com.opengamma.strata.math.impl.linearalgebra

Class TridiagonalSolver

java.lang.Object

com.opengamma.strata.math.impl.linearalgebra.TridiagonalSolver

public class TridiagonalSolver
extends Object

Method Summary

Modifier and Type	Method and Description
static double[]	solvTriDag(TridiagonalMatrix aM, double[] b) Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.
static DoubleArray	solvTriDag(TridiagonalMatrix aM, DoubleArray b) Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.

Methods inherited from class java.lang.Object

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

Method Detail

solvTriDag

public static double[] solvTriDag(TridiagonalMatrix aM,
                                  double[] b)

Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector. This takes order n operations where n is the size of the system (number of linear equations), as opposed to order n^3 for the general problem.

Parameters:

aM - tridiagonal matrix

b - known vector (must be same length as rows/columns of matrix)

Returns:

vector (as an array of doubles) with same length as y

solvTriDag

public static DoubleArray solvTriDag(TridiagonalMatrix aM,
                                     DoubleArray b)

Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector. This takes order n operations where n is the size of the system (number of linear equations), as opposed to order n^3 for the general problem.

Parameters:

aM - tridiagonal matrix

b - known vector (must be same length as rows/columns of matrix)

Returns:

vector with same length as y