancement (12, 13) Bug Fixes/Clean-up: - Counter Party Group Specification #1 (1, 2) - Counter Party Group Specification #2 (3, 4) - Counter Party Group Specification #3 (5, 6) - Eliminate Entity Default Window #1 (14, 15) - Eliminate Entity Default Window #2 (16, 17) Samples: - XVA Digest Default Window (18) - XVA Entity Default Window (19) - Burgard 2013 Default Window (20, 21, 22) - XVA Basel Default Window #1 (23, 24) - XVA Basel Default Window #2 (25, 26) - XVA Basel Default Window #3 (27, 28, 29)
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Feb 26, 2018
- Collateral Group Measures Calculation Scan (1) - XVA Definition Close Out General (2) - Netting Group Specification - Standard Instance (3, 4) - Position Credit Debt Group Specification (5, 6) - Credit Debt Position Segment Paths (7, 8) - Collateral Group Specification - Broken Date #1 (13, 14) - Collateral Group Specification - Broken Date #2 (15, 16) - Collateral Group Specification - Broken Date #3 (17, 18) - Collateral Group Specification - Broken Date #4 (19, 20) - XVA Set Adjustment Digest Scheme (21, 22) - Collateral Group Specification - Adjustment Digest #1 (23, 24) - Collateral Group Specification - Adjustment Digest #2 (25, 26) - Collateral Group Position Replication #1 (27, 28) - Collateral Group Position Replication #2 (29, 30) - Collateral Group Position Replication #3 (31, 32) - Collateral Group Hedge Error #1 (33, 34) - Collateral Group Hedge Error #2 (35, 36) - Collateral Group Hedge Error #3 (37, 38) - Collateral Group Close Out #1 (39, 40) - Collateral Group Close Out #2 (41, 42) - Collateral Group Close Out #3 (43, 44) Bug Fixes/Clean-up: - Funding Segment Paths Bug Fix (9) - Correlated Path Vertex Dimension Eliminate (10) - XVA Settings Package Creation/Migration (11, 12) - Trim XVA Basel Adjustment Digest (45, 46, 47) Samples:
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Feb 26, 2018
- Close Out Scheme Settings - Shell (1) - Close Out Scheme Settings - Bilateral (2) - Close Out Scheme Settings - ISDA (3) - Close Out Scheme Settings #1 (4, 5) - Close Out Scheme Settings #2 (6, 7) - Close Out Scheme Settings #3 (8, 9) - XVA Hypothecation Collateral Group Shell (10, 11) - XVA Hypothecation Collateral Group Specification (12, 13) - Collateral Group Broken Date Interpolator (14, 15, 16) - XVA Hypothecation Collateral Group Trajectory (17, 18) - Collateral Group Market Vertex Array (19) - Collateral Group Position Value Array (20) - Collateral Group Broken Date Interpolator (21) - XVA Hypothecation Collateral Balance #1 (22, 23) - XVA Hypothecation Collateral Balance #2 (24, 25) - Position Group Vertex Array Values (26, 27) - Position Group Collateral Balance Array (28, 29) - Position Collateral Group Vertex #1 (30, 31) - Position Collateral Group Vertex #2 (32, 33) - Market Vertex Close Out Bilateral (34, 35, 36) - Collateral Group Vertex Array Call (37, 38) - Collateral Group Constructor and Annotation (39, 40, 41) - Position Vertex Group Collateral Array (42) - XVA Dynamics Path Simulator #1 (45, 46) - XVA Dynamics Path Simulator #2 (47, 48) - XVA Dynamics Path Simulator #3 (49, 50) Bug Fixes/Clean-up: - Close Out Market Edge Fix (51) - Eliminate Path Broken Date Scheme (52) - Eliminate Path Hedge Error Scheme (53) - Eliminate Path Close Out Scheme (54) - Eliminate Path Position Replication Scheme (55) - Eliminate Path Adjustment Digest Scheme (56, 57) - Eliminate XVA Path Simulator Scheme (58) Samples: - Albanese Andersen Basel Proxy (43, 44)
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Feb 27, 2018
- Market Vertex Entity Senior Subordinate (5, 6) Bug Fixes/Clean-up: - Vertex Entity Senior Subordinate #1 (7, 8) - Vertex Entity Senior Subordinate #2 (9, 10) - Vertex Entity Senior Subordinate #3 (11, 12) - Vertex Entity Senior Subordinate #4 (13, 14) - Vertex Entity Senior Subordinate #5 (15, 16) - Vertex Entity Senior Subordinate #6 (17, 18) - Vertex Entity Senior Subordinate #7 (19, 20) - Vertex Entity Senior Subordinate #8 (21, 22) - Vertex Entity Senior Subordinate #9 (23, 24) - Vertex Entity Senior Subordinate #10 (25, 26) - Vertex Entity Senior Subordinate #11 (27, 28) - Vertex Entity Senior Subordinate #12 (29, 30) - Vertex Entity Senior Subordinate #13 (31, 32) - Switch From BILATERAL to ISDA_92 (41, 42) Samples: - Burgard Kjaer Dual Basel Proxy #1 (1, 2) - Burgard Kjaer Dual Basel Proxy #2 (3, 4) - Burgard Kjaer Semi Basel Proxy (33, 34) - Gold Plated Basel Proxy (35, 36) - One Way Basel Proxy (37, 38) - Set Off Basel Proxy (39, 40)
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Mar 1, 2018
- CDGS Bank Hazard Rate Label (7) - CDGS Bank Recovery Rate Label (8, 9) - CDGS Counter Party Hazard Label (10) - CDGS Counter Party Recovery Label (11) - Credit Debt Group Specification Constructor (12, 13, 14) - Credit Debt Group Specification Static (17) Bug Fixes/Clean-up: - Eliminate Position Group Specification Container (1) - Eliminate XVA Group Specification Container (2, 3) - Set Into Proto Package Transform (4) - Credit Debt Netting Group Sepcification (5) - Market Entity Evolver Dynamics Container (6) Samples: - Albanese Andersen Basel Proxy (15, 16) - Set Off Basel Proxy (18) - Semi Replication Basel Proxy (19) - One Way Basel Proxy (20) - Hedge Error Basel Proxy (21) - Gold Plated Basel Proxy (22) - USD Broken Date LIBOR Forward (23) - EUR Broken Date LIBOR #1 (24, 25) - EUR Broken Date LIBOR #2 (26, 27) - EUR Broken Date LIBOR #3 (28, 29) - Bond Sink Metrics IchalKaranji #1 (30, 31) - Bond Sink Metrics IchalKaranji #2 (32, 33) - Bond Sink Metrics IchalKaranji #3 (34, 35) - Bond Sink Metrics IchalKaranji #4 (36, 37) - Bond Sink Metrics IchalKaranji #5 (38, 39) - Bond Sink Metrics IchalKaranji #6 (40, 41) - Bond Sink Metrics IchalKaranji #7 (42, 43) - Bond Sink Metrics IchalKaranji #8 (44, 45) - Bond Sink Metrics IchalKaranji #9 (46, 47) - Bond Sink Metrics IchalKaranji #10 (48, 49) - Bond Sink Metrics IchalKaranji #11 (50, 51) - Bond Sink Metrics IchalKaranji #12 (52, 53) - Bond Sink Metrics IchalKaranji #13 (54, 55) - Bond Sink Metrics IchalKaranji #14 (56, 57) - Bond Sink Metrics IchalKaranji #15 (58, 59) - Bond Sink Metrics IchalKaranji #16 (60, 61) - Bond Sink Metrics IchalKaranji #17 (62, 63) - Bond Sink Metrics IchalKaranji #18 (64, 65) - Bond Sink Metrics Aligarh #1 (66, 67) - Bond Sink Metrics Aligarh #2 (68, 69) - Bond Sink Metrics Amaravati #1 (70, 71) - Bond Sink Metrics Amaravati #2 (72, 73) - Bond Sink Metrics Amaravati #3 (74, 75) - Bond Sink Metrics Amaravati #4 (76, 77) - Bond Sink Metrics Amaravati #5 (78, 79) - Bond Sink Metrics Bhavnagar #1 (80, 81) - Bond Sink Metrics Bhavnagar #2 (82, 83) - Bond Sink Metrics Bhiwandi #1 (84, 85) - Bond Sink Metrics Bhiwandi #2 (86, 87) - Bond Sink Metrics Bhubaneshwar #1 (88, 89) - Bond Sink Metrics Bhubaneshwar #2 (90, 91) - Bond Sink Metrics Bikaner #1 (92, 93) - Bond Sink Metrics Bikaner #2 (94, 95) - Bond Sink Metrics Cuttack #1 (96, 97) - Bond Sink Metrics Cuttack #2 (98, 99) - Bond Sink Metrics Dehradun #1 (100, 101) - Bond Sink Metrics Dehradun #2 (102, 103) - Bond Sink Metrics Firozabad #1 (104, 105) - Bond Sink Metrics Firozabad #2 (106, 107) - Bond Sink Metrics Gorakhpur #1 (108, 109) - Bond Sink Metrics Gorakhpur #2 (110, 111) - Bond Sink Metrics Guntur #1 (112, 113) - Bond Sink Metrics Guntur #2 (114, 115) - Bond Sink Metrics Mira Bhayandar #1 (116, 117) - Bond Sink Metrics Mira Bhayandar #2 (118, 119) - Bond Sink Metrics Nellore #1 (120, 121) - Bond Sink Metrics Nellore #2 (122, 123) - Bond Sink Metrics Saharanpur #1 (124, 125) - Bond Sink Metrics Saharanpur #2 (126, 127) - Bond Sink Metrics Salem #1 (128, 129) - Bond Sink Metrics Salem #2 (130, 131) - Bond Sink Metrics Warangal #1 (132, 133) - Bond Sink Metrics Warangal #2 (134, 135)
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- Collateral Specification Group Overnight Label (1) - Collateral Specification Group CSA Label (2) - Collateral Group Specification - Constructor/Annotation (3, 4, 5) - Collateral Group Specification - Zero Threshold (6) - Collateral Group Specification - Fixed Threshold (7) - Exposure Group Specification - Overnight Label (32, 33) - Collateral Group Specification - Overnight Label (34, 35) - Credit Debt Group Specification - Overnight (36, 37) - XVA Proto Group Specification #1 (38, 39) - XVA Proto Group Specification #2 (40, 41, 42) - Exposure Group Specification Proto Inheritance (43) - Position Group Specification Proto Inheritance (44) Bug Fixes/Clean-up: - Exposure Roll Up Group Specification (31) - XVA Hypothecation Group Vertex Generators (51) - XVA Albanese Andersen Vertex Migration (52) - XVA Burgard Kjaer Vertex Migration (53, 54, 55) - XVA Collateral Group Path Migration (56) Samples: - XVA Fix Float Basel Proxy (8, 9) - CPGA Collateralized XVA Digest (10, 11) - XVA Collateralized Collateral Group (12, 13) - Burgard 2013 Overnight/CSA #1 (14, 15) - Burgard 2013 Overnight/CSA #2 (16, 17) - Burgard 2013 Overnight/CSA #3 (20, 21) - XVA Basel Overnight/CSA #1 (22, 23, 24) - XVA Basel Overnight/CSA #2 (25, 26, 27) - XVA Basel Overnight/CSA #3 (28, 29, 30) - Gold Plated Basel Proxy (45) - Albanese Andersen Basel Proxy (46) - Hedge Error Basel Proxy (47) - One Way Basel Proxy (48) - Semi Replication Basel Proxy (49) - Set Off Basel Proxy (50) - XVA Collateral Group Path #1 (57, 58) - XVA Collateral Group Path #2 (59, 60) - XVA Collateral Group Path #3 (61, 62, 63)
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Mar 6, 2018
- XVA Topology Book Market Parameters (1) - Book Market Parameters Overnight Labels (2) - Book Market Parameters CSA Labels (3) - Book Market Parameters Bank Hazard (4) - Book Market Parameters CPTY Hazard (5) - Book Market Parameters Bank Senior (6) - Book Market Parameters Bank Subordinate (7) - Book Market Parameters CPTY Recovery (8) - Bank Senior Funding Label Map (9, 10) - Counter Party Funding Label Map (11, 12) - Bank Subordinate Funding Label Map (13, 14) - Book Market Parameters Senior Funding (15) - Book Market Parameters Subordinate Funding (16) - Book Market Parameters CPTY Funding (17) - XVA Topology Book Market Constructor (18, 19, 20) - Book Topology - Market Parameters #1 (21, 22) - Book Topology - Market Parameters #2 (23, 24) - Book Topology - Market Parameters #3 (25, 26) - Book Topology - Market Parameters #4 (27, 28) - Book Topology - Market Parameters #5 (29, 30) - Book Topology - Market Parameters #6 (31, 32) - Book Topology - Market Parameters #7 (33, 34) - Book Topology - Market Parameters #8 (35, 36) - Book Topology - Market Parameters #9 (37, 38) Bug Fixes/Clean-up: Samples: - Book Group Layout Topology #1 (39, 40) - Book Group Layout Topology #2 (41, 42) - Book Group Layout Topology #3 (43, 44) - Book Group Layout Topology #4 (45, 46) - Book Group Layout Topology #5 (47, 48) - Book Group Layout Topology #6 (49, 50) - Book Group Layout Topology #7 (51, 52) - Book Group Layout Topology #8 (53, 54)
