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

Class NewtonDefaultVectorRootFinder

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.NewtonDefaultVectorRootFinder

All Implemented Interfaces:

SingleRootFinder<DoubleArray,DoubleArray>, NewtonVectorRootFinder

public class NewtonDefaultVectorRootFinder
extends BaseNewtonVectorRootFinder

A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem). If the analytic Jacobian is not known, it will be calculated using central difference

Constructor Summary

Constructors

Constructor and Description
NewtonDefaultVectorRootFinder() Creates an instance.
NewtonDefaultVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps) Creates an instance.
NewtonDefaultVectorRootFinder(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

NewtonDefaultVectorRootFinder

public NewtonDefaultVectorRootFinder()

Creates an instance.

NewtonDefaultVectorRootFinder

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

Creates an instance.

Parameters:

absoluteTol - the absolute tolerance

relativeTol - the relative tolerance

maxSteps - the maximum steps

NewtonDefaultVectorRootFinder

public NewtonDefaultVectorRootFinder(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