| Interface | Description |
|---|---|
| NewtonRootFinderDirectionFunction | |
| NewtonRootFinderMatrixInitializationFunction | |
| NewtonRootFinderMatrixUpdateFunction |
| Class | Description |
|---|---|
| BaseNewtonVectorRootFinder |
Base implementation for all Newton-Raphson style multi-dimensional root finding
(i.e.
|
| BroydenMatrixUpdateFunction | |
| BroydenVectorRootFinder |
A root finder using Broyden's Jacobian update formula.
|
| InverseJacobianDirectionFunction | |
| InverseJacobianEstimateInitializationFunction | |
| JacobianDirectionFunction | |
| JacobianEstimateInitializationFunction | |
| NewtonDefaultUpdateFunction | |
| NewtonDefaultVectorRootFinder |
A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).
|
| ShermanMorrisonMatrixUpdateFunction | |
| ShermanMorrisonVectorRootFinder |
A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula,
thus providing a direct update formula for the inverse Jacobian.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.