com.opengamma.strata.math.impl.linearalgebra

Class TridiagonalMatrix

java.lang.Object

com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

All Implemented Interfaces:

Matrix

public class TridiagonalMatrix
extends Object
implements Matrix

Class representing a tridiagonal matrix. $$ \begin{align*} \begin{pmatrix} a_1 & b_1 & 0 & \cdots & 0 & 0 & 0 \\ c_1 & a_2 & b_2 & \cdots & 0 & 0 & 0 \\ 0 & & \ddots & & \vdots & \vdots & \vdots \\ 0 & 0 & 0 & & c_{n-2} & a_{n-1} & b_{n-1} \\ 0 & 0 & 0 & \cdots & 0 & c_{n-1} & a_n \end{pmatrix} \end{align*} $$

Constructor Summary

Constructors

Constructor and Description
TridiagonalMatrix(double[] a, double[] b, double[] c)

Method Summary

Modifier and Type	Method and Description
int	dimensions()
boolean	equals(Object obj)
double[]	getDiagonal()
double[]	getDiagonalData() Direct access to Diagonal Data.
double	getEntry(int... index) Gets the entry for the indices.
double[]	getLowerSubDiagonal()
double[]	getLowerSubDiagonalData() Direct access to lower sub-Diagonal Data.
double[]	getUpperSubDiagonal()
double[]	getUpperSubDiagonalData() Direct access to upper sub-Diagonal Data.
int	hashCode()
int	size()
DoubleMatrix	toDoubleMatrix()

Methods inherited from class java.lang.Object

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

Constructor Detail

TridiagonalMatrix

public TridiagonalMatrix(double[] a,
                         double[] b,
                         double[] c)

Parameters:

a - An array containing the diagonal values of the matrix, not null

b - An array containing the upper sub-diagonal values of the matrix, not null. Its length must be one less than the length of the diagonal array

c - An array containing the lower sub-diagonal values of the matrix, not null. Its length must be one less than the length of the diagonal array

Method Detail

getDiagonalData

public double[] getDiagonalData()

Direct access to Diagonal Data.

Returns:

An array of the values of the diagonal

getDiagonal

public double[] getDiagonal()

Returns:

An array of the values of the diagonal

getUpperSubDiagonalData

public double[] getUpperSubDiagonalData()

Direct access to upper sub-Diagonal Data.

Returns:

An array of the values of the upper sub-diagonal

getUpperSubDiagonal

public double[] getUpperSubDiagonal()

Returns:

An array of the values of the upper sub-diagonal

getLowerSubDiagonalData

public double[] getLowerSubDiagonalData()

Direct access to lower sub-Diagonal Data.

Returns:

An array of the values of the lower sub-diagonal

getLowerSubDiagonal

public double[] getLowerSubDiagonal()

Returns:

An array of the values of the lower sub-diagonal

toDoubleMatrix

public DoubleMatrix toDoubleMatrix()

Returns:

Returns the tridiagonal matrix as a DoubleMatrix

hashCode

public int hashCode()

Overrides:

hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

dimensions

public int dimensions()

Specified by:

dimensions in interface Matrix

size

public int size()

Specified by:

size in interface Matrix

getEntry

public double getEntry(int... index)

Gets the entry for the indices.

Parameters:

index - the indices

Returns:

the entry