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

Class BroydenVectorRootFinder

java.lang.Object

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

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

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

All Implemented Interfaces:

SingleRootFinder<DoubleArray,DoubleArray>, NewtonVectorRootFinder

public class BroydenVectorRootFinder
extends BaseNewtonVectorRootFinder

A root finder using Broyden's Jacobian update formula.

Constructor Summary

Constructors

Constructor and Description
BroydenVectorRootFinder() Creates an instance.
BroydenVectorRootFinder(Decomposition<?> decomp) Creates an instance.
BroydenVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps) Creates an instance.
BroydenVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp) Creates an instance.

Method Summary

Methods inherited from class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

findRoot, findRoot, getRoot, updatePosition

Methods inherited from class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

checkInputsAndApplyFunction, getRoot

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

broyden, broyden, broyden

Constructor Detail

BroydenVectorRootFinder

public BroydenVectorRootFinder()

Creates an instance.

BroydenVectorRootFinder

public BroydenVectorRootFinder(Decomposition<?> decomp)

Creates an instance.

Parameters:

decomp - the decomposition

BroydenVectorRootFinder

public BroydenVectorRootFinder(double absoluteTol,
                               double relativeTol,
                               int maxSteps)

Creates an instance.

Parameters:

absoluteTol - the absolute tolerance

relativeTol - the relative tolerance

maxSteps - the maximum steps

BroydenVectorRootFinder

public BroydenVectorRootFinder(double absoluteTol,
                               double relativeTol,
                               int maxSteps,
                               Decomposition<?> decomp)

Creates an instance.

Parameters:

absoluteTol - the absolute tolerance

relativeTol - the relative tolerance

maxSteps - the maximum steps

decomp - the decomposition