Uses of Class
com.opengamma.strata.collect.array.DoubleMatrix
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Uses of DoubleMatrix in com.opengamma.strata.basics.currency
Methods in com.opengamma.strata.basics.currency that return DoubleMatrix Modifier and Type Method Description DoubleMatrixFxMatrix. getRates()Gets the matrix with all the exchange rates.Methods in com.opengamma.strata.basics.currency that return types with arguments of type DoubleMatrix Modifier and Type Method Description org.joda.beans.MetaProperty<DoubleMatrix>FxMatrix.Meta. rates()The meta-property for theratesproperty. -
Uses of DoubleMatrix in com.opengamma.strata.collect.array
Fields in com.opengamma.strata.collect.array declared as DoubleMatrix Modifier and Type Field Description static DoubleMatrixDoubleMatrix. EMPTYAn empty array.Methods in com.opengamma.strata.collect.array that return DoubleMatrix Modifier and Type Method Description DoubleMatrixDoubleMatrix. combine(DoubleMatrix other, DoubleBinaryOperator operator)Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.static DoubleMatrixDoubleMatrix. copyOf(double[][] array)Obtains an instance from adouble[][].static DoubleMatrixDoubleMatrix. diagonal(DoubleArray array)Obtains a diagonal matrix from the specified array.static DoubleMatrixDoubleMatrix. filled(int rows, int columns)Obtains an instance with all entries equal to the zero.static DoubleMatrixDoubleMatrix. filled(int rows, int columns, double value)Obtains an instance with all entries equal to the same value.static DoubleMatrixDoubleMatrix. identity(int size)Obtains an identity matrix.DoubleMatrixDoubleMatrix. map(DoubleUnaryOperator operator)Returns an instance with an operation applied to each value in the matrix.DoubleMatrixDoubleMatrix. mapWithIndex(IntIntDoubleToDoubleFunction function)Returns an instance with an operation applied to each indexed value in the matrix.DoubleMatrixDoubleMatrix. minus(DoubleMatrix other)Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.DoubleMatrixDoubleMatrix. multipliedBy(double factor)Returns an instance with each value multiplied by the specified factor.static DoubleMatrixDoubleMatrix. of()Obtains an empty instance.static DoubleMatrixDoubleMatrix. of(int rows, int columns, double... values)Obtains an immutable array with the specified size and values.static DoubleMatrixDoubleMatrix. of(int rows, int columns, IntIntToDoubleFunction valueFunction)Obtains an instance with entries filled using a function.static DoubleMatrixDoubleMatrix. ofArrayObjects(int rows, int columns, IntFunction<DoubleArray> valuesFunction)Obtains an instance with entries filled using a function.static DoubleMatrixDoubleMatrix. ofArrays(int rows, int columns, IntFunction<double[]> valuesFunction)Obtains an instance with entries filled using a function.static DoubleMatrixDoubleMatrix. ofUnsafe(double[][] array)Obtains an instance by wrapping adouble[][].DoubleMatrixDoubleMatrix. plus(DoubleMatrix other)Returns an instance where each element is the sum of the matching values in this array and the other matrix.DoubleMatrixDoubleMatrix. transpose()Transposes the matrix.DoubleMatrixDoubleMatrix. with(int row, int column, double newValue)Returns an instance with the value at the specified index changed.Methods in com.opengamma.strata.collect.array that return types with arguments of type DoubleMatrix Modifier and Type Method Description Class<? extends DoubleMatrix>DoubleMatrix.Meta. beanType()org.joda.beans.BeanBuilder<? extends DoubleMatrix>DoubleMatrix.Meta. builder()Methods in com.opengamma.strata.collect.array with parameters of type DoubleMatrix Modifier and Type Method Description DoubleMatrixDoubleMatrix. combine(DoubleMatrix other, DoubleBinaryOperator operator)Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.DoubleMatrixDoubleMatrix. minus(DoubleMatrix other)Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.DoubleMatrixDoubleMatrix. plus(DoubleMatrix other)Returns an instance where each element is the sum of the matching values in this array and the other matrix. -
