Struct GammaTerms 

pub struct GammaTerms {
    pub own: Vec<(Option<RiskAxis>, f64)>,
    pub cross: Vec<(Option<RiskAxis>, Option<RiskAxis>, f64)>,
    pub closure: f64,
}

The second-order term split exactly by the axis groups that moved.

With q(v) = vᵀ H v from one second-order pass along v, and d_a the move restricted to the inputs of group a (an axis, or None for the inputs on no axis), each own term is ½ q(d_a) and each cross term is d_aᵀ H d_b = ½ [q(d_a + d_b) − q(d_a) − q(d_b)], the polarisation identity. The terms sum to ½ q(Σ d_a), the one-pass quadratic, within round-off, and no Hessian is assembled: 1 + m + m(m − 1)/2 directional passes for m moved groups. A group with no moved input contributes exactly zero and is left out.

Fields

own: Vec<(Option<RiskAxis>, f64)>

½ d_aᵀ H d_a per moved group, in RiskAxis::ALL order with None last.

cross: Vec<(Option<RiskAxis>, Option<RiskAxis>, f64)>

d_aᵀ H d_b per moved pair, the first group earlier in the same order; one symmetric number per pair.

closure: f64

The one-pass quadratic less the sum of the terms: round-off, reported as a health check rather than hidden.

Implementations

impl GammaTerms

pub fn total(&self) -> f64

The terms summed: the quadratic less the closure.

pub fn own_of(&self, group: Option<RiskAxis>) -> f64

The own term of group, zero where it did not move.

pub fn cross_between(&self, a: Option<RiskAxis>, b: Option<RiskAxis>) -> f64

The cross term between two groups, in either order; zero where either did not move or the two are one.

Trait Implementations

impl Clone for GammaTerms

fn clone(&self) -> GammaTerms

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for GammaTerms

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for GammaTerms

fn eq(&self, other: &GammaTerms) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for GammaTerms