| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.rootfinding.newton |
| Modifier and Type | Class and Description |
|---|---|
class |
BroydenMatrixUpdateFunction |
class |
NewtonDefaultUpdateFunction |
class |
ShermanMorrisonMatrixUpdateFunction |
| Constructor and Description |
|---|
BaseNewtonVectorRootFinder(double absoluteTol,
double relativeTol,
int maxSteps,
NewtonRootFinderDirectionFunction directionFunction,
NewtonRootFinderMatrixInitializationFunction initializationFunction,
NewtonRootFinderMatrixUpdateFunction updateFunction) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.