fixed typos

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@580751 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2007-09-30 16:57:45 +00:00
parent 62c72ca66d
commit e92a93d217
8 changed files with 15 additions and 15 deletions

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@ -34,7 +34,7 @@ import java.io.Serializable;
* parameters can be retrieved through the {@link
* EstimationProblem#getAllParameters
* EstimationProblem.getAllParameters} method if the measurements are
* independant of the problem, or directly if they are implemented as
* independent of the problem, or directly if they are implemented as
* inner classes of the problem.</p>
*
* <p>The instances for which the <code>ignored</code> flag is set

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@ -38,7 +38,7 @@ import java.io.Serializable;
* variables are set only once the last step has been handled.</p>
* <p>This is useful for example if the main loop of the user
* application should remain independant from the integration process
* application should remain independent from the integration process
* or if one needs to mimic the behaviour of an analytical model
* despite a numerical model is used (i.e. one needs the ability to
* get the model value at any time or to navigate through the

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@ -52,7 +52,7 @@ public interface FirstOrderDifferentialEquations {
public int getDimension();
/** Get the current time derivative of the state vector.
* @param t current value of the independant <I>time</I> variable
* @param t current value of the independent <I>time</I> variable
* @param y array containing the current value of the state vector
* @param yDot placeholder array where to put the time derivative of the state vector
* @throws DerivativeException this exception is propagated to the caller if the

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@ -53,7 +53,7 @@ public interface SecondOrderDifferentialEquations {
public int getDimension();
/** Get the current time derivative of the state vector.
* @param t current value of the independant <I>time</I> variable
* @param t current value of the independent <I>time</I> variable
* @param y array containing the current value of the state vector
* @param yDot array containing the current value of the first derivative
* of the state vector

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@ -105,7 +105,7 @@ class SwitchState implements Serializable {
}
/** Reinitialize the beginning of the step.
* @param t0 value of the independant <i>time</i> variable at the
* @param t0 value of the independent <i>time</i> variable at the
* beginning of the step
* @param y0 array containing the current value of the state vector
* at the beginning of the step
@ -210,7 +210,7 @@ class SwitchState implements Serializable {
}
/** Acknowledge the fact the step has been accepted by the integrator.
* @param t value of the independant <i>time</i> variable at the
* @param t value of the independent <i>time</i> variable at the
* end of the step
* @param y array containing the current value of the state vector
* at the end of the step
@ -240,7 +240,7 @@ class SwitchState implements Serializable {
}
/** Let the switching function reset the state if it wants.
* @param t value of the independant <i>time</i> variable at the
* @param t value of the independent <i>time</i> variable at the
* beginning of the next step
* @param y array were to put the desired state vector at the beginning
* of the next step

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@ -31,7 +31,7 @@ import java.io.Serializable;
* the name <em>switching functions</em>.</p>
*
* <p>Since events are only problem-dependent and are triggered by the
* independant <i>time</i> variable and the state vector, they can
* independent <i>time</i> variable and the state vector, they can
* occur at virtually any time, unknown in advance. The integrators will
* take care to avoid sign changes inside the steps, they will reduce
* the step size when such an event is detected in order to put this
@ -88,7 +88,7 @@ public interface SwitchingFunction extends Serializable {
* function must be continuous (at least in its roots neighborhood),
* as the integrator will need to find its roots to locate the events.</p>
* @param t current value of the independant <i>time</i> variable
* @param t current value of the independent <i>time</i> variable
* @param y array containing the current value of the state vector
* @return value of the g function
*/
@ -122,7 +122,7 @@ public interface SwitchingFunction extends Serializable {
* will continue.</li>
* </ul>
* @param t current value of the independant <i>time</i> variable
* @param t current value of the independent <i>time</i> variable
* @param y array containing the current value of the state vector
* @return indication of what the integrator should do next, this
* value must be one of {@link #STOP}, {@link #RESET_STATE},
@ -141,7 +141,7 @@ public interface SwitchingFunction extends Serializable {
* #RESET_STATE} indicator, this function will never be called, and it is
* safe to leave its body empty.</p>
* @param t current value of the independant <i>time</i> variable
* @param t current value of the independent <i>time</i> variable
* @param y array containing the current value of the state vector
* the new state should be put in the same array
*/

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@ -136,7 +136,7 @@ public class SwitchingFunctionsHandler {
/** Inform the switching functions that the step has been accepted
* by the integrator.
* @param t value of the independant <i>time</i> variable at the
* @param t value of the independent <i>time</i> variable at the
* end of the step
* @param y array containing the current value of the state vector
* at the end of the step
@ -161,7 +161,7 @@ public class SwitchingFunctionsHandler {
}
/** Let the switching functions reset the state if they want.
* @param t value of the independant <i>time</i> variable at the
* @param t value of the independent <i>time</i> variable at the
* beginning of the next step
* @param y array were to put the desired state vector at the beginning
* of the next step

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@ -40,7 +40,7 @@ import org.apache.commons.math.linear.RealMatrixImpl;
* GaussianRandomGenerator} or {@link UniformRandomGenerator}.</p>
* <p>Sometimes, the covariance matrix for a given simulation is not
* strictly positive definite. This means that the correlations are
* not all independant from each other. In this case, however, the non
* not all independent from each other. In this case, however, the non
* strictly positive elements found during the Cholesky decomposition
* of the covariance matrix should not be negative either, they
* should be null. Another non-conventional extension handling this case
@ -141,7 +141,7 @@ implements RandomVectorGenerator {
}
/** Get the rank of the covariance matrix.
* The rank is the number of independant rows in the covariance
* The rank is the number of independent rows in the covariance
* matrix, it is also the number of columns of the rectangular
* matrix of the decomposition.
* @return rank of the square matrix.