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Bug Fixes/Clean-up: Samples: - Book Group Layout Collateral #1 (1, 2) - Book Group Layout Collateral #2 (3, 4) - Book Group Layout Collateral #3 (5, 6) - Book Credit Debt Group #1 (7, 8) - Book Credit Debt Group #2 (9, 10) - Book Credit Debt Group #3 (11, 12) - Book Credit Debt Group #4 (13, 14) - Book Credit Debt Group #5 (15, 16) - Book Credit Debt Group #6 (17, 18) - Book Credit Debt Group #7 (19, 20) - Book Funding Group Topology #1 (21, 22) - Book Funding Group Topology #2 (23, 24) - Book Funding Group Topology #3 (25, 26) - Book Funding Group Topology #4 (27, 28) - Book Funding Group Topology #5 (29, 30) - Book Funding Group Topology #6 (31, 32) - Book Funding Group Topology #7 (33, 34) - XVA Topology Book Graph #1 (35, 36) - XVA Topology Book Graph #2 (37, 38) - XVA Topology Book Graph #3 (39, 40) - Position Group Specification Layout (41, 42) - Collateral Group Specification Layout (43, 44) - Credit Debt Specification Layout (45) - Funding Group Specification Layout (46) - Book Latent State Map Shell (47, 48) - Book Latent State Market Params (49) - Book Overnight State Labels (50, 51, 52) - Book CSA State Labels (53, 54) - Book Bank Hazard Labels (55, 56) - Book CPTY Hazard Labels (57, 58) - Book Senior Recovery Labels (59, 60) - Book Subordinate Recovery Labels (61, 62) - Counter Party Recovery Labels (63, 64)
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Mar 8, 2018
- Position Group Vertex Component Exposure (7) - Position Group Vertex Close Out (8) - Hypothecation Position Group Vertex Exposure (9) - XVA Hypothecation Position Group Vertex (10) - Position Collateral Group Trajectory Generator (11, 12) - Netting Position Collateral Group Path (17) - Collateral Group Path Adjustment Vertexes (38) - Collateral Group Path - Period Adjustment (39, 40) - Credit Debt Group Path #1 (41, 42) - Credit Debt Group Path UCVA (43, 44) - Credit Debt Group Path FTDCVA (45) - Albanese Andersen Funding Exposure Calculation (46) - Credit Debt Group Path UDVA (47, 48) - Credit Debt Group Path FTDDVA (49) - Period Unilateral Credit Adjustment Vertexes (50, 51) - Period Bilateral Credit Adjustment Vertexes (52) - Period Contra Liability Credit Adjustment (53, 54) - Period Unilateral Debt Adjustment Vertexes (56, 57) - Period Bilateral Debt Adjustment Vertexes (58) Bug Fixes/Clean-up: - Position Collateral Group Path #1 (13, 14) - Position Collateral Group Path #2 (15, 16) - Position Exposure Group Path #1 (18, 19) - Position Exposure Group Path #2 (20, 21) - Position Exposure Group Path #3 (22, 23) - Position Exposure Group Path #4 (24, 25) - Position Exposure Group Path #5 (26, 27) - Position Exposure Group Path #6 (28, 29) - Position Exposure Group Path #7 (30, 31) - Position Exposure Group Path #8 (32, 33) - Position Exposure Group Path #9 (34, 35) - Position Exposure Group Path #10 (36, 37) - Credit Debt Group Extraneous Exception (55) Samples: - Bank Senior Funding Label (1, 2) - Bank Subordinate Funding Label (3, 4) - Counter Party Funding Label (5, 6)
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Mar 19, 2018
- XVA Basel Dealer Value Category (3) - XVA Dealer Market Vertex #1 (4, 5) - XVA Dealer Market Vertex #2 (6, 7) - XVA Dealer Market Vertex #3 (8, 9) - XVA Dealer Market Vertex #4 (10, 11) - XVA Dealer Market Vertex #5 (12, 13) - XVA Client Market Vertex #1 (14, 15) - XVA Client Market Vertex #2 (16, 17) - XVA Client Market Vertex #3 (18, 19) - XVA Client Market Vertex #4 (20, 21) - XVA Dealer Market Vertex #6 (22, 23) - XVA Dealer Market Vertex #7 (24, 25) - XVA Client Market Vertex #5 (26, 27, 28) - XVA Universe Market Vertex Generator (29) Bug Fixes/Clean-up: - XVA Adiabat - Scan Moniker Change (1, 2) Samples:
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Bug Fixes/Clean-up: - Entity Dynamics Container Dealer #1 (1, 2) - Entity Dynamics Container Dealer #2 (3, 4) - Entity Dynamics Container Dealer #3 (5, 6) - Entity Dynamics Container Client #4 (7, 8) - Entity Dynamics Container Client #5 (9, 10) - XVA Dynamics Dealer Client Evolver (11, 12) - Primary Security Dyamics Container #1 (13, 14) - Primary Security Dyamics Container #2 (15, 16) - XVA Market Vertex Generator #1 (17, 18) - XVA Market Vertex Generator #2 (19, 20) - XVA Market Vertex Generator #3 (21, 22) - XVA Market Vertex Generator #4 (23, 24) - Primary Security Dyamics Container #3 (25, 26) - XVA Market Vertex Generator #5 (27, 28, 29) - Position Group Close Out Vertex #1 (30) - XVA Definition Simple Balance Sheet (31) - XVA Definition Close Out #1 (32, 33) - XVA Definition Close Out #2 (34, 35) - XVA Definition Close Out Bilateral (36, 37) - Position Group Close Out Vertex #2 (38) - Margin Amount Estimator Output #1 (39, 40) - Margin Amount Estimator Output #2 (41, 42) - Margin Amount Estimator Output #3 (43, 44) - Margin Amount Estimator Output #4 (45, 46) - Margin Amount Estimator Output #5 (47, 48) - Credit Debt Group Specification #1 (49, 50) - Credit Debt Group Specification #2 (51, 52) - Credit Debt Group Specification #3 (53, 54) - Credit Debt Group Specification #4 (55, 56, 57) - Funding Group Specification Prototype #1 (58, 59) - Funding Group Specification Prototype #2 (60, 61) - Position Group Specification Prototype #1 (62, 63) - Position Group Specification Prototype #2 (64, 65) - Position Group Specification Prototype #3 (66, 67) - Position Group Specification Prototype #4 (68, 69) - XVA Margin Amount Estimator #1 (70, 71) - XVA Margin Amount Estimator #2 (72, 73, 74) - XVA Margin Amount Estimator #3 (75, 76) - XVA Margin Amount Estimator #4 (77, 78) - Position Group Close Out Vertex #3 (79) - XVA Replication Portfolio Vertex Dealer (80, 81) - XVA Replication Portfolio Vertex #1 (82, 83) - XVA Replication Portfolio Vertex #2 (84, 85) - XVA Replication Portfolio Vertex #3 (86, 87) - XVA Replication Portfolio Vertex #4 (88, 89) - XVA Replication Portfolio Vertex #5 (90, 91) - XVA Replication Portfolio Vertex #6 (92, 93) - XVA Cash Account Edge #1 (94, 95) - XVA Cash Account Edge #2 (96, 97) - XVA Evolution Trajectory Vertex #1 (98, 99) - XVA Evolution Trajectory Vertex #2 (100, 101) - XVA Vertex Burgard Kjaer Dealer (102, 103, 104) - Burgard Kjaer Vertex Builder #1 (105, 106) - Burgard Kjaer Vertex Builder #2 (107, 108, 109) - XVA Topology Credit Debt Group (110, 111, 112) - XVA Funding Group Topology #1 (113, 114) - XVA Funding Group Topology #2 (115, 116) - XVA Funding Group Topology #3 (117, 118) - XVA Funding Group Topology #4 (119, 120) - XVA Funding Group Topology #5 (121, 122) - XVA Adiabat Market Params #1 (123, 124) - XVA Adiabat Market Params #2 (125, 126) - XVA Adiabat Market Params #3 (127, 128) - XVA Adiabat Market Params #4 (129) - XVA Topology Adiabat Sweep #1 (130, 131) - XVA Topology Adiabat Sweep #2 (132, 133) - XVA Topology Adiabat Sweep #3 (134, 135) - XVA Topology Adiabat Sweep #4 (136, 137) - XVA Topology Adiabat Sweep #5 (138, 139) - XVA Topology Adiabat Sweep #6 (140, 141) - XVA Topology Adiabat Sweep #7 (142, 143) - XVA Topology Adiabat Sweep #8 (144, 145) - XVA Topology Adiabat Sweep #9 (146, 147) - XVA Topology Adiabat Sweep #10 (148, 149) - XVA Topology Adiabat Sweep #11 (150, 151) - PDE Burgard Kjaer Edge Attribution (152, 153, 154) - PDE Burgard Kjaer Edge Run (155, 156, 157) - Burgard Kjaer PDE Operator #1 (158, 159) - Burgard Kjaer PDE Operator #2 (160, 161, 162) - PDE Trajectory Evolution Scheme #1 (163, 164) - PDE Trajectory Evolution Scheme #2 (165, 166) - PDE Trajectory Evolution Scheme #3 (167, 168) - PDE Trajectory Evolution Scheme #4 (169, 170) - PDE Trajectory Evolution Scheme #5 (171) - Close Out Client On Default (172) - Gross XVA Adiabat Aggregator #1 (173, 174) - Gross XVA Adiabat Aggregator #2 (175, 176) - Gross XVA Adiabat Aggregator #3 (177, 178) - Gross XVA Adiabat Aggregator #4 (179, 180) - Gross XVA Adiabat Aggregator #5 (181, 182) - Gross XVA Adiabat Aggregator #6 (183, 184) - Gross XVA Adiabat Aggregator #7 (185, 186) - Gross XVA Adiabat Aggregator #8 (187, 188) - Gross XVA Adiabat Aggregator #9 (189, 190) - Gross XVA Adiabat Aggregator #10 (191, 192) - Gross XVA Adiabat Aggregator #11 (193, 194, 195) Samples:
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- Core PDE Forms: Orders/Dimensions (17, 18) - von Neumann 1D Stability Validator #1 (19, 20, 21) - von Neumann 1D Stability Validator #2 (22, 23, 24) - von Neumann 1D Stability Validator Time Step (25, 26) - von Neumann 1D Stability Validator Space Step (27, 28) - von Neumann 1D Stability Validator #3 (29, 30, 31) - Crank Nicolson Scheme Usage Stable (32, 33, 34) - von Neumann 1D Stability Validator Diffusion Coefficient (35, 36, 37) - von Neumann nD Stability Validator #1 (40, 41, 42) - von Neumann nD Stability Validator Time Step (43, 44) - von Neumann nD Stability Validator Space Step (45, 46) - von Neumann nD Stability Validator Diffusion Coefficient (47, 48) - von Neumann nD Stability Validator #2 (49, 50, 51) - von Neumann nD Stability Validator #3 (52, 53, 54) - von Neumann nD Stability Validator #4 (55, 56, 57) - Second Order 1D PDE Shell (58, 59, 60) - Second Order 1D State Concentration Function (61, 62, 63) - Second Order 1D State Evolution Function (64, 65, 66) - Second Order 1D Constructor (67, 68, 69) - Second Order 1D State Time Differential (70, 71, 72) - von Neumann Stability Validator Shell (73, 74) - von Neumann Stability Validator Time Step (75, 76) - von Neumann Stability Validator Diffusion Coefficient (77, 78) - von Neumann Stability Validator Constructor (79, 80) - von Neumann 1D Stability Validator Extension (81, 82) - von Neumann Stability Validator Crank-Nicolson Validation (83, 84, 85) - von Neumann 1D Stability Validator Hypotenuse (86) - von Neumann 1D Stability Validator Clean Up (87, 88) - von Neumann nD Stability Validator #5 (89, 90, 91) - von Neumann nD Stability Validator #6 (92, 93, 94) - von Neumann nD Stability Validator #7 (95, 96) - FDM Numerical Evolution Scheme Shell (99, 100) - Numerical Evolution Scheme von Neumann Stability Validator (101, 102) - Numerical Evolution Scheme Second Order 1D PDE (107, 108) - Numerical Evolution Scheme Constructor (109, 110, 111) - Euler Forward Difference State Evolver Scheme (112, 113) - Euler Backward Difference State Evolver Scheme (114, 115, 116) - Crank Nicolson State Evolver Scheme (117, 118) - Diffusion State Space/Time Function (119, 120) Bug Fixes/Re-organization: - Sherman Morrison Triangular Solver Revamp (3) - Ryabenkii Tsynkov Triangular Solver Revamp (6, 7, 8) - Ryabenkii Tsynkov Solver Tridiagonal Matrix (9) - Ryabenkii Tsynkov Solver uRHS Array (10) - Ryabenkii Tsynkov Solver vRHS Array (11, 12) - Ryabenkii Tsynkov Solver U Solution (13) - Ryabenkii Tsynkov Solver V Solution (14) - PDE Foundation Rename to Definition (38, 39) - Finite Difference PDE Evolver Schemes (97, 98) - Second Order 1D Numerical Evolution (103, 104) - Second Order 1D PDE (105, 106) Samples: - Non-Periodic Triangular Solver Suite (1, 2) - Periodic Sherman Morrison Triangular Solver (4, 5) - Periodic Ryabenkii Tsynkov Triangular Solver (15, 16) IdeaDRIP:
