ifsm.setQF | R Documentation |
Tool function to construct the quadratic form x'Qx + b'x + l2 to be minimized under some constraint depending on l1. This is used to construct the IFSM operator.
ifsm.setQF(u, s, a)
u |
the vector of values of the target function u |
s |
the vector of coefficients s_i in: w_i = s_i *x + a_i |
a |
the vector of coefficients a_i in: w_i = s_i *x + a_i |
This operator is intended to approximate a function on L2[0,1]. If āuā is simulated, then the IFSM can be used to simulate a IFSM version of āuā.
List of elements
Q |
the matrix of the quadratic form |
b |
the matrix of the quadratic form |
L1 |
the L1 norm of the target function |
L2 |
the L2 norm of the target function |
M1 |
the integral of the target function |
S. M. Iacus
Iacus, S.M, La Torre, D. (2005) IFSM representation of Brownian motion with applications to simulation, forthcoming.
IFSM
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