Package com.opengamma.strata.math.impl.linearalgebra

Interface Summary

Interface	Description
CholeskyDecompositionResult	Contains the results of Cholesky matrix decomposition.
LUDecompositionResult	Contains the results of LU matrix decomposition.
QRDecompositionResult	Contains the results of QR matrix decomposition.
SVDecompositionResult	Contains the results of SV matrix decomposition.

Class Summary

Class	Description
CholeskyDecompositionCommons	This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.
CholeskyDecompositionCommonsResult	Wrapper for results of the Commons implementation of Cholesky decomposition (CholeskyDecompositionCommons).
CholeskyDecompositionOpenGamma	OpenGamma implementation of the Cholesky decomposition and its differentiation.
CholeskyDecompositionOpenGammaResult	Results of the OpenGamma implementation of Cholesky decomposition.
DecompositionFactory	Factory class for different types of decompositions.
InverseTridiagonalMatrixCalculator	Direct inversion of a tridiagonal matrix using the method from "R.
LUDecompositionCommons	This class is a wrapper for the Commons Math3 library implementation of LU decomposition.
LUDecompositionCommonsResult	Wrapper for results of the Commons implementation of LU decomposition (LUDecompositionCommons).
MatrixValidate
QRDecompositionCommons	This class is a wrapper for the Commons Math library implementation of QR decomposition.
QRDecompositionCommonsResult	Wrapper for results of the Commons implementation of QR Decomposition (QRDecompositionCommons).
SVDecompositionCommons	This class is a wrapper for the Commons Math library implementation of singular value decomposition.
SVDecompositionCommonsResult	Wrapper for results of the Commons implementation of singular value decomposition SVDecompositionCommons.
TridiagonalMatrix	Class representing a tridiagonal matrix.
TridiagonalSolver