Uses of DoubleMatrix in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return DoubleMatrix Modifier and Type Method Description DoubleMatrixJacobianCalibrationMatrix. getJacobianMatrix()Gets the inverse Jacobian matrix produced during curve calibration.Methods in com.opengamma.strata.market.curve that return types with arguments of type DoubleMatrix Modifier and Type Method Description org.joda.beans.MetaProperty<DoubleMatrix>JacobianCalibrationMatrix.Meta. jacobianMatrix()The meta-property for thejacobianMatrixproperty.Methods in com.opengamma.strata.market.curve with parameters of type DoubleMatrix Modifier and Type Method Description static JacobianCalibrationMatrixJacobianCalibrationMatrix. of(List<CurveParameterSize> order, DoubleMatrix jacobianMatrix)Obtains an instance from the curve order and Jacobian matrix. -
Uses of DoubleMatrix in com.opengamma.strata.market.param
Methods in com.opengamma.strata.market.param that return DoubleMatrix Modifier and Type Method Description DoubleMatrixCrossGammaParameterSensitivity. getSensitivity()Gets the parameter sensitivity values.DoubleMatrixPointShifts. getShifts()Gets the shift to apply to the rates.Methods in com.opengamma.strata.market.param that return types with arguments of type DoubleMatrix Modifier and Type Method Description org.joda.beans.MetaProperty<DoubleMatrix>CrossGammaParameterSensitivity.Meta. sensitivity()The meta-property for thesensitivityproperty.org.joda.beans.MetaProperty<DoubleMatrix>PointShifts.Meta. shifts()The meta-property for theshiftsproperty.Methods in com.opengamma.strata.market.param with parameters of type DoubleMatrix Modifier and Type Method Description static CrossGammaParameterSensitivityCrossGammaParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleMatrix sensitivity)Obtains an instance from the market data name, metadata, currency and sensitivity.static CrossGammaParameterSensitivityCrossGammaParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, MarketDataName<?> marketDataNameOther, List<? extends ParameterMetadata> parameterMetadataOther, Currency currency, DoubleMatrix sensitivity)Obtains an instance from the market data names, metadatas, currency and sensitivity.static CrossGammaParameterSensitivityCrossGammaParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order, Currency currency, DoubleMatrix sensitivity)Obtains an instance from the market data names, metadatas, currency and sensitivity.CrossGammaParameterSensitivityCrossGammaParameterSensitivity. withSensitivity(DoubleMatrix sensitivity)Returns an instance with new parameter sensitivity values. -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.differentiation
Methods in com.opengamma.strata.math.impl.differentiation that return types with arguments of type DoubleMatrix Modifier and Type Method Description Function<DoubleArray,DoubleMatrix>VectorFieldFirstOrderDifferentiator. differentiate(Function<DoubleArray,DoubleArray> function)Function<DoubleArray,DoubleMatrix>VectorFieldFirstOrderDifferentiator. differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)Function<DoubleArray,DoubleMatrix>VectorFieldSecondOrderDifferentiator. differentiateNoCross(Function<DoubleArray,DoubleArray> function)Computes the second derivative of a vector field, without cross derivatives.Method parameters in com.opengamma.strata.math.impl.differentiation with type arguments of type DoubleMatrix Modifier and Type Method Description Function<DoubleArray,DoubleMatrix[]>MatrixFieldFirstOrderDifferentiator. differentiate(Function<DoubleArray,DoubleMatrix> function)Function<DoubleArray,DoubleMatrix[]>MatrixFieldFirstOrderDifferentiator. differentiate(Function<DoubleArray,DoubleMatrix> function, Function<DoubleArray,Boolean> domain) -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.function
Methods in com.opengamma.strata.math.impl.function that return DoubleMatrix Modifier and Type Method Description DoubleMatrixConcatenatedVectorFunction. calculateJacobian(DoubleArray x)DoubleMatrixParameterizedCurveVectorFunction. calculateJacobian(DoubleArray x)abstract DoubleMatrixVectorFunction. calculateJacobian(DoubleArray x)Calculate the Jacobian at a point $\mathbf{x}$.DoubleMatrixPiecewisePolynomialFunction1D. differentiate(PiecewisePolynomialResult pp, double[] xKeys)Finds the first derivatives.DoubleMatrixPiecewisePolynomialFunction2D. differentiateCross(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)Finds the cross derivative.DoubleMatrixPiecewisePolynomialFunction1D. differentiateTwice(PiecewisePolynomialResult pp, double[] xKeys)Finds the second derivatives.DoubleMatrixPiecewisePolynomialFunction2D. differentiateTwiceX0(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)Finds the second