Example usage for java.lang Math sqrt

Introduction

In this page you can find the example usage for java.lang Math sqrt.

Prototype

@HotSpotIntrinsicCandidate
public static double sqrt(double a)

Source Link

Document

Returns the correctly rounded positive square root of a double value.

Usage

From source file:com.opengamma.analytics.financial.timeseries.analysis.RankTestIIDHypothesis.java

@Override
public boolean testIID(final DoubleTimeSeries<?> x) {
    Validate.notNull(x, "x");
    final double[] data = x.valuesArrayFast();
    int t = 0;// w ww .j  a  va 2  s . com
    final int n = x.size();
    double val;
    for (int i = 0; i < n - 1; i++) {
        val = data[i];
        for (int j = i + 1; j < n; j++) {
            if (data[j] > val) {
                t++;
            }
        }
    }
    final double mean = n * (n - 1) / 4.;
    final double std = Math.sqrt(n * (n - 1) * (2 * n + 5.) / 72.);
    return Math.abs(t - mean) / std < _criticalValue;
}

From source file:lsafunctions.LSA.java

private static RealMatrix normalizeMatrix(RealMatrix M) {
    double sumColumn = 0;
    //        Matrix row = new Matrix(1, M.getColumnDimension());
    RealMatrix row = MatrixUtils.createRealMatrix(1, M.getColumnDimension());
    for (int j = 0; j < M.getColumnDimension(); j++) {
        sumColumn = 0;/*from   w w  w  .  j a  v  a 2 s .  c o  m*/
        for (int k = 0; k < M.getRowDimension(); k++) {
            sumColumn += Math.pow(M.getEntry(k, j), 2);
        }
        sumColumn = Math.sqrt(sumColumn);
        row.setEntry(0, j, sumColumn);
    }
    for (int j = 0; j < M.getColumnDimension(); j++) {
        for (int k = 0; k < M.getRowDimension(); k++) {
            M.setEntry(k, j, M.getEntry(k, j) / row.getEntry(0, j));
        }
    }
    return M;
}

From source file:algorithms.quality.AttentionQuality.java

@Override
public double getQuality(Colormap2D colormap) {
    // max L + max c (which is the same as a or b)
    double normFac = Math.sqrt(100 * 100 + 150 * 150);

    DescriptiveStatistics stats = new DescriptiveStatistics();

    for (Point2D pt : sampling.getPoints()) {
        Color color = colormap.getColor(pt.getX(), pt.getY());
        double[] lch = new CIELABLch().fromColor(color);
        double attention = Math.sqrt(lch[0] * lch[0] + lch[1] * lch[1]) / normFac;

        stats.addValue(attention);/*from  w ww  . jav  a 2 s .co  m*/
    }

    return stats.getVariance();
}

From source file:IK.G.java

public static double sqrt(double in) {
    return Math.sqrt(in);
}

From source file:info.debatty.jinu.SummaryStatistics.java

private static double calcMeanCI(final SummaryStatistics stats, final double level) {

    try {//from  ww w .  j a v a 2  s  .  c om
        // Create T Distribution with N-1 degrees of freedom
        TDistribution t_dist = new TDistribution(stats.getN() - 1);
        // Calculate critical value
        double crit_val = t_dist.inverseCumulativeProbability(1.0 - (1 - level) / 2);
        // Calculate confidence interval
        return crit_val * stats.getStandardDeviation() / Math.sqrt(stats.getN());
    } catch (MathIllegalArgumentException e) {
        return Double.NaN;
    }
}

From source file:geogebra.util.MyMath.java

final public static double asinh(double a) {
    return Math.log(a + Math.sqrt(a * a + 1.0));
}

From source file:net.gtaun.shoebill.data.Velocity.java

public float speed3d() {
    return (float) Math.sqrt(getX() * getX() + getY() * getY() + getZ() * getZ());
}

From source file:com.opengamma.analytics.financial.model.stochastic.BlackScholesGeometricBrownianMotionProcess.java

@Override
public Function1D<Double, Double> getPathGeneratingFunction(final T t, final U u, final int steps) {
    Validate.notNull(t);//from  w  w w.  jav a2s . c  om
    Validate.notNull(u);
    if (steps < 1) {
        throw new IllegalArgumentException("Number of steps must be greater than zero");
    }
    final double k = t.getStrike();
    final double m = t.getTimeToExpiry(u.getDate());
    final double sigma = u.getVolatility(m, k);
    final double b = u.getCostOfCarry();
    final double dt = m / steps;
    final double sigmaSq = sigma * sigma;
    final double nu = dt * (b - 0.5 * sigmaSq);
    final double sigmaDt = sigma * Math.sqrt(dt);
    return new Function1D<Double, Double>() {

        @Override
        public Double evaluate(final Double e) {
            return nu + sigmaDt * e;
        }
    };
}

From source file:com.opengamma.analytics.financial.model.stochastic.BlackScholesArithmeticBrownianMotionProcess.java

@Override
public Function1D<Double, Double> getPathGeneratingFunction(final T t, final U u, final int steps) {
    Validate.notNull(t);// w w w .  jav a2 s .c  o  m
    Validate.notNull(u);
    if (steps < 1) {
        throw new IllegalArgumentException("Number of steps must be greater than zero");
    }
    final double k = t.getStrike();
    final double m = t.getTimeToExpiry(u.getDate());
    final double sigma = u.getVolatility(m, k);
    final double b = u.getCostOfCarry();
    final double dt = m / steps;
    final double sigmaSq = sigma * sigma;
    final double nu = dt * (b - 0.5 * sigmaSq);
    final double sigmaDt = sigma * Math.sqrt(dt);
    return new Function1D<Double, Double>() {

        @Override
        public Double evaluate(final Double e) {
            return Math.exp(nu + sigmaDt * e);
        }
    };
}

From source file:com.opengamma.analytics.financial.var.StudentTVaRParameters.java

public StudentTVaRParameters(final double horizon, final double periods, final double quantile,
        final double dof) {
    Validate.isTrue(horizon > 0, "horizon");
    Validate.isTrue(periods > 0, "periods");
    if (!ArgumentChecker.isInRangeInclusive(0, 1, quantile)) {
        throw new IllegalArgumentException("Quantile must be between 0 and 1");
    }//from w  w w.ja  va  2 s .c om
    Validate.isTrue(dof > 0, "degrees of freedom");
    _horizon = horizon;
    _periods = periods;
    _quantile = quantile;
    _dof = dof;
    _studentT = new StudentTDistribution(dof);
    _mult = Math.sqrt((_dof - 2) * horizon / dof / periods) * _studentT.getInverseCDF(quantile);
    _scale = horizon / periods;
}