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- Second Order 1D Numerical Evolution Time Step (1, 2) - Second Order 1D Numerical Evolution Space Step (3, 4, 5) - Second Order 1D Numerical Evolution Crank-Nicolson Scheme Usage Stable (6, 7, 8) - Second Order 1D Numerical Evolution Diffusion Function (9, 10) - Second Order 1D Numerical Evolution Constructor (13, 14, 15) - Finite Difference Crank-Nicolson Evolver (19, 20, 21) - FDM Defintion R^1 Space Time (22, 23, 24) - R^1 Space Time Increment #1 (25, 26) - R^1 Space Time Increment #2 (27, 28) - R^1 Space Time Constructor (29, 30) - FDM Definition R^1 Coordinate #1 (40, 41, 42) - FDM Definition R^1 Coordinate #2 (43, 44, 45) - FDM Definition R^1 Coordinate Initial (46, 47, 48) - R^1 State Factor Realization Shell (49, 50, 51) - R^1 State Factor Realization Predictor (52, 53) - R^1 State Factor Realization Response (54, 55) - R^1 State Factor Realization Constructor (56, 57) - FDM Definition R^1 Snapshot Shell (58, 59, 60) - FDM Definition R^1 Snapshot Time (61, 62) - R^1 Snapshot Predictor/Response Map (63, 64) - FDM Definition R^1 Snapshot Constructor (65, 66, 67) - R^1 Snapshot Add Predictor/Response (68, 69, 70) - Array of Factor State Realizations (71, 72, 73) - Crank Nicolson Discretized Evolver Shell (74, 75) - Crank Nicolson Discretized Evolver Constructor (76, 77) - Second Order 1D Numerical Evolver (78) - FDM Definition Evolution Grid 1D (79, 80, 81) - Evolution Grid 1D Time Array (82, 83) - Evolution Grid 1D Factor Predictor Array (84, 85) - Evolution Grid 1D Annotated Constructor (86, 87, 88) - Evolution Grid 1D Standard #1 (89, 90) - Evolution Grid 1D Standard #2 (91, 92) - Evolution Grid 1D R^1 Increment (93, 94, 95) - Crank Nicolson Discretized Evolver Grid (96, 97, 98) - von Neumann CFL Stability Number (99, 100, 101) - Crank Nicolson Stability Check Indicator (102, 103, 104) - CN Zero State Response Array (105, 106, 107) - CN Discretized State Evolver Evolve #1 (108, 109, 110) - CN Discretized State Evolver Evolve #2 (111, 112) - CN Discretized State Evolver Evolve #3 (113, 114, 115) - CN Discretized State Evolver RHS (116, 117, 118) Bug Fixes/Re-organization: - von Neumann Stability Validator Delete (16, 17, 18) - Second Order 1D Numerical Evolution Clean Up #1 (11, 12) - Second Order 1D Numerical Evolution Clean Up #2 (31, 32, 33) - Second Order 1D Numerical Evolution Clean Up #3 (34, 35, 36) - R^1 Space Time Increment -> Evolution (37, 38, 39) - Remove FDM Definition R^1 Snapshot (119) - Remove FDM State Factor Realization (120) Samples: IdeaDRIP:
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- CN Discretized Evolution Stability Number (4, 5) - CN Discretized Evolution Stability Check (6, 7) - CN Discretized Evolver Constructor #1 (8, 9) - CN Discretized Evolver Constructor #2 (10, 11, 12) - CN Discretized Evolver Stability #1 (13, 14, 15) - CN Discretized Evolver Stability #2 (16, 17, 18) - Evolution Grid 1D Time Increment (19, 20, 21) - Second Order 1D Factor Increment #1 (22, 23, 24) - Second Order 1D Factor Increment #2 (25, 26) - Second Order 1D Factor Increment #3 (27, 28) - PDE State Response Function #1 (29, 30, 31) - PDE State Response Function #2 (32, 33, 34) - PDE State Response Function #3 (35, 36, 37) - FDM Diffusion 1D PDE Shell (38, 39) - FDM Diffusion 1D PDE Constructor (40, 41, 42) - FDM Diffusion 1D PDE Standard (43, 44, 45) - FDM Diffusion 1D PDE Time Differential (46, 47) - Diffusion 1D Numerical Evolver Shell (48, 49) - Diffusion 1D Numerical Evolver Constructor (50, 51, 52) - Diffusion 1D Numerical Evolver PDE (53, 54) - R^1 Numerical Evolution Snapshot - Shell (107, 108, 109) - R^1 Numerical Evolution Snapshot - Response (110, 111, 112) - R^1 Numerical Evolution Snapshot - Factors (113, 114, 115) - R^1 Numerical Evolution Snapshot - Constructor (116, 117, 118) Bug Fixes/Re-organization: - Remove FDM Definition R^1 Coordinate (1) - CFL -> von-Neumann Stability Number (2, 3) - Crank Nicolson Discretized Evolver -> 1D (55, 56) - CN Discretized Evolver 1D Size Fix #1 (81) - CN Discretized Evolver 1D Size Fix #2 (82, 83, 84) - CN Discretized Evolver 1D Size Fix #3 (85, 86) - CN Discretized Evolver 1D Size Fix #4 (89) - von-Neumann Stability Number Fix (92, 93) - Trdiagonal Matrix Coefficients Computation Error (94, 95, 96) - CN Discretized Evolver 1D Validation (103, 104, 105) Samples: - Crank Nicolson Finite Difference Evolution (57, 58) - Diffusion 1D Discretized Evolver Shell (59, 60, 61) - Diffusion 1D Discretized Evolver Main (62, 63) - Diffusion 1D Discretized Evolver #1 (64, 65, 66) - Diffusion 1D Discretized Evolver #2 (67, 68, 69) - Diffusion 1D Discretized Evolver Coefficient (70) - Diffusion 1D Discretized Evolver Function (71, 72) - Diffusion 1D Discretized Evolver #3 (73) - Diffusion 1D Discretized Evolver #4 (74, 75, 76) - Diffusion 1D Discretized Evolver #5 (77, 78) - Diffusion 1D Discretized Evolver #6 (79, 80) - Diffusion 1D Discretized Evolver #7 (87, 88) - Diffusion 1D Discretized Evolver #8 (90, 91) - Diffusion 1D Discretized Evolver #9 (97, 98, 99) - Diffusion 1D Discretized Evolver #10 (100, 101, 102) - Diffusion 1D Discretized Evolver #11 (106, 107, 108) - Diffusion 1D Discretized Evolver #12 (119, 120) IdeaDRIP:
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Jul 1, 2024
- Add State Response Snapshot #1 (1, 2) - Add State Response Snapshot #2 (3, 4) - CN Discretized Evolver 1D Solve #1 (13, 14) - CN Discretized Evolver 1D Solve #2 (15, 16) - R^1 State Response Snapshot - Shell (19, 20, 21) - R^1 State Response Snapshot - Array (22, 23, 24) - R^1 State Response Snapshot - Constructor (25, 26, 27) - R^1 Evolution Snapshot State Response (28, 29, 30) - R^1 State Response Snapshot Diagnostics #1 (34, 35, 36) - R^1 State Response Snapshot Diagnostics Time-shift Jacobian (37, 38, 39) - R^1 State Response Snapshot Diagnostics von-Neumann Stability Metric Array (40, 41) - R^1 State Response Snapshot Diagnostics Weighted Node Value Constraint Array (42, 43, 44) - R^1 State Response Snapshot Diagnostics - Constructor #1 (45, 46) - R^1 State Response Snapshot Diagnostics - Constructor #2 (47, 48) - R^1 State Response Snapshot Diagnostics #2 (49, 50, 51) - CN Discretized Evolver 1D Diagnostics On #1 (52, 53) - CN Discretized Evolver 1D Diagnostics On #2 (55, 56, 57) - CN Discretized Evolver 1D Diagnostics On #3 (58, 59, 60) - CN Discretized Evolver 1D Diagnostics On #4 (94, 95, 96) Bug Fixes/Re-organization: Samples: - Diffusion 1D Discretized Evolver #1 (5, 6, 7) - Diffusion 1D Discretized Evolver #2 (8, 9, 10) - Diffusion 1D Discretized Evolver #3 (11, 12) - Diffusion 1D Discretized Evolver #4 (17, 18) - Diffusion 1D Discretized Evolver #5 (31, 32, 33) - Diffusion 1D Discretized Evolver #6 (54) - Diffusion 1D Discretized Evolver #7 (61, 62, 63) - Diffusion 1D Discretized Evolver #8 (64, 65, 66) - Diffusion 1D Discretized Evolver #9 (67, 68, 69) - Diffusion 1D Discretized Evolver #10 (70, 71, 72) - Diffusion 1D Discretized Evolver #11 (73, 74, 75) - Diffusion 1D Discretized Evolver #12 (76, 77, 78) - Diffusion 1D Discretized Evolver #13 (79, 80, 81) - Diffusion 1D Discretized Evolver #14 (82, 83, 84) - Diffusion 1D Discretized Evolver #15 (85, 86, 87) - Diffusion 1D Discretized Evolver #16 (88, 89, 90) - Diffusion 1D Discretized Evolver #17 (91, 92, 93) - Diffusion 1D Discretized Evolver #18 (97, 98, 99) - Diffusion 1D Discretized Evolver #19 (100, 101, 102) - Diffusion 1D Discretized Evolver #20 (103, 104, 105) - Diffusion 1D Discretized Evolver #21 (106, 107, 108) - Diffusion 1D Discretized Evolver #22 (109, 110, 111) - Diffusion 1D Discretized Evolver #23 (112, 113, 114) - Diffusion 1D Discretized Evolver #24 (115, 116, 117) - Diffusion 1D Discretized Evolver #25 (118, 119, 120) IdeaDRIP:
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- Linear Algebra Triangular Matrix Shell (17, 18) - Linear Algebra Triangular Matrix Annotation #1 (19, 20, 21) - Linear Algebra Triangular Matrix Annotation #2 (22, 23) - Linear Algebra Triangular Matrix Lower (24) - Linear Algebra Triangular Matrix Upper (25) - Linear Algebra Triangular Matrix Both (26) - Linear Algebra Triangular Matrix Neither (27) - Linear Algebra Triangular Matrix Type #1 (28, 29) - Linear Algebra Triangular Matrix Upper (30) - Linear Algebra Triangular Matrix Lower (31, 32) - Linear Algebra Triangular Matrix Both (33, 34) - Linear Algebra Triangular Matrix Neither (35) - Linear Algebra Triangular Matrix Verifier (36, 37) - QR Eigen Component Extractor - Eigenize (38, 39, 40) - Triangular Matrix Square Type #1 (41, 42) - Triangular Matrix Square Type #2 (43, 44, 45) - Linear Algebra Triangular Matrix Constructor (46, 47, 48) - Linear Algebra Triangular Square Matrix (49, 50) - Linear Algebra Triangular Matrix Unitriangular (51, 52) - Linear Algebra Triangular Matrix Zero Diagonal (53) - Linear Algebra Triangular Matrix Strictly Lower (54, 55) - Linear Algebra Triangular Matrix Strictly Upper (56, 57) - Linear Algebra Triangular Matrix Determinant (58, 59, 60) - Linear Algebra Triangular Matrix Permanent (61, 62) - Linear Algebra Square Matrix Shell (66, 67) - Linear Algebra Square Matrix R^2 (68, 69) - Linear Algebra Square Matrix Constructor (70, 71, 72) - Linear Algebra Square Matrix Standard (73, 74, 75) - Linear Algebra Square Matrix Transpose #1 (76, 77, 78) - Linear Algebra Square Matrix Transpose #2 (79, 80, 81) - Linear Algebra Square Matrix Size (82, 83) - Linear Algebra Square Matrix Product #1 (84, 85) - Linear Algebra Square Matrix Product #2 (86, 87) - Linear Algebra Square Matrix Is Normal #1 (88, 89) - Linear Algebra Square Matrix Is Normal #2 (90, 91) - Eigenvalue Multiplicity Map #1 (92, 93) - Eigenvalue Multiplicity Map #2 (94, 95) - Linear Algebra Triangular Matrix Type (96) - Linear Algebra Triangular Matrix Type #2 (97, 98, 99) - Linear Algebra Triangular Matrix Type #3 (100, 101, 102) - QR Eigencomponent Extractor Tolerance (103, 104) - QR Default Eigenization Iteration Count (105, 106) - Standard Instance of QR Eigencomponent Extractor (107, 108) - Square Matrix QR Eigencomponent Extractor (109, 110, 111) - Square Matrix Eigenvalue Multiplicity Map (112, 113, 114) - Numerical Eigen Output Determinant/Permanent (115, 116) - Linear Algebra Square Matrix Determinant (117, 118) - Linear Algebra Square Matrix Permanent (119, 120) Bug Fixes/Re-organization: - Linear Algebra Matrix Util Rename (63, 64, 65) Samples: IdeaDRIP: - Triangular Matrix Algebra of Matrices - Borel Subgroups and Subalgebras (1-16)