derivative.DoubleMatrixPiecewisePolynomialFunction2D. differentiateTwiceX1(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)Finds the second derivative.DoubleMatrixPiecewisePolynomialFunction2D. differentiateX0(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)Finds the first derivative.DoubleMatrixPiecewisePolynomialFunction2D. differentiateX1(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)Finds the first derivative.DoubleMatrixPiecewisePolynomialFunction1D. evaluate(PiecewisePolynomialResult pp, double[] xKeys)Evaluates the function.DoubleMatrix[]PiecewisePolynomialFunction1D. evaluate(PiecewisePolynomialResult pp, double[][] xKeys)Evaluates the function.DoubleMatrixPiecewisePolynomialFunction2D. evaluate(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)Evaluates the function. -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.interpolation
Methods in com.opengamma.strata.math.impl.interpolation that return DoubleMatrix Modifier and Type Method Description DoubleMatrixPiecewisePolynomialResultsWithSensitivity. getCoefficientSensitivity(int interval)Access _coeffSense for the i-th interval.DoubleMatrix[]PiecewisePolynomialResultsWithSensitivity. getCoefficientSensitivityAll()Access _coeffSense.DoubleMatrixPiecewisePolynomialResult. getCoefMatrix()Access _coefMatrix.DoubleMatrix[][]PiecewisePolynomialResult2D. getCoefs()Access _coefMatrix.static DoubleMatrixPenaltyMatrixGenerator. getDerivativeMatrix(double[] x, int k, boolean includeEnds)Get the kth order finite difference derivative matrix, D_k(x), for a non-uniform set of points.static DoubleMatrixPenaltyMatrixGenerator. getDifferenceMatrix(int m, int k)get the k^th order difference matrix, D, which acts on a vector, x, of length m to produce the k^th order difference vector.static DoubleMatrixPenaltyMatrixGenerator. getMatrixForFlattened(int[] numElements, DoubleMatrix m, int index)Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (seePenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.static DoubleMatrixPenaltyMatrixGenerator. getPenaltyMatrix(double[][] x, int[] k, double[] lambda)Get a penalty for a non-uniform grid whose values have been flattened to a vector.static DoubleMatrixPenaltyMatrixGenerator. getPenaltyMatrix(double[][] x, int k, int index)Get a kth order penalty matrix for a non-uniform grid whose values have been flattened to a vector.static DoubleMatrixPenaltyMatrixGenerator. getPenaltyMatrix(double[] x, int k)get a k^th order penalty matrix,P, for a non-uniform grid, x.static DoubleMatrixPenaltyMatrixGenerator. getPenaltyMatrix(int[] numElements, int[] k, double[] lambda)Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (seePenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.static DoubleMatrixPenaltyMatrixGenerator. getPenaltyMatrix(int[] numElements, int k, int index)Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (seePenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.static DoubleMatrixPenaltyMatrixGenerator. getPenaltyMatrix(int m, int k)get the k^th order penalty matrix, P.DoubleMatrixPolynomialsLeastSquaresFitterResult. getRMat()DoubleMatrixPiecewisePolynomialInterpolator. interpolate(double[] xValues, double[][] yValuesMatrix, double[] x)Interpolate.DoubleMatrix[]PiecewisePolynomialInterpolator. interpolate(double[] xValues, double[][] yValuesMatrix, double[][] xMatrix)Interpolate.DoubleMatrixPiecewisePolynomialInterpolator. interpolate(double[] xValues, double[] yValues, double[][] xMatrix)Interpolate.DoubleMatrixPiecewisePolynomialInterpolator2D. interpolate(double[] x0Values, double[] x1Values, double[][] yValues, double[] x0Keys, double[] x1Keys)DoubleMatrixCubicSplineClampedSolver. solve(double[] xValues, double[] yValues)DoubleMatrixCubicSplineNakSolver. solve(double[] xValues, double[] yValues)DoubleMatrixCubicSplineNaturalSolver. solve(double[] xValues, double[] yValues)DoubleMatrixLogCubicSplineNaturalSolver. solve(double[] xValues, double[] yValues)DoubleMatrix[]CubicSplineClampedSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]CubicSplineNakSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]CubicSplineNaturalSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]LogCubicSplineNaturalSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]CubicSplineClampedSolver. solveWithSensitivity(double[] xValues, double[] yValues)DoubleMatrix[]CubicSplineNakSolver. solveWithSensitivity(double[] xValues, double[] yValues)DoubleMatrix[]CubicSplineNaturalSolver. solveWithSensitivity(double[] xValues, double[] yValues)DoubleMatrix[]HermiteCoefficientsProvider. solveWithSensitivity(double[] values, double[] intervals, double[] slopes, double[][] slopeSensitivity, DoubleArray[] firstWithSensitivity)DoubleMatrix[]HermiteCoefficientsProvider. solveWithSensitivity(double[] values, double[] intervals, double[] slopes, double[][] slopeSensitivity, DoubleArray[] firstWithSensitivity, DoubleArray[] secondWithSensitivity)DoubleMatrix[]LogCubicSplineNaturalSolver. solveWithSensitivity(double[] xValues, double[] yValues)Methods