| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.rootfinding.newton | |
| com.opengamma.strata.math.rootfind |
Root finding.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BaseNewtonVectorRootFinder
Base implementation for all Newton-Raphson style multi-dimensional root finding
(i.e.
|
class |
BroydenVectorRootFinder
A root finder using Broyden's Jacobian update formula.
|
class |
NewtonDefaultVectorRootFinder
A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).
|
class |
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.
|
| Modifier and Type | Method and Description |
|---|---|
static NewtonVectorRootFinder |
NewtonVectorRootFinder.broyden()
Obtains an instance of the Broyden root finder.
|
static NewtonVectorRootFinder |
NewtonVectorRootFinder.broyden(double absoluteTol,
double relativeTol,
int maxSteps)
Obtains an instance of the Broyden root finder specifying the tolerances.
|
static NewtonVectorRootFinder |
NewtonVectorRootFinder.broyden(double absoluteTol,
double relativeTol,
int maxSteps,
Decomposition<?> decomposition)
Obtains an instance of the Broyden root finder specifying the tolerances.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.