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- Square Matrix is Triangularizable (1, 2) - Numerical R^1 -> R^1 Eigenvalue Characteristic Polynomial (3, 4, 5) - Square Matrix Eigenvalue Characteristic Polynomial (6, 7, 8) - Triangular Matrix Remove R2 Array (9, 10) - Triangular Matrix Zero Diagonal Entries (13, 14) - Triangular Matrix Is Uni Check (15, 16) - Triangular Matrix Is Triangularizable Check (19, 20) - Triangular Matrix Determinant and Permanent (21, 22) - Square Matrix Triangular Entries #1 (23, 24) - Square Matrix Triangular Entries #2 (25, 26) - Triangular Matrix Eigenvalue Multiplicity Map (27, 28, 29) - Triangular Matrix Eigenvalue Characteristic Polynomial (30, 31, 32) - Triangular Matrix Is Unit Check (33, 34) - Triangular Matrix Is Normed Check (35, 36) - Triangular Matrix Is Upper Unitriangular (37, 38) - Triangular Matrix Is Lower Unitriangular (39, 40) - Triangular Matrix Atomic Lower #1 (41, 42) - Triangular Matrix Atomic Lower #2 (43, 44) - Triangular Matrix Atomic Lower #3 (45, 46) - Triangular Matrix Atomic Upper #1 (47, 48) - Triangular Matrix Atomic Upper #2 (49, 50) - Triangular Matrix Is Atomic Unitriangular (51, 52) - Triangular Matrix Is Frobenius Unitriangular (53, 54) - Triangular Matrix Is Gauss Unitriangular (55, 56) - Triangular Matrix Gauss Transformation Unitriangular (57, 58) - Linear Algebra Triangular Matrix Constructor (59, 60) - Linear Algebra Triangular Matrix Standard (61, 62, 63) - Linear Algebra Triangular Matrix Type (64) - CRNG Random Matrix Generator Shell (65, 66) - Random Matrix Generator Upper Triangular (67, 68, 69) - Random Matrix Generator Lower Triangular (70, 71, 72) Bug Fixes/Re-organization: - Linear Algebra Triangular Matrix Revamp (11, 12) - Triangular Matrix Determinant/Permanent Revamp (17, 18) - Triangular Matrix Variants and Solutions (73, 74) Samples: - Lower Triangular Matrix Shell #1 (75, 76) - Lower Triangular Matrix Shell #2 (77, 78) - Lower Triangular Matrix Shell #3 (79, 80, 81) - Lower Triangular Matrix Shell #4 (82, 83, 84) - Lower Triangular Matrix Shell #5 (85, 86, 87) - Lower Triangular Matrix Shell #6 (88, 89, 90) - Lower Triangular Matrix Shell #7 (91, 92, 93) - Lower Triangular Matrix Shell #8 (94, 95, 96) - Lower Triangular Matrix Shell #9 (97, 98, 99) - Lower Triangular Matrix Shell #10 (100, 101, 102) - Lower Triangular Matrix Shell #11 (103, 104, 105) - Lower Triangular Matrix Shell #12 (106, 107, 108) - Lower Triangular Matrix Shell #13 (109, 110, 111) - Lower Triangular Matrix Shell #14 (112, 113, 114) - Lower Triangular Matrix Shell #15 (115, 116, 117) - Lower Triangular Matrix Shell #16 (118, 119, 120) IdeaDRIP:
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- Random Matrix Generator Lower Unitriangular (82, 83, 84) - Random Matrix Generator Strictly Lower Triangular (106, 107, 108) - Random Matrix Generator Strictly Upper Triangular (109, 110, 111) Bug Fixes/Re-organization: - Upper/Lower Triangular Check #1 (64, 65, 66) - Upper/Lower Triangular Check #2 (67, 68, 69) - Upper/Lower Triangular Check #3 (70, 71, 72) Samples: - Lower Triangular Matrix Run #1 (1, 2, 3) - Lower Triangular Matrix Run #2 (4, 5, 6) - Lower Triangular Matrix Run #3 (7, 8, 9) - Lower Triangular Matrix Run #4 (10, 11, 12) - Lower Triangular Matrix Run #5 (13, 14, 15) - Lower Triangular Matrix Run #6 (16, 17, 18) - Lower Triangular Matrix Run #7 (19, 20, 21) - Lower Triangular Matrix Run #8 (22, 23, 24) - Lower Triangular Matrix Run #9 (25, 26, 27) - Lower Triangular Matrix Run #10 (28, 29, 30) - Lower Triangular Matrix Run #11 (31, 32, 33) - Lower Triangular Matrix Run #12 (34, 35, 36) - Lower Triangular Matrix Run #13 (37, 38, 39) - Lower Triangular Matrix Run #14 (40, 41, 42) - Lower Triangular Matrix Run #15 (43, 44, 45) - Lower Triangular Matrix Run #16 (46, 47, 48) - Lower Triangular Matrix Run #17 (49, 50, 51) - Lower Triangular Matrix Run #18 (52, 53, 54) - Lower Triangular Matrix Run #19 (55, 56, 57) - Lower Triangular Matrix Run #20 (58, 59, 60) - Lower Triangular Matrix Run #21 (61, 62, 63) - Lower Triangular Matrix Run #22 (73, 74, 75) - Lower Triangular Matrix Run #23 (76, 77, 78) - Lower Triangular Matrix Run #24 (79, 80, 81) - Lower Unitriangular Matrix Run #1 (82, 83, 84) - Lower Unitriangular Matrix Run #2 (85, 86, 87) - Lower Unitriangular Matrix Run #3 (88, 89, 90) - Lower Unitriangular Matrix Run #4 (91, 92, 93) - Upper Unitriangular Matrix Run #5 (94, 95, 96) - Upper Unitriangular Matrix Run #6 (97, 98, 99) - Upper Unitriangular Matrix Run #7 (100, 101, 102) - Upper Unitriangular Matrix Run #8 (103, 104, 105) - Upper Strictly Lower Triangular #1 (112, 113, 114) - Upper Strictly Lower Triangular #2 (115, 116, 117) - Upper Strictly Lower Triangular #3 (118, 119, 120) IdeaDRIP:
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Jul 7, 2024
- Random Matrix Generator Atomic Lower Triangular (10, 11, 12) - Random Matrix Generator Atomic Upper Triangular (46, 47, 48) - Linear Algebra Tridiagonal Matrix Shell (81, 82) - Linear Algebra Tridiagonal Matrix Constructor (83, 84) - Non-Periodic Tridiagonal Matrix Shell (85, 86, 87) - Non-Periodic Tridiagonal Matrix Constructor (88, 89, 90) - Non-Periodic Tridiagonal Matrix Solver (91, 92, 93) - Linear Algebra TridiagonalMatrix Shell (94, 95, 96) - Non-Periodic Tridiagonal Matrix Shell (97, 98) - Periodic Tridiagonal Matrix Shell (99, 100) - Non-Periodic Tridiagonal Matrix #1 (101, 102, 103) - Non-Periodic Tridiagonal Matrix #2 (104, 105) Bug Fixes/Re-organization: - Atomic Lower Triangular Fix #1 (13, 14, 15) - Atomic Lower Triangular Fix #2 (16, 17, 18) - Atomic Lower Triangular Fix #3 (19, 20, 21) - Atomic Lower Triangular Fix #4 (22, 23, 24) - Atomic Lower Triangular Fix #5 (25, 26, 27) - Atomic Lower Triangular Fix #6 (28, 29, 30) - Atomic Lower Triangular Fix #7 (31, 32, 33) - Atomic Lower Triangular Fix #8 (34, 35, 36) - Solvers of Linear Systems of Equations (64, 65) - Numerical Linear System Solver Migration (66, 67, 68) - Numerical Ryabenkii Tsynkov System Solver (69, 70, 71) - Numerical Tridiagonal System Solver Migration (72, 73, 74) - Numerical Strictly Tridiagonal System Solver (75, 76, 77) - Numerical Sherman Morrison System Solver (78, 79, 80) - Non-Periodic Tridiagonal Matrix Revamp (106, 107, 108) - Numerical Linear Solver Tridiagonal Revamp (109, 110, 111) - Non-Periodic Tridiagonal Revamp (112) - Linear Solver Ryabenkii Tsynkov #1 (113, 114, 115) - Linear Solver Ryabenkii Tsynkov #2 (116, 117, 118) - Linear Solver Ryabenkii Tsynkov #3 (119, 120) Samples: - Upper Strictly Upper Triangular #1 (1, 2, 3) - Upper Strictly Upper Triangular #2 (4, 5, 6) - Upper Strictly Upper Triangular #3 (7, 8, 9) - Atomic Lower Triangular Matrix #1 (37, 38, 39) - Atomic Lower Triangular Matrix #2 (40, 41, 42) - Atomic Lower Triangular Matrix #3 (43, 44, 45) - Atomic Upper Triangular Matrix #1 (49, 50, 51) - Atomic Upper Triangular Matrix #2 (52, 53, 54) - Atomic Upper Triangular Matrix #3 (55, 56, 57) - Atomic Upper Unitriangular Matrix Run (58, 59, 60) - Atomic Lower Unitriangular Matrix Run (61, 62, 63) - Non-periodic Tridiagonal Solver #1 (113, 114) - Non-periodic Tridiagonal Solver #2 (115, 116) IdeaDRIP:
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- Periodic Tridiagonal Solver Scheme #1 (7, 8, 9) - Periodic Tridiagonal Solver Scheme #2 (10, 11, 12) - Ryabenkii Tsynkov Linear Solver Standard (13, 14) - Ryabenkii Tsynkov Linear Solver Constructor (15, 16) - Ryabenkii Tsynkov Solver Tridiagonal Matrix (17, 18) - Ryabenkii Tsynkov Solver uRHS Array (19, 20) - Ryabenkii Tsynkov Solver vRHS Array (21, 22) - Ryabenkii Tsynkov Solver uSolution Array (23, 24) - Ryabenkii Tsynkov Solver vSolution Array (25, 26) - Ryabenkii Tsynkov Solver UVSolver #1 (27, 28) - Ryabenkii Tsynkov Solver UVSolver #2 (29, 30) - Ryabenkii Tsynkov Solver UVSolver #3 (31, 32) - Ryabenkii Tsynkov Solver UVSolver #4 (33, 34) - Sherman Morrison Linear Solver Constructor (36, 37) - Sherman Morrison Scheme Standard #1 (38, 39, 40) - Sherman Morrison Scheme Standard #2 (41, 42, 43) - Sherman Morrison Batista Karawia Matrix (44, 45) - Sherman Morrison Scheme uRHS Array (46, 47) - Sherman Morrison Scheme qSolution Array (48, 49) - Sherman Morrison Scheme ySolution Array (50, 51) - Sherman Morrison Scheme V Array (52, 53) - Sherman Morrison QY Solver #1 (54, 55) - Sherman Morrison QY Solver #2 (56, 57) - Sherman Morrison QY Solver #3 (58, 59, 60) - Linear Solver Triangular Scheme Shell (72, 73, 74) - Linear Solver Triangular Scheme RHS (75, 76) - Linear Solver Triangular Scheme Matrix (77, 78) - Linear Solver Triangular Scheme Constructor (79, 80, 81) - Non-Periodic Tridiagonal Scheme Standard Annotation (82, 83) - Linear Solver Triangular Scheme #1 (84, 85) - Linear Solver Triangular Scheme #2 (86, 87) - Lower Triangular Forward Substitution Scheme (102) - Upper Triangular Back Substitution Scheme (103, 104, 105) - Linear Solver Triangular Scheme #3 (111, 112, 113) - Linear Solver Triangular Scheme #4 (114, 115) Bug Fixes/Re-organization: - Numerical Linear Solver Tridiagonal Scheme (1, 2, 3) - Non-Periodic Linear Solver Tridiagonal Scheme (4, 5, 6) - Ryabenkii Tsynkov Linear Solver Scheme (35) - Linear Solver Sherman Morrison Scheme (68) - Sherman Morrison Scheme Revamp/Clean Up (69) - Triangular Linear Solver RHS Fix (100, 101) Samples: - Tridiagonal Non-periodic Solver (61) - Tridiagonal Non-periodic Solver Suite (62) - Tridiagonal Periodic Ryabenkii Tsynkov Solver (63) - Tridiagonal Periodic Ryabenkii Tsynkov Solver Suite (64) - Tridiagonal Periodic Sherman Morrison Solver #1 (65) - Tridiagonal Periodic Sherman Morrison Solver Suite #1 (66) - Crank Nicolson Diffusion 1D Discretized Evolver (67) - Tridiagonal Periodic Sherman Morrison Solver #2 (70) - Tridiagonal Periodic Sherman Morrison Solver Suite #2 (71) - Triangular Linear Solver Tester #1 (88, 89, 90) - Triangular Linear Solver Tester #2 (91, 92, 93) - Triangular Linear Solver Tester #3 (94, 95, 96) - Triangular Linear Solver Tester #4 (97, 98, 99) - Triangular Linear Solver Tester #5 (106, 107, 108) - Triangular Linear Solver Tester #6 (109, 110) - Triangular Linear Solver Tester #7 (116, 117) - Lower Triangular Solver Forward Subsritution (118, 119, 120) IdeaDRIP:
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Jul 9, 2024
