| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.linearalgebra |
| Modifier and Type | Class and Description |
|---|---|
class |
CholeskyDecompositionCommonsResult
Wrapper for results of the Commons implementation of Cholesky decomposition (
CholeskyDecompositionCommons). |
class |
CholeskyDecompositionOpenGammaResult
Results of the OpenGamma implementation of Cholesky decomposition.
|
| Modifier and Type | Method and Description |
|---|---|
CholeskyDecompositionResult |
CholeskyDecompositionOpenGamma.apply(DoubleMatrix x)
Applies this function to the given argument.
|
CholeskyDecompositionResult |
CholeskyDecompositionCommons.apply(DoubleMatrix x)
Applies this function to the given argument.
|
CholeskyDecompositionResult |
CholeskyDecompositionOpenGamma.evaluate(DoubleMatrix matrix,
double symmetryThreshold,
double positivityThreshold)
Perform the decomposition with a given symmetry and positivity threshold.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.