| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.linearalgebra | |
| com.opengamma.strata.math.linearalgebra |
Linear algebra.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
CholeskyDecompositionResult
Contains the results of Cholesky matrix decomposition.
|
interface |
LUDecompositionResult
Contains the results of LU matrix decomposition.
|
interface |
QRDecompositionResult
Contains the results of QR matrix decomposition.
|
interface |
SVDecompositionResult
Contains the results of SV matrix decomposition.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CholeskyDecompositionCommonsResult
Wrapper for results of the Commons implementation of Cholesky decomposition (
CholeskyDecompositionCommons). |
class |
CholeskyDecompositionOpenGammaResult
Results of the OpenGamma implementation of Cholesky decomposition.
|
class |
LUDecompositionCommonsResult
Wrapper for results of the Commons implementation of LU decomposition (
LUDecompositionCommons). |
class |
QRDecompositionCommonsResult
Wrapper for results of the Commons implementation of QR Decomposition (
QRDecompositionCommons). |
class |
SVDecompositionCommonsResult
Wrapper for results of the Commons implementation of singular value decomposition
SVDecompositionCommons. |
| Modifier and Type | Interface and Description |
|---|---|
interface |
Decomposition<R extends DecompositionResult>
Base interface for matrix decompositions, such as SVD and LU.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.