- Linear Algebra Sylvester Equation Shell (22, 23, 24) - Linear Algebra Sylvester Equation #1 (25, 26, 27) - Linear Algebra Sylvester Equation #2 (28, 29) - Sylvester Equation Square Matrix A (30, 31) - Sylvester Equation Square Matrix B (32, 33) - Sylvester Equation Square Matrix C #1 (34, 35) - Linear Algebra Sylvester Equation Constructor (36, 37, 38) - Sylvester Equation Square Matrix C #2 (39, 40) - Linear Algebra Sylvester Equation Constructor (41, 42) - Sylvester Equation Bartels Stewart Shell (43, 44, 45) - Sylvester Equation Bartels Stewart RHS (46, 47) - Bartels Stewart Sylvester Equation Instance (48, 49) - Sylvester Equation A B Sizes (53, 54, 55) - Bartels Stewart Sylvester Equation Constructor (56, 57, 58) - Matrix Util AB Sum #1 (79, 80, 81) - Matrix Util AB Sum #2 (82, 83, 84) - Matrix Util Dot Product Internal #1 (109, 110, 111) - Matrix Util Dot Product Internal #2 (112, 113, 114) - Matrix Util Graham Schmidt #1 (115, 116, 117) - Matrix Util Graham Schmidt #2 (118, 119, 120) Bug Fixes/Re-organization: - Matrix Util QR Decomposition Fix (103, 104, 105) - Graham Schmidt Process Verifier Run (106, 107, 108) Samples: - Lower Triangular Solver Suite #1 (1, 2, 3) - Lower Triangular Solver Suite #2 (4, 5, 6) - Lower Triangular Solver Suite #3 (7, 8, 9) - Lower Triangular Solver Suite #4 (10, 11, 12) - Lower Triangular Solver Suite #5 (13, 14, 15) - Upper Triangular Solver Suite #1 (16, 17, 18) - Upper Triangular Solver Suite #2 (19, 20, 21) - Sylvester Equation Remove C Matrix (50, 51, 52) - Bartels Stewart Scheme Test #1 (59, 60, 61) - Bartels Stewart Scheme Test #2 (62, 63) - Bartels Stewart Scheme Test #3 (64, 65) - Bartels Stewart Scheme Test #4 (66, 67) - Bartels Stewart Scheme Test #5 (68, 69) - Bartels Stewart Scheme Test #6 (70, 71, 72) - Bartels Stewart Scheme Test #7 (73, 74, 75) - Bartels Stewart Scheme Test #8 (76, 77, 78) - Bartels Stewart Scheme Test #9 (85, 86, 87) - Bartels Stewart Scheme Test #10 (88, 89, 90) - Bartels Stewart Scheme Test #11 (91, 92, 93) - Bartels Stewart Scheme Test #12 (94, 95, 96) - Bartels Stewart Scheme Test #13 (97, 98, 99) - Bartels Stewart Scheme Test #14 (100, 101, 102) IdeaDRIP:
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Jul 9, 2024
- Matrix Util Graham Schmidt #1 (1, 2, 3) - Matrix Util Graham Schmidt #2 (4, 5, 6) - Matrix Util Graham Schmidt #3 (7, 8, 9) - Matrix Util Modulus Internal Unchecked (10, 11, 12) - Matrix Util Graham Schmidt #4 (13, 14, 15) Bug Fixes/Re-organization: - Matrix Graham Schmidt Process Run (16, 17) - Matrix Util QR Decomposition Fix (37, 38, 39) Samples: - Bartels Stewart Sylvester Solver #1 (18, 19, 20) - Bartels Stewart Sylvester Solver #2 (21, 22) - Matrix Graham Schmidt Process #1 (23, 24) - Matrix Graham Schmidt Process #2 (25, 26) - Matrix Graham Schmidt Process #3 (27, 28) - Bartels Stewart Sylvester Solver #3 (29, 30) - Matrix Graham Schmidt Process #4 (31, 32) - Matrix Graham Schmidt Process #5 (33, 34) - Bartels Stewart Sylvester Solver #4 (35, 36) - Matrix Graham Schmidt Process #6 (40, 41, 42) - Matrix Graham Schmidt Process #7 (43, 44, 45) - Matrix Graham Schmidt Process #8 (46, 47, 48) - Matrix Graham Schmidt Process #9 (49, 50, 51) - Matrix Graham Schmidt Process #10 (52, 53, 54) - Matrix Graham Schmidt Process #11 (55, 56, 57) - Matrix Graham Schmidt Process #12 (58, 59, 60) - Matrix Graham Schmidt Process #13 (61, 62, 63) - Matrix Graham Schmidt Process #14 (64, 65, 66) - Matrix Graham Schmidt Process #15 (67, 68, 69) - Matrix Graham Schmidt Process #16 (70, 71, 72) - Matrix Graham Schmidt Process #17 (73, 74, 75) - Matrix Graham Schmidt Process #18 (76, 77, 78) - Matrix Graham Schmidt Process #19 (79, 80, 81) - Bartels Stewart Sylvester Solver #5 (85, 86, 87) - Bartels Stewart Sylvester Solver #6 (88, 89, 90) IdeaDRIP: - Bartels-Stewart Algorithm (91-97) - Bartels-Stewart Algorithm The (98-117) - Bartels-Stewart Algorithm The - Computational Cost (118) - Bartels-Stewart Algorithm The - Simplifications and Special Cases (119, 120)
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Jul 13, 2024
- Bartels-Stewart Algorithm Diagnostics #1 (63, 64) - Bartels-Stewart Algorithm Diagnostics #2 (65, 66) - Sylvester Equation Solution Annotated Shell (67, 68, 69) Bug Fixes/Re-organization: - Numerical Analyzer Bartels-Stewart Algorithm (62) Samples: - QR Decomposition Matrix Util (63, 64) - Graham Schmidt Matrix Orthonormalization Process (70, 71, 72) - Bartels-Stewart Algorithm Run #1 (73, 74, 75) - Bartels-Stewart Algorithm Run #2 (76, 77, 78) - Bartels-Stewart Algorithm Run #3 (79, 80) - Bartels-Stewart Algorithm Run #4 (81, 82) - Bartels-Stewart Algorithm Run #5 (83, 84) - Bartels-Stewart Algorithm Run #6 (85, 86, 87) - Bartels-Stewart Algorithm Run #7 (88, 89, 90) - Bartels-Stewart Algorithm Run #8 (91, 92, 93) - Bartels-Stewart Algorithm Run #9 (94, 95, 96) - Bartels-Stewart Algorithm Run #10 (97, 98, 99) - Bartels-Stewart Algorithm Run #11 (100, 101, 102) - Bartels-Stewart Algorithm Run #12 (103, 104, 105) - Bartels-Stewart Algorithm Run #13 (106, 107, 108) - Bartels-Stewart Algorithm Run #14 (109, 110, 111) - Bartels-Stewart Algorithm Run #15 (112, 113, 114) - Bartels-Stewart Algorithm Run #16 (115, 116, 117) - Bartels-Stewart Algorithm Run #17 (118, 119, 120) IdeaDRIP: - Alternating-direction Implicit Method Fundamental ADI (FADI) - Relations to other methods (1) - Bartels-Stewart Algorithm #1 (2-7) - The Bartels-Stewart Algorithm #1 (8-27) - Bartels-Stewart Algorithm Hessenberg-Schur #1 (28-31) - Bartels-Stewart Algorithm #2 (32-37) - The Bartels-Stewart Algorithm #2 (38-57) - Bartels-Stewart Algorithm Hessenberg-Schur #2 (58-61)
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Jul 14, 2024
- Matrix Util Product Internal #1 (22, 23, 24) - Matrix Util Product Internal #2 (25, 26, 27) - Matrix Util Product Internal #3 (28, 29, 30) Bug Fixes/Re-organization: Samples: - Bartels-Stewart Algorithm Run #1 (1, 2, 3) - Bartels-Stewart Algorithm Run #2 (4, 5, 6) - Bartels-Stewart Algorithm Run #3 (7, 8, 9) - Bartels-Stewart Algorithm Run #4 (10, 11, 12) - Bartels-Stewart Algorithm Run #5 (13, 14, 15) - Bartels-Stewart Algorithm Run #6 (16, 17, 18) - Bartels-Stewart Algorithm Run #7 (19, 20, 21) - Graham-Schmidt Process Product Check (31, 32, 33) - Graham-Schmidt QR Decomposition #1 (34, 35, 36) - Graham-Schmidt QR Decomposition #2 (37, 38, 39) - Graham-Schmidt QR Decomposition #3 (40, 41, 42) - Graham-Schmidt Orthogonalization Matrix Util (110, 111) - Graham-Schmidt QR Decomposition #4 (112, 113, 114) - Graham-Schmidt QR Decomposition #5 (115, 116, 117) - Graham-Schmidt QR Decomposition #6 (118, 119, 120) IdeaDRIP: - QR Decomposition (43-45) - QR Decomposition Cases and Definitions - Square Matrix (46-56) - QR Decomposition Cases and Definitions - Rectangular Matrix (57-65) - QR Decomposition Cases and Definitions - QL, RL, and LQ Decompositions (66) - QR Decomposition Computing the (67, 68) - QR Decomposition Computing the - Using (69-92) - QR Decomposition Computing the - Using Example (93-102) - QR Decomposition Computing the - Using Relation to RQ (103-106) - QR Decomposition Computing the - Using Advantages and Disadvantages (107-109)
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Jul 14, 2024
- Matrix Util Graham Schmidt Orthogonalization (1, 2, 3) - Matrix Util Graham Schmidt Orthonormalization #1 (4, 5) - Matrix Util QR Decomposition Vectors in Columns (6, 7) - QR Eigen-component Extractor Vectors in Columns (9) - Linear Solver Bartels Stewart Scheme (10) - Matrix Util Graham Schmidt Orthonormalization #2 (21, 22) - Matrix Util Graham Schmidt Orthonormalization #3 (23, 24) Bug Fixes/Re-organization: Samples: - Matrix Graham Schmidt Process #1 (8) - Matrix Graham Schmidt Process #2 (11, 12) - Matrix Graham Schmidt Process #3 (13, 14, 15) - Matrix Graham Schmidt Process #4 (16, 17, 18) - Matrix Graham Schmidt Process #5 (19, 20) - Matrix Graham Schmidt Process #6 (25, 26, 27) - Matrix Graham Schmidt Process #7 (28, 29, 30) - Matrix Graham Schmidt Process #8 (31, 32, 33) IdeaDRIP: - QR Decomposition Computing the - Using Householder Reflections (34-82) - QR Decomposition Computing the - Using Householder Reflections - Example (83-108) - QR Decomposition Computing the - Using Householder Reflections - Advantages and Disadvantages (109, 110) - QR Decomposition Computing the - Using Givens Rotations (111-116) - QR Decomposition Computing the - Using Givens Rotations - Example (117-120)
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Jul 20, 2024
- RQ Graham Schmidt Orthogonalization (95, 96, 97) - QR Graham Schmidt Orthogonalization #1 (98, 99) - QR Graham Schmidt Orthogonalization #2 (100, 101) - QR Graham Schmidt Orthogonalization #3 (106, 107) - QR Graham Schmidt Orthogonalization #4 (109, 110, 111) - QR Graham Schmidt Orthogonalization #5 (113) - Unsafe RQ Graham Schmidt Orthogonalization (114, 115, 116) - RQ Graham Schmidt Orthogonalization Revamp (118) Bug Fixes/Re-organization: Samples: - Gram-Schmidt Process Test #1 (102, 103) - Gram-Schmidt Process Test #2 (104, 105) - Gram-Schmidt Process Test #3 (108) - Gram-Schmidt Process Test #4 (112) - Gram-Schmidt Process Test #5 (117) - Gram-Schmidt Process Test #6 (119, 120) IdeaDRIP: - Computing the QR Decomposition (1-2) - Computing the QR Decomposition using Gram-Schmidt Process (3-10) - Computing the QR Decomposition using Gram-Schmidt Process – Relation to RQ (11-14) - Computing the QR Decomposition using Gram-Schmidt Process – Advantages and Disadvantages (15-18) - Computing the QR Decomposition using Householder Reflections (19-34) - Computing the QR Decomposition using Householder Reflections – Advantages and Disadvantages (35-34) - Computing the QR Decomposition using Givens' Rotations (39-46) - Computing the QR Decomposition using Givens' Rotations – Advantages and Disadvantages (47-52) - QR Decomposition Connection to a Determinant or a Product of Eigenvalues (53-68) - QR Decomposition Column Pivoting (69-76) - QR Decomposition Use for Solution to Linear Inverse Problems (77-92) - QR Decomposition Generalization (93-94)
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Jul 21, 2024
- Matrix Util QR Graham Schmidt Orthonormalization (1, 2, 3) - Matrix Util RQ Graham Schmidt Orthonormalization (6, 7, 8) - Matrix Util RQ Decomposition Composite (14, 15, 16) - Unsafe QR Graham Schmidt Orthogonalization (17, 18) - Square Matrix Annotated QR Decomposition (19, 20, 21) - Square Matrix Annotated RQ Decomposition (22, 23) Bug Fixes/Re-organization: - Matrix Util QR Decomposition Revamp (10, 11, 12) Samples: - Gram-Schmidt Process Test #1 (4, 5) - Gram-Schmidt Process Test #2 (9) - Gram-Schmidt Process Test #3 (13) IdeaDRIP: - QR Algorithm (24-26) - The Practical QR Algorithm (27-50) - QR Algorithm Visualization (51-66) - QR Algorithm Visualization - Finding Eigenvalues versus Eigenvectors (67-87) - QR Algorithm Visualization - Speeding Up: Shifting and Deflation (88-97) - The Implicit QR Algorithm (98-104) - The Implicit QR Algorithm - Renaming Proposal (105, 106) - QR Algorithm Interpretation and Convergence (107-113) - QR Algorithm History (114-120)
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Jul 28, 2024