in com.opengamma.strata.math.impl.interpolation with parameters of type DoubleMatrix Modifier and Type Method Description static DoubleArrayPenaltyMatrixGenerator. flattenMatrix(DoubleMatrix aMatrix)for a matrix {{A_{0,0}, A_{0,1},...._A_{0,m},{A_{1,0}, A_{1,1},...._A_{1,m},...,{A_{n,0}, A_{n,1},...._A_{n,m}} flattened to a vector {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}.static DoubleMatrixPenaltyMatrixGenerator. getMatrixForFlattened(int[] numElements, DoubleMatrix m, int index)Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (seePenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.protected doublePiecewisePolynomialInterpolator2D. getValue(DoubleMatrix coefMat, double x0, double x1, double leftKnot0, double leftKnot1)DoubleMatrix[]CubicSplineClampedSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]CubicSplineNakSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]CubicSplineNaturalSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)DoubleMatrix[]LogCubicSplineNaturalSolver. solveMultiDim(double[] xValues, DoubleMatrix yValuesMatrix)Constructors in com.opengamma.strata.math.impl.interpolation with parameters of type DoubleMatrix Constructor Description PiecewisePolynomialResult(DoubleArray knots, DoubleMatrix coefMatrix, int order, int dim)Creates an instance.PiecewisePolynomialResult2D(DoubleArray knots0, DoubleArray knots1, DoubleMatrix[][] coefMatrix, int[] order)Creates an instance.PiecewisePolynomialResultsWithSensitivity(DoubleArray knots, DoubleMatrix coefMatrix, int order, int dim, DoubleMatrix[] coeffSense)PolynomialsLeastSquaresFitterResult(double[] coefficients, DoubleMatrix rMatrix, int dof, double diffNorm)PolynomialsLeastSquaresFitterResult(double[] coefficients, DoubleMatrix rMatrix, int dof, double diffNorm, double[] meanAndStd) -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.linearalgebra
Methods in com.opengamma.strata.math.impl.linearalgebra that return DoubleMatrix Modifier and Type Method Description DoubleMatrixInverseTridiagonalMatrixCalculator. apply(TridiagonalMatrix x)DoubleMatrixCholeskyDecompositionCommonsResult. getL()DoubleMatrixCholeskyDecompositionOpenGammaResult. getL()DoubleMatrixCholeskyDecompositionResult. getL()Returns the $\mathbf{L}$ matrix of the decomposition.DoubleMatrixLUDecompositionCommonsResult. getL()Returns the $\mathbf{L}$ matrix of the decomposition.DoubleMatrixLUDecompositionResult. getL()Returns the $\mathbf{L}$ matrix of the decomposition.DoubleMatrixCholeskyDecompositionCommonsResult. getLT()DoubleMatrixCholeskyDecompositionOpenGammaResult. getLT()DoubleMatrixCholeskyDecompositionResult. getLT()Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.DoubleMatrixLUDecompositionCommonsResult. getP()Returns the rows permutation matrix, $\mathbf{P}$.DoubleMatrixLUDecompositionResult. getP()Returns the rows permutation matrix, $\mathbf{P}$.DoubleMatrixQRDecompositionCommonsResult. getQ()Returns the matrix $\mathbf{Q}$ of the decomposition.DoubleMatrixQRDecompositionResult. getQ()Returns the matrix $\mathbf{Q}$ of the decomposition.DoubleMatrixQRDecompositionCommonsResult. getQT()Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.DoubleMatrixQRDecompositionResult. getQT()Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.DoubleMatrixQRDecompositionCommonsResult. getR()Returns the matrix $\mathbf{R}$ of the decomposition.DoubleMatrixQRDecompositionResult. getR()Returns the matrix $\mathbf{R}$ of the decomposition.DoubleMatrixSVDecompositionCommonsResult. getS()Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.DoubleMatrixSVDecompositionResult. getS()Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.DoubleMatrixLUDecompositionCommonsResult. getU()Returns the $\mathbf{U}$ matrix of the decomposition.DoubleMatrixLUDecompositionResult. getU()Returns the $\mathbf{U}$ matrix of the decomposition.DoubleMatrixSVDecompositionCommonsResult. getU()Returns the matrix $\mathbf{U}$ of the decomposition.DoubleMatrixSVDecompositionResult. getU()Returns the matrix $\mathbf{U}$ of the decomposition.DoubleMatrixSVDecompositionCommonsResult. getUT()Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.DoubleMatrixSVDecompositionResult. getUT()Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.DoubleMatrixSVDecompositionCommonsResult. getV()Returns the matrix $\mathbf{V}$ of the decomposition.DoubleMatrixSVDecompositionResult. getV()Returns the matrix $\mathbf{V}$ of the decomposition.DoubleMatrixSVDecompositionCommonsResult. getVT()Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.DoubleMatrixSVDecompositionResult. getVT()Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.DoubleMatrixCholeskyDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixCholeskyDecompositionOpenGammaResult. solve(DoubleMatrix b)DoubleMatrixLUDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixQRDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixSVDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixTridiagonalMatrix. toDoubleMatrix()Methods in com.opengamma.strata.math.impl.linearalgebra with parameters of type DoubleMatrix Modifier and Type Method Description CholeskyDecompositionResultCholeskyDecompositionCommons. apply(DoubleMatrix x)Applies this function to the given argument.CholeskyDecompositionResultCholeskyDecompositionOpenGamma. apply(DoubleMatrix x)Applies this function to the given argument.LUDecompositionResultLUDecompositionCommons. apply(DoubleMatrix x)QRDecompositionResultQRDecompositionCommons. apply(DoubleMatrix x)SVDecompositionResultSVDecompositionCommons. apply(DoubleMatrix x)CholeskyDecompositionResultCholeskyDecompositionOpenGamma. evaluate(DoubleMatrix matrix, double symmetryThreshold, double positivityThreshold)Perform the decomposition with a given symmetry and positivity threshold.static voidMatrixValidate. notNaNOrInfinite(DoubleMatrix x)DoubleMatrixCholeskyDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixCholeskyDecompositionOpenGammaResult. solve(DoubleMatrix b)DoubleMatrixLUDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixQRDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.DoubleMatrixSVDecompositionCommonsResult. solve(DoubleMatrix b)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix. -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.matrix
Methods in com.opengamma.strata.math.impl.matrix that return DoubleMatrix Modifier and Type Method Description DoubleMatrixCommonsMatrixAlgebra. getInverse(Matrix m)abstract DoubleMatrixMatrixAlgebra. getInverse(Matrix m)Returns the inverse (or pseudo-inverse) of the matrix.DoubleMatrixOGMatrixAlgebra. getInverse(Matrix m)Returns the inverse (or pseudo-inverse) of the matrix.DoubleMatrixCommonsMatrixAlgebra. getOuterProduct(Matrix m1, Matrix m2)abstract DoubleMatrixMatrixAlgebra. getOuterProduct(Matrix m1, Matrix m2)Returns the outer product.DoubleMatrixOGMatrixAlgebra. getOuterProduct(Matrix m1, Matrix m2)Returns the outer product.DoubleMatrixCommonsMatrixAlgebra. getPower(Matrix m, double p)Returns a real matrix raised to some real power Currently this method is limited to symmetric matrices only as Commons Math does not support the diagonalization of asymmetric matrices.DoubleMatrixCommonsMatrixAlgebra. getPower(Matrix m, int p)abstract DoubleMatrixMatrixAlgebra. getPower(Matrix m, double p)Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.abstract DoubleMatrixMatrixAlgebra. getPower(Matrix m, int p)Returns a matrix raised to an integer power, e.g.DoubleMatrixOGMatrixAlgebra. getPower(Matrix m, double p)Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.DoubleMatrixOGMatrixAlgebra. getPower(Matrix m, int p)Returns a matrix raised to an integer power, e.g.DoubleMatrixCommonsMatrixAlgebra. getTranspose(Matrix m)abstract DoubleMatrixMatrixAlgebra. getTranspose(Matrix m)Returns the transpose of a matrix.DoubleMatrixOGMatrixAlgebra. getTranspose(Matrix m)Returns the transpose of a matrix.DoubleMatrixMatrixAlgebra. matrixTransposeMultiplyMatrix(DoubleMatrix a)Compute $A^T A$, where A is a matrix.Methods in com.opengamma.strata.math.impl.matrix with parameters of type DoubleMatrix Modifier and Type Method Description DoubleMatrixMatrixAlgebra. matrixTransposeMultiplyMatrix(DoubleMatrix a)Compute $A^T A$, where A is a matrix. -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.minimization
