SAP ABAP Function Module RMMATH_LEVENBERG_MINIMIZATION (Levenberg and Marquardt's Method for Finding a Minimum)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Function Module | RMMATH_LEVENBERG_MINIMIZATION | Levenberg and Marquardt's Method for Finding a Minimum |
| Function Group | RMMATH | Mathematical Auxiliary Modules |
| Program Name | SAPLRMMATH | |
| INCLUDE Name | LRMMATHU03 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Changing |
CT_X_VECTOR | TYPE | VTVVKMATRIX_TAB | Optimization Parameters: Start Values for Import, Results Values for Export | |||
 Exporting |
E_CHI_VALUE | TYPE | F | Value of Chi | |||
| Exporting |
E_CHI_CHANGE | TYPE | F | Change to Chi at Last Iteration | |||
| Exporting |
E_ITERATIONSCOUNT | TYPE | I | Number of Iterations Carried Out | |||
 Importing |
I_MERITFUNCTION | TYPE REF TO | IF_FTBB_MERITFUNCTION | Merit Function for Numerical Optimization Methods | |||
| Importing |
I_MAXIMUM_CHI_VALUE | TYPE | F | Direct Debit Criterion: Chi | |||
| Importing |
I_MAXIMUM_CHI_CHANGE | TYPE | F | Direct Debit Criterion: Change to Chi | |||
| Importing |
I_MAXIMUM_ITERATIONSCOUNT | TYPE | I | Direct Debit Criterion: Number of Iterations | |||
Processing Type
| Normal Function Module | |
 Remote-Enabled Module |
BaseXML supported |
| Update Module | Start immediately |
| Immediate Start, No Restart | |
| Start Delayed | |
| Coll.run | |
| JAVA Module Callable from ABAP | |
| Remote-Enabled JAVA Module | |
| Module Callable from JAVA |
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in | 110 |