- Linear Algebra Gershgorin Disc #1 (33) - Linear Algebra Gershgorin Disc #2 (34, 35, 36) - Linear Algebra Gershgorin Disc #3 (37, 38, 39) - Matrix Gershgorin Disc Diagonal Entry (40, 41) - Linear Algebra Gershgorin Disc Radius (42, 43) - Linear Algebra Gershgorin Disc Constructor (44, 45, 46) - Gershgorin Disc From Row #1 (47, 48) - Gershgorin Disc From Row #2 (49, 50) - Gershgorin Disc Array Analysis #1 (51, 52, 53) - Gershgorin Disc Array Analysis #2 (54, 55, 56) - Gershgorin Disc Array Analysis #3 (57, 58) - Gershgorin Disc Array Analysis #4 (59, 60) - Matrix Util Transpose Revamp #1 (61, 62, 63) - Matrix Util Transpose Revamp #2 (64, 65, 66) - Gershgorin Disc Default Absolute Tolerance (79, 80) - Gershgorin Disc Default Relative Tolerance (81, 82) - Gershgorin Disc Diagonal Dominance #1 (83, 84) - Gershgorin Disc Diagonal Dominance #2 (85, 86, 87) - Linear Algebra Gershgorin Analyzer #1 (88, 89, 90) - Gershgorin Disc Diagonal Dominance #3 (91, 92) - Gershgorin Disc Diagonal Dominance #4 (93, 94) - Numerical Common R^1 Comparator Shell (95, 96) - R^1 Comparator Absolute Tolerance Determiner (97, 98) - R^1 Comparator Relative Tolerance Determiner (99, 100) - Numerical Common R^1 Comparator Constructor (101, 102, 103) - R^1 Comparator Default Absolute/Relative Tolerance (104, 105, 106) - Numerical Common R^1 Comparator Standard (107, 108) - Numerical Common R^1 Closeness Verifier (109, 110, 111) - R^1 Closeness Verifier Match #1 (112, 113, 114) - R^1 Closeness Verifier Match #2 (115, 116) - Gershgorin Disc From Row #1 (117, 118) - Gershgorin Disc From Row #2 (119, 120) Bug Fixes/Re-organization: Samples: - Square Matrix Gershgorin Test #1 (67, 68) - Square Matrix Gershgorin Test #2 (69, 70) - Square Matrix Gershgorin Test #3 (71, 72) - Square Matrix Gershgorin Test #4 (73, 74, 75) - Square Matrix Gershgorin Test #5 (76, 77, 78) IdeaDRIP: - Condition Number - Non-linear One Variable (1-27) - Condition Number - Several Variables (28-32)
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- Array of Gershgorin Analyzer Disc (1, 2) - Linear Algebra Gershgorin Analyzer Constructor #1 (3, 4, 5) - Gershgorin Analyzer Diagonally Dominant #1 (6, 7) - Gershgorin Analyzer Diagonally Dominant #2 (8, 9, 10) - Gershgorin Analyzer From Square Matrix #1 (11, 12) - Gershgorin Analyzer From Square Matrix #2 (13, 14, 15) - Gershgorin Analyzer R^2 Array #1 (18, 19) - Gershgorin Analyzer R^2 Array #2 (20, 21) - Gershgorin Analyzer Square Matrix Instance (22, 23) - Linear Algebra Gershgorin Analyzer Constructor #2 (24, 25, 26) - Gershgorin Analyzer From Square Matrix #3 (27) - Gershgorin Analyzer Diagonal Strengthener #1 (29, 28, 30) - Gershgorin Analyzer Diagonal Strengthener #2 (31, 32) - Gershgorin Analyzer From Square Matrix #4 (33, 34) - Gershgorin Disc Left Edge Coordinate (51, 52) - Gershgorin Disc Right Edge Coordinate (53, 54) Bug Fixes/Re-organization: - Square Matrix Gershgorin Clean up (16, 17) Samples: - Gershgorin Analyzer Square Matrix Test (35, 36, 37) - Gershgorin Analyzer Analysis Test #1 (38, 39) - Gershgorin Analyzer Analysis Test #2 (40, 41, 42) - Gershgorin Analyzer Analysis Test #3 (43, 44, 45) - Gershgorin Disc Row Array Analysis (46, 47, 48) - Gershgorin Disc Column Array Analysis (49, 50) - Gershgorin Square Matrix Analysis #1 (55, 56, 57) - Gershgorin Square Matrix Analysis #2 (58, 59, 60) - Gershgorin Square Matrix Analysis #3 (61, 62, 63) - Gershgorin Square Matrix Analysis #4 (64, 65, 66) - Gershgorin Square Matrix Analysis #5 (67, 68, 69) - Gershgorin Square Matrix Analysis #6 (70, 71, 72) - Gershgorin Square Matrix Analysis #7 (73, 74, 75) - Gershgorin Square Matrix Analysis #8 (76, 77, 78) - Gershgorin Square Matrix Analysis #9 (79, 80, 81) IdeaDRIP: - Condition Number Introduction (82-105) - Condition Number General Definition in the Context of Error Analysis (106-109) - Condition Number Matrices (110-120)
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Aug 4, 2024
- R^1 -> R^1 Inverse Sine Trigonometric Function Evaluate (1, 2) - R^1 -> R^1 Inverse Sine Trigonometric Function Condition Number (3, 4) - R^1 -> R^1 Inverse Cosine Trigonometric Function Shell (5, 6) - R^1 -> R^1 Inverse Cosine Trigonometric Function Constructor (7, 8) - R^1 -> R^1 Inverse Cosine Trigonometric Function Evaluate (9, 10) - R^1 -> R^1 Inverse Cosine Trigonometric Function Condition Number (11, 12) - R^1 -> R^1 Inverse Tangent Trigonometric Function Shell (13, 14) - R^1 -> R^1 Inverse Tangent Trigonometric Function Constructor (15, 16) - R^1 -> R^1 Inverse Tangent Trigonometric Function Evaluate (17, 18) - R^1 -> R^1 Inverse Tangent Trigonometric Function Condition Number (19, 20) - Natural Log Series Element Operator (21, 22) - Built-in R<sup>1</sup> To R<sup>1</sup> Custom Functions (25, 26) - R^1 -> R^1 Custom Almgren Enhanced Euler Update (27, 28) - R^1 -> R^1 Custom Andersen Piterbarg Mean Reverter (29, 30) - R^1 -> R^1 Custom SABR LIBOR Cap Volatility (31, 32) - R^1 -> R^1 Custom CIR PDF (33, 34) - R^1 -> R^1 Custom Quadratic Rational Shape Control (35, 36) - R^1 -> R^1 Custom Linear Rational Tension Exponential (37, 38) - R^1 -> R^1 Custom Linear Rational Shape Control (39, 40) - R^1 -> R^1 Custom ISDA Bucket Curvature Tenor Scaler (41, 42) - Condition Number Analysis of R<sup>1</sup> To R<sup>1</sup> Functions (43, 44) - R^1 -> R^1 Reciprocal Operator Function Shell (94, 95) - R^1 -> R^1 Reciprocal Operator Function Constructor (96, 97) - R^1 -> R^1 Reciprocal Operator Function Evaluate (98, 99) - R^1 -> R^1 Reciprocal Operator Function Condition Number (100, 101) Bug Fixes/Re-organization: - R^1 -> R^1 Trigonometric Function Migration (23, 24) - R^1 -> R^1 Function Univariate Reciprocal Migration (94, 95, 96) Samples: - Condition Number Trigonometric Functions #1 (45, 46) - Condition Number Trigonometric Functions #2 (47, 48) - Condition Number Trigonometric Functions #3 (49, 50, 51) - Condition Number Trigonometric Functions #4 (52, 53, 54) - Condition Number Trigonometric Functions #5 (55, 56, 57) - Condition Number Trigonometric Functions #6 (58, 59, 60) - Condition Number Trigonometric Functions #7 (61, 62, 63) - Condition Number Trigonometric Functions #8 (64, 65, 66) - Condition Number Trigonometric Functions #9 (67, 68, 69) - Condition Number Trigonometric Functions #10 (70, 71, 72) - Condition Number Trigonometric Functions #11 (73, 74, 75) - Condition Number Trigonometric Functions #12 (76, 77, 78) - Condition Number Trigonometric Functions #13 (79, 80, 81) - Condition Number Trigonometric Functions #14 (82, 83, 84) - Condition Number Operator Functions #1 (85, 86, 87) - Condition Number Operator Functions #2 (88, 89, 90) - Condition Number Operator Functions #3 (91, 92, 93) - Condition Number Operator Functions #4 (102, 103) - Condition Number Operator Functions #5 (104, 105) - Condition Number Operator Functions #6 (106, 107, 108) - Condition Number Operator Functions #7 (109, 110, 111) - Condition Number Operator Functions #8 (112, 113, 114) - Condition Number Operator Functions #9 (115, 116, 117) - Condition Number Operator Functions #10 (118, 119, 120) IdeaDRIP:
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- L Infinity Condition Number #1 (10, 11) - L Infinity Condition Number #2 (12, 13) - R^d -> R^1 L_Infinity Normed Jacobian (14, 15, 16) - R^d -> R^1 L_Infinity Normed Variate (17, 18, 19) - L Infinity Condition Number #3 (20, 21) - R^d -> R^1 L2 Normed Jacobian (22, 23, 24) - R^d -> R^1 L2 Normed Variate (25, 26, 27) - R^d -> R^1 L2 Condition Number (28, 29) - Euclidean Generalized Metric Vector Space (30, 31) - L2 Generalized Metric Vector Space (32, 33) - L_Infinity Generalized Metric Vector Space (34, 35) - R^d -> R^1 Lp Normed Variate (36, 37, 38) - R^d -> R^1 Lp Normed Jacobian (39, 40, 41) - R^d -> R^1 Lp Condition Number (42, 43, 44) - R^d -> R^1 Default Condition Number (45, 46, 47) - Eigen Output Condition Number #1 (64, 65, 66) - Eigen Output Condition Number #2 (67, 68) - Eigen Output Condition Number #3 (69, 70) - Square Matrix Condition Number Estimate (71, 72, 73) - Square Matrix Condition Number #1 (74, 75) - Square Matrix Condition Number #2 (76, 77, 78) - Square Matrix Singular Value Decomposition (94, 95, 96) - Triangular Matrix Condition Number #1 (97, 98, 99) - Triangular Matrix Condition Number #2 (100, 101, 102) - Square Matrix Default Condition Number (103, 104) Bug Fixes/Re-organization: Samples: - Condition Number Operator Functions #1 (1, 2, 3) - Condition Number Operator Functions #2 (4, 5, 6) - Condition Number Operator Functions #3 (7, 8, 9) - Condition Number Affine R^2 -> R^1 #1 (48, 49, 50) - Condition Number Affine R^2 -> R^1 #2 (51, 52, 53) - Condition Number Affine R^2 -> R^1 #3 (54, 55, 56) - Condition Number Affine R^2 -> R^1 #4 (57, 58) - Condition Number Affine R^2 -> R^1 #5 (59, 60) - Condition Number Affine R^2 -> R^1 #6 (61, 62, 63) - Triangular Matrix Condition Number #1 (79, 80, 81) - Triangular Matrix Condition Number #2 (82, 83, 84) - Triangular Matrix Condition Number #3 (85, 86, 87) - Triangular Matrix Condition Number #4 (88, 89, 90) - Triangular Matrix Condition Number #5 (91, 92, 93) IdeaDRIP: - Unitary Matrix (105-112) - Unitary Matrix Properties (113-120)
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Aug 11, 2024
- Implementation of R1/C1 Matrices (8, 9) - Numerical R^1 Square Matrix Re-work (10, 11, 12) - Numerical R^1 Tridiagonal Matrix Re-work (13, 14) - Numerical R^1 Non-periodic Tridiagonal Matrix Re-work (15, 16) - Numerical R^1 Periodic Tridiagonal Matrix Re-work (17, 18) - Numerical R^1 Triangular Matrix Re-work (19, 20, 21) - Linear Algebra R^1 Matrix Util (22, 23, 24) - Implementation of Complex Number Suite (25) - Numerical Complex C1 Shell #1 (26, 27, 28) - Numerical Complex C1 Shell #2 (29, 30, 31) - Numerical Complex Cartesian C1 Re-work (32, 33, 34) - Numerical Complex C1 Cartesian Re-work (35, 36) - C1 Matrix Util Add #1 (37, 38, 39) - C1 Matrix Util Add #2 (40, 41, 42) - C1 Matrix Util Add #3 (43, 44, 45) - C1 Matrix Util Add #4 (46, 47, 48) - C1 Matrix Util Scale #1 (49, 50, 51) - C1 Matrix Util Scale #2 (52, 53, 54) - C1 Matrix Util Scale #3 (55, 56, 57) - C1 Matrix Util Scale #4 (58, 59, 60) - C1 Matrix Util Subtract #1 (61, 62, 63) - C1 Matrix Util Subtract #2 (64, 65, 66) - C1 Matrix Util Subtract #3 (67, 68, 69) - C1 Matrix Util Subtract #4 (70, 71, 72) - C1 Matrix Util Multiply #1 (73, 74, 75) - C1 Matrix Util Multiply #2 (76, 77, 78) - C1 Matrix Util Multiply #3 (79, 80, 81) - C1 Matrix Util Multiply #4 (82, 83, 84) - C1 Matrix Util Divide #1 (85, 86, 87) - C1 Matrix Util Divide #2 (88, 89, 90) - C1 Matrix Util Divide #3 (91, 92, 93) - C1 Matrix Util Divide #4 (94, 95, 96) - C1 Matrix Util Square #1 (97, 98, 99) - C1 Matrix Util Square #2 (100, 101, 102) - C1 Matrix Util Square #3 (103, 104, 105) - C1 Matrix Util Square #4 (106, 107, 108) - C1 Matrix Util Square Root #1 (109, 110, 111) - C1 Matrix Util Square Root #2 (112, 113, 114) - C1 Matrix Util Square Root #3 (115, 116, 117) - C1 Matrix Util Square Root #4 (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP: - Unitary Matrix Elementary Constructions - 2x2 (1-7)
