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

Class ShermanMorrisonMatrixUpdateFunction

java.lang.Object

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

All Implemented Interfaces:

NewtonRootFinderMatrixUpdateFunction

public class ShermanMorrisonMatrixUpdateFunction
extends Object
implements NewtonRootFinderMatrixUpdateFunction

Constructor Summary

Constructors

Constructor and Description
ShermanMorrisonMatrixUpdateFunction(MatrixAlgebra algebra)

Method Summary

Modifier and Type	Method and Description
DoubleMatrix	getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> g, 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

ShermanMorrisonMatrixUpdateFunction

public ShermanMorrisonMatrixUpdateFunction(MatrixAlgebra algebra)

Method Detail

getUpdatedMatrix

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

Specified by:

getUpdatedMatrix in interface NewtonRootFinderMatrixUpdateFunction