com.opengamma.strata.math.impl.rootfinding

Class VectorRootFinder

java.lang.Object

com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

All Implemented Interfaces:

SingleRootFinder<DoubleArray,DoubleArray>

Direct Known Subclasses:

BaseNewtonVectorRootFinder

public abstract class VectorRootFinder
extends Object
implements SingleRootFinder<DoubleArray,DoubleArray>

Parent class for root-finders that calculate a root for a vector function (i.e. $\mathbf{y} = f(\mathbf{x})$, where $\mathbf{x}$ and $\mathbf{y}$ are vectors).

Constructor Summary

Constructors

Constructor and Description
VectorRootFinder()

Method Summary

Modifier and Type	Method and Description
protected DoubleArray	checkInputsAndApplyFunction(Function<DoubleArray,DoubleArray> function, DoubleArray x0)
DoubleArray	getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray... startingPoint) Finds the root.
abstract DoubleArray	getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray x0)

Methods inherited from class java.lang.Object

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

Constructor Detail

VectorRootFinder

public VectorRootFinder()

Method Detail

getRoot

public DoubleArray getRoot(Function<DoubleArray,DoubleArray> function,
                           DoubleArray... startingPoint)

Finds the root. Vector root finders only need a single starting point; if more than one is provided, the first is used and any other points ignored.

Specified by:

getRoot in interface SingleRootFinder<DoubleArray,DoubleArray>

Parameters:

function - the function, not null

startingPoint - the roots, not null

Returns:

a root lying between x1 and x2

getRoot

public abstract DoubleArray getRoot(Function<DoubleArray,DoubleArray> function,
                                    DoubleArray x0)

Parameters:

function - The (vector) function, not null

x0 - The starting point, not null

Returns:

The vector root of this function

checkInputsAndApplyFunction

protected DoubleArray checkInputsAndApplyFunction(Function<DoubleArray,DoubleArray> function,
                                                  DoubleArray x0)

Parameters:

function - The function, not null

x0 - The starting point, not null

Returns:

the result of applying the function to x0