Methods in com.opengamma.strata.math.impl.minimization that return DoubleMatrix Modifier and Type Method Description DoubleMatrixNonLinearParameterTransforms. inverseJacobian(DoubleArray fittingParameters)Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.DoubleMatrixUncoupledParameterTransforms. inverseJacobian(DoubleArray fittingParameters)Calculates the Jacobian of the transform from fitting parameters to function parameters - the i,j element will be the partial derivative of i^th function parameter with respect.DoubleMatrixNonLinearParameterTransforms. jacobian(DoubleArray modelParameters)Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.DoubleMatrixSumToOne. jacobian(DoubleArray fitParms)The N by N-1 Jacobian matrix between the N "model" parameters (that sum to one) and the N-1 "fit" parameters.DoubleMatrixUncoupledParameterTransforms. jacobian(DoubleArray functionParameters)Calculates the Jacobian of the transform from function parameters to fitting parameters - the i,j element will be the partial derivative of i^th fitting parameter with respect.Methods in com.opengamma.strata.math.impl.minimization that return types with arguments of type DoubleMatrix Modifier and Type Method Description Function<DoubleArray,DoubleMatrix>NonLinearTransformFunction. getFittingJacobian() -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.rootfinding.newton
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Uses of DoubleMatrix in com.opengamma.strata.math.impl.statistics.leastsquare
Methods in com.opengamma.strata.math.impl.statistics.leastsquare that return DoubleMatrix Modifier and Type Method Description DoubleMatrixNonLinearLeastSquare. calInverseJacobian(DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray originalSolution)the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data point (y_j).DoubleMatrixLeastSquareResults. getCovariance()Gets the estimated covariance matrix of the standard errors in the fitting parameters.DoubleMatrixLeastSquareResults. getFittingParameterSensitivityToData()This a matrix where the i,jth element is the (infinitesimal) sensitivity of the ith fitting parameter to the jth data point (NOT the model point), when the fitting parameter are such that the chi-squared is minimised.DoubleMatrixLeastSquareResultsWithTransform. getModelParameterSensitivityToData()This a matrix where the i,j-th element is the (infinitesimal) sensitivity of the i-th model parameter to the j-th data point, when the fitting parameter are such that the chi-squared is minimised.Methods in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type DoubleMatrix Modifier and Type Method Description LeastSquareWithPenaltyResultsNonLinearLeastSquareWithPenalty. solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)Use this when the model is given as a function of its parameters only (i.e.LeastSquareWithPenaltyResultsNonLinearLeastSquareWithPenalty. solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)Use this when the model is given as a function of its parameters only (i.e.LeastSquareWithPenaltyResultsNonLinearLeastSquareWithPenalty. solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty)Use this when the model is given as a function of its parameters only (i.e.LeastSquareWithPenaltyResultsNonLinearLeastSquareWithPenalty. solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)Use this when the model is given as a function of its parameters only (i.e.LeastSquareWithPenaltyResultsNonLinearLeastSquareWithPenalty. solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)Use this when the model is given as a function of its parameters only (i.e.Constructors in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type DoubleMatrix Constructor Description GeneralizedLeastSquareResults(List<Function<T,Double>> basisFunctions, double chiSq, DoubleArray parameters, DoubleMatrix covariance)Creates an instance.LeastSquareResults(double chiSq, DoubleArray parameters, DoubleMatrix covariance)LeastSquareResults(double chiSq, DoubleArray parameters, DoubleMatrix covariance, DoubleMatrix inverseJacobian)LeastSquareWithPenaltyResults(double chiSqr, double penalty, DoubleArray parameters, DoubleMatrix covariance)Holder for the results of minimising $\sum_{i=1}^N (y_i - f_i(\mathbf{x}))^2 + \mathbf{x}^T\mathbf{P}\mathbf{x}$ WRT $\mathbf{x}$ (the vector of model parameters).LeastSquareWithPenaltyResults(double chiSqr, double penalty, DoubleArray parameters, DoubleMatrix covariance, DoubleMatrix inverseJacobian)Holder for the results of minimising $\sum_{i=1}^N (y_i - f_i(\mathbf{x}))^2 + \mathbf{x}^T\mathbf{P}\mathbf{x}$ WRT $\mathbf{x}$ (the vector of model parameters). -