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- C1 Matrix Util Exponentiate #1 (1, 2, 3) - C1 Matrix Util Exponentiate #2 (4, 5, 6) - C1 Matrix Util Exponentiate #3 (7, 8, 9) - C1 Matrix Util Exponentiate #4 (10, 11, 12) - C1 Matrix Util Logarithm #1 (13, 14, 15) - C1 Matrix Util Logarithm #2 (16, 17, 18) - C1 Matrix Util Logarithm #3 (19, 20, 21) - C1 Matrix Util Logarithm #4 (22, 23, 24) - Numerical Complex C1 Util Re-work (25, 26, 27) - C1 Matrix Util Dot Product #1 (28, 29, 30) - C1 Matrix Util Dot Product #2 (31, 32, 33) - C1 Matrix Util Dot Product #3 (34, 35, 36) - Numerical Complex C1 Cartesian Re-work (37, 38, 39) - C1 Matrix Util Unsafe Transpose (40, 41, 42) - Complex C1 Matrix Util Transpose (43, 44, 45) - Numerical Complex C1 Square Shell (46, 47, 48) - Numerical Complex C1 Square Grid (49, 50, 51) - Numerical Matrix R1 Square Grid #1 (52, 53, 54) - Numerical Matrix R1 Square Grid #2 (55, 56, 57) - Numerical Matrix R1 Square Grid #3 (58, 59, 60) - Numerical Matrix R1 Square Grid #4 (61, 62, 63) - Numerical Matrix R1 Square Grid #5 (64) - Numerical Complex C1 Square Constructor (65, 66, 67) - Numerical Complex C1 Square Zero (68, 69) - Numerical Matrix R1 Square Product #1 (70, 71, 72) - Numerical Matrix R1 Square Product #2 (73, 74, 75) - Numerical Matrix R1 Square Product #3 (76, 77, 78) - Numerical Matrix R1 Square Product #4 (79, 80, 81) - C1 Square Slim Contract Set (82, 83, 84) - L2 Norm C1 Complex Cartesian (85, 86, 87) - C1 Matrix Util Unsafe Determinant #1 (88, 89, 90) - C1 Matrix Util Unsafe Determinant #2 (91, 92, 93) - C1 Matrix Util Unsafe Determinant #3 (94, 95, 96) - C1 Matrix Util Unsafe Determinant #4 (97, 98, 99) - C1 Matrix Util Unsafe Determinant #5 (100, 101, 102) - C1 Square Matrix Util Transpose (103, 104, 105) - C1 Matrix Util Scale #1 (106, 107, 108) - C1 Matrix Util Scale #2 (109, 110, 111) - C1 Matrix Util Scale #3 (112, 113, 114) - C1 Cartesian Phi AB #1 (115, 116, 117) - C1 Cartesian Phi AB #2 (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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- C1 Square PhiAB A (1, 2) - C1 Square PhiAB B (3, 4) - C1 Square PhiAB Phi (5, 6) - C1 Square PhiAB Standard #1 (7, 8, 9) - C1 Square PhiAB Standard #2 (10, 11, 12) - C1 Cartesian Unit Real Standard (13, 14, 15) - C1 Cartesian Unit Imaginary Standard (16, 17, 18) - C1 Numerical Complex Cartesian Conjugate (19, 20, 21) - C1 Numerical Complex Cartesian Determinant (22, 23, 24) - Indicate if C1Square is Unitary (25, 26) - C1 Cartesian Phi Alpha Beta Theta Shell (27, 28, 29) - C1 Cartesian Phi Alpha Beta Theta #1 (30, 31) - C1 Cartesian Phi Alpha Beta Theta #2 (32, 33) - C1 Cartesian Phi Alpha Beta Theta #3 (34, 35) - C1 Cartesian Phi Alpha Beta Theta #4 (36, 37) - C1 Cartesian Phi Alpha Beta Theta Constructor (38, 39, 40) - C1 Cartesian Phi Alpha Beta Theta Standard #1 (41, 42, 43) - C1 Cartesian Phi Alpha Beta Theta Standard #2 (44, 45, 46) - C1 Cartesian Phi Alpha Beta Theta A (47, 48, 49) - C1 Cartesian Phi Alpha Beta Theta B (50, 51, 52) - C1 Cartesian Phi Alpha Beta Theta #5 (53, 54) - C1 Cartesian Phi Psi Theta Delta Shell (55, 56, 57) - C1 Cartesian Phi Psi Theta Delta Jordan Normal Left (58, 59) - C1 Cartesian Phi Psi Theta Delta Jordan Normal Right (60, 61) - C1 Cartesian Phi Psi Theta Delta Jordan Normal Center (62, 63) - C1 Cartesian Phi Psi Theta Delta #1 (64, 65) - C1 Cartesian Phi Psi Theta Delta #2 (66, 67) - C1 Cartesian Phi Psi Theta Delta #3 (68, 69) - C1 Cartesian Phi Psi Theta Delta #4 (70, 71) - C1 Cartesian Phi Psi Theta Delta Constructor #1 (72, 73) - C1 Cartesian Phi Psi Theta Delta Constructor #2 (74, 75) - C1 Cartesian Phi Psi Theta Delta #5 (76, 77, 78) - R1 Rotation 2x2 Shell Annotation (79, 80, 81) - R1 Square Rotation 2x2 Theta (82, 83, 84) - R1 Square Rotation 2x2 Constructor (85, 86, 87) - R1 Square Rotation 2x2 Standard #1 (88, 89) - R1 Square Rotation 2x2 Standard #2 (90, 91) - R1 Square Rotation 2x2 Standard #3 (92, 93) - C1 Square Rotation 2x2 #1 (94, 95, 96) - C1 Square Rotation 2x2 #2 (97, 98) - C1 R1 Matrix Product #1 (99, 100, 101) - C1 R1 Matrix Product #2 (102, 103, 104) - C1 R1 Matrix Product #3 (105, 106, 107) - C1 Grid of Complex Numbers (108, 109) - C1 Util Is Grid Valid (110, 111, 112) - C1 Util Is Vector Valid (113, 114, 115) - C1 Util/Vector/Grid Validity (116, 117) - Number Util Is Grid Valid (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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- C1 Matrix Util Product #1 (1, 2, 3) - C1 Matrix Util Product #2 (4, 5, 6) - C1 Matrix Util Product #3 (7, 8, 9) - C1 Matrix Util Product #4 (10, 11, 12) - C1 Matrix Util Product #5 (13, 14, 15) - C1 Matrix Util Product #6 (16, 17, 18) - C1 Matrix Util Product #7 (19, 20, 21) - C1 Matrix Util Product #8 (22, 23, 24) - C1 Cartesian Phi Alpha Beta Theta Standard (25, 26, 27) - C1 Cartesian Phi Psi Theta Delta Standard #1 (28, 29, 30) - C1 Cartesian Phi Psi Theta Delta Standard #2 (31, 32, 33) - C1 Cartesian Phi Psi Theta Delta Alpha (34, 35, 36) - C1 Cartesian Phi Psi Theta Delta Beta (37, 38, 39) - C1 Cartesian Fuhr Rzeszotnik Shell (40, 41, 42) - C1 Cartesian Fuhr Rzeszotnik Rho (43, 44) - C1 Cartesian Fuhr Rzeszotnik Epsilon (45, 46) - C1 Cartesian Fuhr Rzeszotnik Eta (47, 48) - C1 Cartesian Fuhr Rzeszotnik Sigma (49, 50) - C1 Cartesian Fuhr Rzeszotnik Constructor #1 (51, 52) - C1 Cartesian Fuhr Rzeszotnik Constructor #2 (53, 54) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Left (55, 56) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Center (57, 58) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Right (58, 60) - C1 Cartesian Fuhr Rzeszotnik #1 (61, 62, 63) - C1 Cartesian Fuhr Rzeszotnik #2 (64, 65) - Numerical Common Unitary Matrix Shell (66, 67, 68) - Numerical Common Unitary Matrix Constructor (69, 70) - C1 Util Numerical Complex Unitary (71, 72) - C1 Matrix Util Unsafe Determinant #1 (73, 74, 75) - C1 Matrix Util Unsafe Determinant #2 (76, 77, 78) - Standard Instance of the Unitary Matrix (79, 80, 81) - Unitary Matrix Condition Number (82, 83, 84) Bug Fixes/Re-organization: Samples: IdeaDRIP: - Matrix Norm (85-87) - Matrix Norm Preliminaries (88-106) - Matrix Norms Induced by Vector (107-117) - Matrix Norms Induced by Vector p-Norms (118-120)
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- Graph Tree Add Standalone Vertex (1) - Abbsord Graph Tree and Edge (2, 3) - Graph Tree Edge Priority Queue (4, 5, 6) - Graph Tree Templated Vertex (7, 8, 9) - Directed Graph Untemplated Vertex #1 (10, 11, 12) - Directed Graph Untemplated Vertex #2 (13, 14, 15) - Directed Graph Untemplated Vertex #3 (16, 17, 18) - Directed Graph Untemplated Vertex #4 (19, 20, 21) - Directed Graph Untemplated Vertex #5 (22, 23, 24) - Directed Graph Untemplated Vertex #6 (25, 26, 27) - Directed Graph Untemplated Vertex #7 (28, 29, 30) - Directed Graph Untemplated Vertex #8 (31, 32, 33) - Directed Graph Untemplated Vertex #9 (34) - Core Graph N Dimensional Hypercube (38, 39, 40) - Greedy MST Graph Boruvka Forest (42, 43, 44) - Boruvka Optimal Spanning Forest Generator (45, 46) - Greedy MST Graph Kruskal Generator (47, 48) - Greedy MST Graph Prime Generator (49, 50) - Greedy MST Graph Reverse Delete Generator (51) - Tree Builder Capacitated MST Generator (52) - Tree Builder Degree Constrained MST Generator (53) - Tree Builder Directed MST Generator (54) - Tree Builder Dynamic MST Generator (55) - Tree Builder Dynamic Euclidean Generator (56) - Tree Builder Dynamic KSMT Generator (57) - K Optimal Spanning Forests Generator (58) - Optimal Bottleneck Spanning Tree Generator (59) - Builder Optimal Labeling Spanning Tree Generator (60) - Tree Builder Rectilinear MST Generator (61) - Builder Steiner Tree Generator (62) - Complete MST Random Graph Ensemble (63, 64, 65) - Complete MST Random Graph (66) - Bellman Ford Bannister Eppstein Path Generator (67) - Bellman Ford Edge Partition Generator (68) - Graph Shortest Optimal Path Generator (69) - Graph Shortest Path Vertex Augmentor (70) - Bellman Ford Edge Relaxation Path Generator (71) - Bellman Ford Yen Edge Relaxation Path Generator (72) - Bellman Ford Yen Reduced Relaxation Path Generator (73) - Bellman Ford Johnson Path Generator (73) - Bellman Ford Edge Partition (74, 75) - Dijkstra Shortest Path Generator (76) - Shortest Path Floyd Warshall (77) - Shortest Path Floyd Warshall Distance Metric (78) - Graph Search Breadth First (79) - Graph Search Depth First (80) - A Star Vertex Function (81) - A Star Vertex Context (82, 83) - A Star F Heuristic (84) - A Star Static Weight F Heuristic (85) - A Star Dynamic Weight F Heuristic (86) - A Star Mark Allard F Heuristic (87) - Graph Connectivity Kosaraju (88) Bug Fixes/Re-organization: - Graph Core Vertex R1 Remove (35, 36) - Graph Vertex R1 Function Remove (37) - Directed Graph R1 Remove (41) Samples: - MST Boruvka Maximum Forest Generator (89, 90) - MST Boruvka Minimum Forest Generator (91, 92) - MST Kruskal Maximum Forest Generator (93, 94) - MST Kruskal Minimum Forest Generator (95, 96) - MST Prim Maximum Forest Generator (97, 98) - MST Prim Minimum Forest Generator (99, 100) - MST Reverse Delete Maximum Forest Generator (101, 102) - MST Reverse Delete Minimum Forest Generator (103, 104) - Graph Properties (105) - Graph Complete Bipartite Properties (106, 107, 108) - Yen Reduced Relaxation Single Source (109) - Yen Reduced Relaxation Single Pair (110) - Yen Edge Partition Single Source (111) - Yen Edge Partition Single Pair (112) - Shortest Path Bannister Eppstein Single Source (113) - Shortest Path Bannister Eppstein Single Pair (114) - Shortest Path Bellman Ford Single Source (115) - Shortest Path Bellman Ford Single Pair (116) - Shortest Path Johnson Single Source (117) - Shortest Path Johnson Single Pair (118) - Shortest Path Johnson Single Source Negative Weight (119) - Connectivity Kosaraju Strongly Connected Components (120) IdeaDRIP:
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- Graph Core Network Vertex Value (6, 7, 8) - Steele Complete Uniform Random Tree (9, 10, 11) - Vector/Function Spaces involving Spaces (12, 13, 14) - Adjacency Matrix Representation of Graph (15, 16, 17) - Adjacency Matrix G2 Map #1 (18) - Adjacency Matrix G2 Map #2 (19, 20, 21) - Adjacency Matrix G2 Map #3 (22, 23, 24) - Adjacency Matrix G2 Map Network (25, 26) - Adjacency Matrix G2 Map Function (27, 28) - Adjacency Matrix G2 Map Constructor (29, 30, 31) - G2 Map L1 Vertex #1 (32, 33) - G2 Map L1 Vertex #2 (34, 35) - Eliminate G2 Map Network Graph (36, 37) - G2 Map Cross Vertex Evaluate (38, 39, 40) - G2 Map Cross Vertex L1 (41, 42) - G2 Map Cross Vertex L2 (43, 44, 45) - G2 Map Cross Vertex Lk (46, 47, 48) - G2 Map Cross Vertex Bounded (49, 50, 51) - Adjacency Matrix G2ToG2 Function Shell (52, 53, 54) - Adjacency Matrix G2ToG2 Function Evaluate (55, 56) - Adjacency Matrix Gk Map Norm #1 (60, 61) - Adjacency Matrix Gk Map Norm #2 (62, 63) - Adjacency Matrix Gk To R1 (64, 65, 66) - Adjacency Matrix G1 -> R1 #1 (67, 68, 69) - Adjacency Matrix G1 -> R1 #2 (70, 71) - Adjacency Matrix G2 -> R1 #1 (72, 73) - Adjacency Matrix G2 -> R1 #2 (74, 75) - Adjacency Matrix Gk Operator Shell (79, 80, 81) - Adjacency Matrix Gk Operator Constructor (82, 83, 84) - Gk Linear Operator Evaluate #1 (85, 86) - Gk Linear Operator Evaluate #2 (87, 88) - Gk Linear Operator Spectral Radius (91, 92, 93) - Guo Wang Li 2019 Bound #1 (94, 95, 96) - Guo Wang Li 2019 Bound #2 (97, 98, 99) - Guo Wang Li 2019 Bound #3 (100, 101, 102) - Guo Wang Li 2019 Bound #4 (103, 104, 105) - Guo Wang Li 2019 Bound #5 (106, 107, 108) - Guo Wang Li 2019 Bound #6 (109, 110, 111) - Guo Wang Li 2019 Bound Unset (112, 113, 114) - Guo Wang Li 2019 Spectral Radius Upper Bound #1 (115, 116, 117) - Guo Wang Li 2019 Spectral Radius Upper Bound #2 (118, 119, 120) Bug Fixes/Re-organization: - Rework G2 to Gk Map (57, 58, 59) - Adjacency Matrix G2ToG2 Function Deletion (76, 77, 78) - Adjacency Matrix Gk Linear Operator (89, 90) Samples: - Graph Depth First Search 1 (1) - Graph Depth First Search 2 (2) - Graph Depth First Search 3 (3) - Graph Breadth First Search 1 (4) - Graph Breadth First Search 3 (5) IdeaDRIP:
