| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.rootfinding | |
| com.opengamma.strata.math.impl.rootfinding.newton |
| Modifier and Type | Class and Description |
|---|---|
class |
BisectionSingleRootFinder
Finds a single root of a function using the bisection method.
|
class |
BrentSingleRootFinder
Root finder.
|
class |
NewtonRaphsonSingleRootFinder
Class for finding the real root of a function within a range of $x$-values using the one-dimensional version of Newton's method.
|
class |
RealSingleRootFinder
Parent class for root-finders that find a single real root $x$ for a function $f(x)$.
|
class |
RidderSingleRootFinder
Finds a single root of a function using Ridder's method.
|
class |
VectorRootFinder
Parent class for root-finders that calculate a root for a vector function
(i.e.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BaseNewtonVectorRootFinder
Base implementation for all Newton-Raphson style multi-dimensional root finding
(i.e.
|
class |
BroydenVectorRootFinder
A root finder using Broyden's Jacobian update formula.
|
class |
NewtonDefaultVectorRootFinder
A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).
|
class |
ShermanMorrisonVectorRootFinder
A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula,
thus providing a direct update formula for the inverse Jacobian.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.