| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.matrix | |
| com.opengamma.strata.math.impl.rootfinding.newton | |
| com.opengamma.strata.math.impl.statistics.leastsquare |
| Modifier and Type | Class and Description |
|---|---|
class |
CommonsMatrixAlgebra
Provides matrix algebra by using the Commons library.
|
class |
OGMatrixAlgebra
A minimal implementation of matrix algebra.
|
| Modifier and Type | Method and Description |
|---|---|
static MatrixAlgebra |
MatrixAlgebraFactory.getMatrixAlgebra(String algebraName)
Given a name, returns an instance of the matrix algebra calculator.
|
| Modifier and Type | Method and Description |
|---|---|
static String |
MatrixAlgebraFactory.getMatrixAlgebraName(MatrixAlgebra algebra)
Given a matrix algebra calculator, returns its name.
|
| Constructor and Description |
|---|
InverseJacobianDirectionFunction(MatrixAlgebra algebra)
Creates an instance.
|
ShermanMorrisonMatrixUpdateFunction(MatrixAlgebra algebra) |
ShermanMorrisonVectorRootFinder(double absoluteTol,
double relativeTol,
int maxSteps,
Decomposition<?> decomp,
MatrixAlgebra algebra)
Creates an instance.
|
| Constructor and Description |
|---|
NonLinearLeastSquare(Decomposition<?> decomposition,
MatrixAlgebra algebra,
double eps) |
NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition,
MatrixAlgebra algebra,
double eps)
General constructor.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.