com.opengamma.strata.math.impl.rootfinding.newton

Class BroydenMatrixUpdateFunction

java.lang.Object

com.opengamma.strata.math.impl.rootfinding.newton.BroydenMatrixUpdateFunction

All Implemented Interfaces:

NewtonRootFinderMatrixUpdateFunction

public class BroydenMatrixUpdateFunction
extends Object
implements NewtonRootFinderMatrixUpdateFunction

Constructor Summary

Constructors

Constructor and Description
BroydenMatrixUpdateFunction()

Method Summary

Modifier and Type	Method and Description
DoubleMatrix	getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> j, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)

Methods inherited from class java.lang.Object

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

Constructor Detail

BroydenMatrixUpdateFunction

public BroydenMatrixUpdateFunction()

Method Detail

getUpdatedMatrix

public DoubleMatrix getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> j,
                                     DoubleArray x,
                                     DoubleArray deltaX,
                                     DoubleArray deltaY,
                                     DoubleMatrix matrix)

Specified by:

getUpdatedMatrix in interface NewtonRootFinderMatrixUpdateFunction