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Aug 31, 2024
- R1 Matrix Util Unsafe Power (1, 2, 3) - R1 Matrix Util Product Power (4, 5, 6) - R1 Square Matrix k Power (37, 38, 39) - Numerical Estimation R^k To R^1 Series (40, 41, 42) - Implementation of Jordan Normal Form #1 (43, 44, 45) - Numerical Jordan Form JSubM Shell (46, 47, 48) - Numerical Jordan Form JSubM mSubI (49, 50) - Numerical Jordan Form JSubM Lambda (51, 52) - Numerical Jordan Form JSubM R1 Grid (53, 54) - Numerical Jordan Form JSubM Constructor #1 (55, 56, 57) - Numerical Jordan Form JSubM Constructor #2 (58, 59, 60) - Numerical Jordan Form JSubM Power #1 (61, 62, 63) - Numerical Jordan Form JSubM Power #2 (64, 65, 66) - Numerical Jordan Form J Shell (67, 68, 69) - Numerical Jordan Form J jSubMArray (70, 71, 72) - Numerical Jordan Form J R1 Grid (73, 74, 75) - Numerical Jordan Form J Constructor #1 (76, 77, 78) - Numerical Jordan Form J Constructor #2 (79, 80, 81) - Numerical Jordan Form J Power #1 (82, 83, 84) - Numerical Jordan Form J Power #2 (85, 86, 87) - Jordan Form VJ Decomposition J (91, 92) - Jordan Form VJ Decomposition V (93, 94) - Jordan Form VJ Decomposition Constructor (95, 96, 97) - Numerical Jordan Form J Diagonal (98, 99) - Numerical Jordan Form VJ Decomposition Recover Original (100, 101, 102) - Implementation of Matrix Norm Variants (104, 105) - R1 Square Matrix Norm #1 (106, 107, 108) - R1 Square Matrix Norm #2 (109, 110, 111) - R1 Square Matrix Norm #3 (112, 113, 114) - R1 Square Evaluator Validator Shell (115, 116, 117) - R1 Square Positive Valued Norm (118, 119, 120) Bug Fixes/Re-organization: - Implementation of Jordan Normal Form #2 (103) Samples: - Matrix Power Series #1 (7, 8, 9) - Matrix Power Series #2 (10, 11, 12) - Matrix Power Series #3 (13, 14, 15) - Matrix Power Series #4 (16, 17, 18) - Matrix Power Series #5 (19, 20, 21) - Matrix Power Series #6 (22, 23, 24) - Matrix Power Series #7 (25, 26, 27) - Matrix Power Series #8 (28, 29, 30) - Matrix Power Series #9 (31, 32, 33) - Matrix Power Series #10 (34, 35, 36) IdeaDRIP:
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- R1 Square Validator Definite Norm (1, 2) - R1 Square Validator Sub-additive Norm (3, 4) - R1 Square Validator Sub-multiplicative Norm (5, 6) - R1 Square Validator Absolutely Homogeneous Norm (7, 8) - R1 Square Evaluator Validator Constructor (9, 10, 11) - R1 Square Evaluator Validator Standard #1 (12, 13, 14) - R1 Square Evaluator Validator Standard #2 (15, 16) - R1 Square Evaluator Positive Valued (17, 18, 19) - R1 Square Evaluator Definite #1 (20, 21) - R1 Square Evaluator Definite #2 (22, 23, 24) - R1 Square Evaluator Absolutely Homogeneous (25, 26, 27) - R1 Square Evaluator Sub-Additive (28, 29, 30) - R1 Square Evaluator Sub-Multiplicative (31, 32, 33) - R1 Square Evaluator Validator Validate (36, 37, 38) - R1 Matrix Util Add #1 (39, 40, 41) - R1 Matrix Util Add #2 (42, 43, 44) - R1 Matrix Util Subtract #1 (45, 46, 47) - R1 Matrix Util Subtract #2 (48, 49, 50) - R1 Matrix Util Add #3 (51, 52, 53) - R1 Matrix Util Subtract #3 (54, 55, 56) - R1 Matrix Util Multiply #1 (57, 58) - R1 Matrix Util Multiply #2 (59, 60) - R1 Matrix Util Scale (61, 62, 63) - R1 Square Evaluator Validator #1 (64, 65, 66) - R1 Square Evaluator Validator #2 (67, 68, 69) - R1 Square Evaluator Validator #3 (70) - Matrix Norm PInfinity Evaluator Shell (71, 72) - Matrix Norm PInfinity Evaluator Norm #1 (73, 74, 75) - Matrix Norm PInfinity Evaluator Norm #2 (76, 77, 78) - Matrix Norm P1 Evaluator Shell (79, 80) - Matrix Norm P1 Evaluator Norm (81, 82, 83) - Matrix P Norm Evaluator Shell (84, 85, 86) - Matrix P Norm Evaluator Index (87, 88, 89) - Matrix P Norm Evaluator Constructor (90, 91) - Matrix PInfinity Norm Evaluator Constructor (92, 93, 94) - Matrix P2 Norm Evaluator Constructor (95, 96) - Matrix P2 Norm Evaluator Constructor (97, 98, 99) - Matrix P2 Norm Evaluator #1 (100, 101, 102) - Matrix P2 Norm Evaluator #2 (103) - Eigen Output Maximum Absolute Eigenvalue (104, 105) - Eigen Output Spectral Radius (106) - Eigen Output Spectral Norm (107, 108) - Alpha Beta Norm Evaluator Shell (109, 110, 111) - Matrix Alpha Vector Norm (112, 113) - Matrix Beta Vector Norm (114, 115) - Alpha Beta Norm Evaluator Constructor (116, 117, 118) - Single Vector Matrix Norm Evaluator (119, 120) Bug Fixes/Re-organization: - R1 Square Validator Abstract Class (34, 35) Samples: IdeaDRIP:
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- Single Vector Norm Evaluator Annotation (1) - Single Vector Norm 1 Evaluator (2, 3, 4) - Single Vector Norm 2 Evaluator (5, 6) - Single Vector Norm Infinity Evaluator (7, 8, 9) - Double Vector Norm Evaluator #1 (10, 11, 12) - Double Vector Norm Evaluator #2 (13, 14, 15) - Single Vector Norm Evaluator Constructor (16, 17, 18) - Double Vector Two Infinity Evaluator Shell (19, 20, 21) - Double Vector Two Infinity Evaluator Constructor (22, 23, 24) - Double Vector Two Infinity Evaluator Norm (25, 26, 27) - Double Vector One Two Evaluator Shell (28, 29) - Double Vector One Two Evaluator Constructor (30, 31) - Double Vector One Two Evaluator Norm (32, 33) - Matrix-Matrix Sub-multiplicative Consistency Validation (37, 38, 39) - Matrix-Matrix Sub-additive Consistency Validation (40, 41, 42) - Matrix Vector Sub-multiplicative Consistency #1 (43, 44, 45) - Matrix Vector Sub-multiplicative Consistency #2 (46, 47, 48) - Matrix Vector Sub-multiplicative Consistency #3 (49, 50, 51) - Util Unsafe Matrix Vector Product #1 (52, 53, 54) - Util Safe Matrix Vector Product #1 (55, 56, 57) - Util Unsafe Matrix Vector Product #2 (58, 59, 60) - Util Safe Matrix Vector Product #2 (61, 62, 63) - Util Safe Matrix Vector Product #3 (64, 65, 66) - Square Evaluator Consistency Validator #1 (67, 68, 69) - Square Evaluator Consistency Validator #2 (70, 71, 72) - Single Compatible Vector Evaluator p-Norm (73, 74, 75) - Entry-wise Norm Evaluator Shell #1 (76, 77, 78) - Entry-wise Evaluator p Norm (79, 80, 81) - Entry-wise Evaluator q Norm (82, 83, 84) - Entry-wise Evaluator pq Norm #1 (85, 86, 87) - Entry-wise Evaluator pq Norm #2 (88, 89) - Entry-wise Evaluator pq Norm Constructor (90, 91, 92) - Entry-wise Evaluator pq Norm 2_1 (93, 94, 95) - Entry-wise Evaluator pq Norm p_p (96, 97, 98) - Matrix Util Unsafe Trace #1 (99, 100) - Matrix Util Unsafe Trace #2 (101, 102) - R1 Matrix Util Trace Evaluator (103, 104, 105) - R1 Square Matrix Trace Evaluator (106, 107, 108) - Entry-wise Frobenius Evaluator Shell (109, 110, 111) - Entry-wise Frobenius Evaluator Constructor (112, 113, 114) - Entry-wise Frobenius Evaluator Norm (115, 116, 117) - Entry-wise Frobenius Evaluator Trace Norm (118, 119, 120) Bug Fixes/Re-organization: - R1 Square Consistency Validator Criteria (34, 35, 36) Samples: IdeaDRIP:
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- Frobenius Norm of the Eigenvalues (1, 2, 3) - R1 Square SVD Based Frobenius Norm (4, 5, 6) - Frobenius Evaluator SVD Based Norm (7, 8, 9) - Infinity, Infinity Max Matrix Norm Shell (10, 11, 12) - Infinity, Infinity Max Matrix Norm Constructor (13, 14, 15) - Infinity, Infinity Max Matrix Norm Evaluate (16, 17, 18) - Eigen-value and Eigen-component Extraction Schemes (19, 20, 21) - Jordan Normal, UV, and QR Decompositions #1 (22, 23, 24) - Jordan Normal, UV, and QR Decompositions #2 (25, 26, 27) - Jordan Normal, UV, and QR Decompositions #3 (28, 29, 30) - Jordan Normal, UV, and QR Decompositions #4 (31, 32, 33) - Numerical Eigenization QR Decomposition Matrices (34, 35, 36) - SVD Decomposition Numerical UV Shell (37, 38, 39) - SVD Decomposition Decomposed U (40, 41) - SVD Decomposition Decomposed V (42, 43) - SVD Decomposition Numerical UV Constructor (44, 45, 46) - Singular Value Decomposer Decomposition Shell (47, 48) - Singular Value Decomposer Decomposition Decompose (49, 50, 51) - Gamma2 Evaluator Matrix Norm Shell (52, 53, 54) - Gamma2 Evaluator Matrix Norm Constructor (55, 56, 57) - Gamma2 Evaluator Matrix Norm Decomposer (58, 59) - Gamma2 Evaluator 2 Infinity Norm (60, 61) - Gamma2 Evaluator Matrix Norm Evaluator (62, 63, 64) - Portfolio Construction Request/Response Constructs (65, 66) - Portfolio Construction Component Framework Manager (67, 68, 69) - Portfolio Construction Manager Universe Container (70, 71, 72) - Portfolio Universe Container Holdings Map (73, 74, 75) - Portfolio Universe Container Holdings Addition (79, 80, 81) - Portfolio Universe Container Holdings Containment (82, 83, 84) - Portfolio Universe Container Holdings Retrieval (85, 86, 87) - Portfolio Universe Container Holdings Constructor (88, 89, 90) - Portfolio Construction Block Category #1 (91, 92, 93) - Portfolio Construction Block Category #2 (94, 95, 96) - Optimizer Formulation Term Objective Category (97, 98, 99) - Portfolio Construction Block Category #3 (100, 101, 102) - Portfolio Construction Block Category #4 (103, 104, 105) - Portfolio Construction Block Category ACCOUNT (106, 107, 108) - Portfolio Construction Block Category ASSET (109, 110, 111) - Portfolio Construction Block Category ATTRIBUTE JOINT DENSE (112, 113, 114) - Portfolio Construction Block Category ATTRIBUTE JOINT FACTOR (115, 116, 117) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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TradeablesContainer describes the Economy with the following Traded Assets - the Overnight Index
Numeraire, the Collateral Scheme Numeraire, the Default-able Bank Bond Numeraire, the Array of
Default-able Counter-party Numeraires, and an Asset that follows Brownian Motion. The References are:
Albanese, C., and L. Andersen (2014): Accounting for OTC Derivatives: Funding Adjustments and the Re-Hypothecation Option eSSRN https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2482955
Burgard, C., and M. Kjaer (2013): Funding Costs, Funding Strategies Risk 23 (12) 82-87
Burgard, C., and M. Kjaer (2014): In the Balance Risk 24 (11) 72-75
Burgard, C., and M. Kjaer (2017): Derivatives Funding, Netting, and Accounting eSSRN
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2534011.
Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing Risk 21 (2) 97-102
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