com.opengamma.strata.math.linearalgebra

Interface DecompositionResult

All Known Subinterfaces:

CholeskyDecompositionResult, LUDecompositionResult, QRDecompositionResult, SVDecompositionResult

All Known Implementing Classes:

CholeskyDecompositionCommonsResult, CholeskyDecompositionOpenGammaResult, LUDecompositionCommonsResult, QRDecompositionCommonsResult, SVDecompositionCommonsResult

public interface DecompositionResult

Contains the results of matrix decomposition.

The decomposed matrices (such as the L and U matrices for LU decomposition) are stored in this class. There are methods that allow calculations to be performed using these matrices.

Method Summary

Modifier and Type	Method and Description
double[]	solve(double[] input) Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
default DoubleArray	solve(DoubleArray input) Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
DoubleMatrix	solve(DoubleMatrix input) Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Method Detail

solve

default DoubleArray solve(DoubleArray input)

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Parameters:

input - the vector to calculate with

Returns:

the vector x

solve

double[] solve(double[] input)

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Parameters:

input - the vector to calculate with

Returns:

the vector x

solve

DoubleMatrix solve(DoubleMatrix input)

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Parameters:

input - the matrix to calculate with

Returns:

the matrix x