Uses of DoubleMatrix in com.opengamma.strata.math.impl.util
Methods in com.opengamma.strata.math.impl.util that return DoubleMatrix Modifier and Type Method Description static DoubleMatrixCommonsMathWrapper. unwrap(org.apache.commons.math3.linear.RealMatrix x)Unwraps a matrix.Methods in com.opengamma.strata.math.impl.util with parameters of type DoubleMatrix Modifier and Type Method Description static org.apache.commons.math3.linear.RealMatrixCommonsMathWrapper. wrap(DoubleMatrix x)Wraps a matrix. -
Uses of DoubleMatrix in com.opengamma.strata.math.linearalgebra
Methods in com.opengamma.strata.math.linearalgebra that return DoubleMatrix Modifier and Type Method Description DoubleMatrixDecompositionResult. solve(DoubleMatrix input)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.Methods in com.opengamma.strata.math.linearalgebra with parameters of type DoubleMatrix Modifier and Type Method Description RDecomposition. apply(DoubleMatrix input)Applies this function to the given argument.DoubleMatrixDecompositionResult. solve(DoubleMatrix input)Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix. -
Uses of DoubleMatrix in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return DoubleMatrix Modifier and Type Method Description DoubleMatrixDirectIborCapletFloorletFlatVolatilityDefinition. computePenaltyMatrix(DoubleArray expiries)Computes penalty matrix.DoubleMatrixDirectIborCapletFloorletVolatilityDefinition. computePenaltyMatrix(DoubleArray strikes, DoubleArray expiries)Computes penalty matrix. -
Uses of DoubleMatrix in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return DoubleMatrix Modifier and Type Method Description DoubleMatrixRecombiningTrinomialTreeData. getProbabilityAtLayer(int i)Obtains the transition probability values at thei-th time layer.DoubleMatrixSmileAndBucketedSensitivities. getSensitivities()Gets the sensitivities.DoubleMatrixVolatilityAndBucketedSensitivities. getSensitivities()Gets the sensitivities.DoubleMatrixRecombiningTrinomialTreeData. getStateValue()Gets the state value.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type DoubleMatrix Modifier and Type Method Description ImmutableList<DoubleMatrix>RecombiningTrinomialTreeData. getTransitionProbability()Gets the transition probability.org.joda.beans.MetaProperty<DoubleMatrix>VolatilityAndBucketedSensitivities.Meta. sensitivities()The meta-property for thesensitivitiesproperty.org.joda.beans.MetaProperty<DoubleMatrix>RecombiningTrinomialTreeData.Meta. stateValue()The meta-property for thestateValueproperty.org.joda.beans.MetaProperty<ImmutableList<DoubleMatrix>>RecombiningTrinomialTreeData.Meta. transitionProbability()The meta-property for thetransitionProbabilityproperty.Methods in com.opengamma.strata.pricer.fxopt with parameters of type DoubleMatrix Modifier and Type Method Description static InterpolatedStrikeSmileDeltaTermStructureInterpolatedStrikeSmileDeltaTermStructure. of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount)Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.static InterpolatedStrikeSmileDeltaTermStructureInterpolatedStrikeSmileDeltaTermStructure. of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.static InterpolatedStrikeSmileDeltaTermStructureInterpolatedStrikeSmileDeltaTermStructure. of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.static InterpolatedStrikeSmileDeltaTermStructureInterpolatedStrikeSmileDeltaTermStructure. of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount)Obtains volatility term structure from expiry times, delta values and volatilities.static InterpolatedStrikeSmileDeltaTermStructureInterpolatedStrikeSmileDeltaTermStructure. of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.static InterpolatedStrikeSmileDeltaTermStructureInterpolatedStrikeSmileDeltaTermStructure. of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.static RecombiningTrinomialTreeDataRecombiningTrinomialTreeData. of(DoubleMatrix stateValue, List<DoubleMatrix> transitionProbability, DoubleArray discountFactor, DoubleArray time)Creates an instance.static SmileAndBucketedSensitivitiesSmileAndBucketedSensitivities. of(SmileDeltaParameters smile, DoubleMatrix sensitivities)Obtains an instance.static VolatilityAndBucketedSensitivitiesVolatilityAndBucketedSensitivities. of(double volatility, DoubleMatrix sensitivities)Obtains an instance.Method parameters in com.opengamma.strata.pricer.fxopt with type arguments of type DoubleMatrix Modifier and Type Method Description static RecombiningTrinomialTreeDataRecombiningTrinomialTreeData. of(DoubleMatrix stateValue, List<DoubleMatrix> transitionProbability, DoubleArray discountFactor, DoubleArray time)Creates an instance. -
