| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.linearalgebra |
| Modifier and Type | Method and Description |
|---|---|
DoubleMatrix |
InverseTridiagonalMatrixCalculator.apply(TridiagonalMatrix x) |
static double[] |
TridiagonalSolver.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 |
TridiagonalSolver.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.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.