com.opengamma.strata.math.impl.linearalgebra

Class CholeskyDecompositionCommons

java.lang.Object

com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommons

All Implemented Interfaces:

Decomposition<CholeskyDecompositionResult>, Function<DoubleMatrix,CholeskyDecompositionResult>

public class CholeskyDecompositionCommons
extends Object
implements Decomposition<CholeskyDecompositionResult>

This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.

Constructor Summary

Constructors

Constructor and Description
CholeskyDecompositionCommons()

Method Summary

Modifier and Type	Method and Description
CholeskyDecompositionResult	apply(DoubleMatrix x) Applies this function to the given argument.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.Function

andThen, compose, identity

Constructor Detail

CholeskyDecompositionCommons

public CholeskyDecompositionCommons()

Method Detail

apply

public CholeskyDecompositionResult apply(DoubleMatrix x)

Applies this function to the given argument.

Specified by:

apply in interface Decomposition<CholeskyDecompositionResult>

Specified by:

apply in interface Function<DoubleMatrix,CholeskyDecompositionResult>

Parameters:

x - the input matrix

Returns:

the resulting decomposition