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

Class InverseJacobianEstimateInitializationFunction

java.lang.Object

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

All Implemented Interfaces:

NewtonRootFinderMatrixInitializationFunction

public class InverseJacobianEstimateInitializationFunction
extends Object
implements NewtonRootFinderMatrixInitializationFunction

Constructor Summary

Constructors

Constructor and Description
InverseJacobianEstimateInitializationFunction(Decomposition<?> decomposition) Creates an instance.

Method Summary

Modifier and Type	Method and Description
DoubleMatrix	getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)

Methods inherited from class java.lang.Object

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

Constructor Detail

InverseJacobianEstimateInitializationFunction

public InverseJacobianEstimateInitializationFunction(Decomposition<?> decomposition)

Creates an instance.

Parameters:

decomposition - the decomposition

Method Detail

getInitializedMatrix

public DoubleMatrix getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction,
                                         DoubleArray x)

Specified by:

getInitializedMatrix in interface NewtonRootFinderMatrixInitializationFunction