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

Class JacobianDirectionFunction

java.lang.Object

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

All Implemented Interfaces:

NewtonRootFinderDirectionFunction

public class JacobianDirectionFunction
extends Object
implements NewtonRootFinderDirectionFunction

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
DoubleArray	getDirection(DoubleMatrix estimate, DoubleArray y)

Methods inherited from class java.lang.Object

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

Constructor Detail

JacobianDirectionFunction

public JacobianDirectionFunction(Decomposition<?> decomposition)

Creates an instance.

Parameters:

decomposition - the decomposition

Method Detail

getDirection

public DoubleArray getDirection(DoubleMatrix estimate,
                                DoubleArray y)

Specified by:

getDirection in interface NewtonRootFinderDirectionFunction