1 core.vectors.LinearCombination
core.vectors.LinearCombination(coefficients, vector)Linear combination of vector elements with constant coefficients.
Represents: c[0]x[0] + c[1]x[1] + … + c[n-1]*x[n-1]
This enables efficient numpy integration: coefficients @ vector.
1.1 Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| coefficients | np.ndarray | NumPy array of constant coefficients. | required |
| vector | VectorVariable | VectorExpression | VectorVariable or VectorExpression to combine. | required |
1.2 Example
import numpy as np returns = np.array([0.12, 0.08, 0.10]) weights = VectorVariable(“w”, 3) portfolio_return = LinearCombination(returns, weights) portfolio_return.evaluate({“w[0]”: 0.5, “w[1]”: 0.3, “w[2]”: 0.2}) 0.084
1.3 Methods
| Name | Description |
|---|---|
| evaluate | Evaluate the linear combination given variable values. |
| get_variables | Return all variables this expression depends on. |
1.3.1 evaluate
core.vectors.LinearCombination.evaluate(values)Evaluate the linear combination given variable values.
1.3.2 get_variables
core.vectors.LinearCombination.get_variables()Return all variables this expression depends on.