com.opengamma.strata.math.impl.rootfinding

Class EigenvaluePolynomialRootFinder

java.lang.Object

com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinder

All Implemented Interfaces:

Polynomial1DRootFinder<Double>

public class EigenvaluePolynomialRootFinder
extends Object
implements Polynomial1DRootFinder<Double>

The eigenvalues of a matrix $\mathbf{A}$ are the roots of the characteristic polynomial $P(x) = \mathrm{det}[\mathbf{A} - x\mathbb{1}]$. For a polynomial $$ \begin{align*} P(x) = \sum_{i=0}^n a_i x^i \end{align*} $$ an equivalent polynomial can be constructed from the characteristic polynomial of the matrix $$ \begin{align*} A = \begin{pmatrix} -\frac{a_{m-1}}{a_m} & -\frac{a_{m-2}}{a_m} & \cdots & -\frac{a_{1}}{a_m} & -\frac{a_{0}}{a_m} \\ 1 & 0 & \cdots & 0 & 0 \\ 0 & 1 & \cdots & 0 & 0 \\ \vdots & & \cdots & & \vdots \\ 0 & 0 & \cdots & 1 & 0 \end{pmatrix} \end{align*} $$ and so the roots are found by calculating the eigenvalues of this matrix.

Constructor Summary

Constructors

Constructor and Description
EigenvaluePolynomialRootFinder()

Method Summary

Modifier and Type	Method and Description
Double[]	getRoots(RealPolynomialFunction1D function)

Methods inherited from class java.lang.Object

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

Constructor Detail

EigenvaluePolynomialRootFinder

public EigenvaluePolynomialRootFinder()

Method Detail

getRoots

public Double[] getRoots(RealPolynomialFunction1D function)

Specified by:

getRoots in interface Polynomial1DRootFinder<Double>

Parameters:

function - The function, not null

Returns:

The roots of the function