Uses of DoubleMatrix in com.opengamma.strata.pricer.impl.rate.model
Methods in com.opengamma.strata.pricer.impl.rate.model that return DoubleMatrix Modifier and Type Method Description DoubleMatrixHullWhiteOneFactorPiecewiseConstantInterestRateModel. volatilityMaturityPart(HullWhiteOneFactorPiecewiseConstantParameters hwParameters, double u, DoubleMatrix v)Calculates the maturity dependent part of the volatility (function called H in the implementation note).Methods in com.opengamma.strata.pricer.impl.rate.model with parameters of type DoubleMatrix Modifier and Type Method Description DoubleMatrixHullWhiteOneFactorPiecewiseConstantInterestRateModel. volatilityMaturityPart(HullWhiteOneFactorPiecewiseConstantParameters hwParameters, double u, DoubleMatrix v)Calculates the maturity dependent part of the volatility (function called H in the implementation note). -
Uses of DoubleMatrix in com.opengamma.strata.pricer.impl.tree
Methods in com.opengamma.strata.pricer.impl.tree with parameters of type DoubleMatrix Modifier and Type Method Description default DoubleArrayOptionFunction. getNextOptionValues(double discountFactor, DoubleMatrix transitionProbability, DoubleArray stateValue, DoubleArray value, int i)Computes the option values in the intermediate nodes. -
Uses of DoubleMatrix in com.opengamma.strata.pricer.impl.volatility.smile
Methods in com.opengamma.strata.pricer.impl.volatility.smile that return types with arguments of type DoubleMatrix Modifier and Type Method Description protected Function<DoubleArray,DoubleMatrix>SmileModelFitter. getModelJacobianFunction()Obtains Jacobian function of the smile model. -
Uses of DoubleMatrix in com.opengamma.strata.pricer.option
Methods in com.opengamma.strata.pricer.option that return DoubleMatrix Modifier and Type Method Description DoubleMatrixRawOptionData. getData()Gets the data.Methods in com.opengamma.strata.pricer.option that return types with arguments of type DoubleMatrix Modifier and Type Method Description Optional<DoubleMatrix>RawOptionData. getError()Gets the measurement error of the option data.Methods in com.opengamma.strata.pricer.option with parameters of type DoubleMatrix Modifier and Type Method Description static RawOptionDataRawOptionData. of(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, DoubleMatrix error, ValueType dataType)Obtains an instance of the raw data with error.static RawOptionDataRawOptionData. of(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, ValueType dataType)Obtains an instance of the raw volatility.static RawOptionDataRawOptionData. ofBlackVolatility(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, DoubleMatrix error, Double shift)Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.static RawOptionDataRawOptionData. ofBlackVolatility(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, Double shift)Obtains an instance of the raw volatility for shifted Black (log-normal) volatility. -
Uses of DoubleMatrix in com.opengamma.strata.pricer.sensitivity
Methods in com.opengamma.strata.pricer.sensitivity that return DoubleMatrix Modifier and Type Method Description static DoubleMatrixCurveSensitivityUtils. jacobianFromMarketQuoteSensitivities(List<CurveParameterSize> curveOrder, List<CurrencyParameterSensitivities> marketQuoteSensitivities)Construct the inverse Jacobian matrix from the sensitivities of the trades market quotes to the curve parameters.static DoubleMatrixCurveSensitivityUtils. jacobianFromMarketQuoteSensitivities(List<CurveParameterSize> curveOrder, List<ResolvedTrade> trades, Function<ResolvedTrade,CurrencyParameterSensitivities> sensitivityFunction)Construct the inverse Jacobian matrix from the trades and a function used to compute the sensitivities of the market quotes to the curve parameters.
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