Package com.opengamma.strata.math.impl.linearalgebra

Class CholeskyDecompositionOpenGammaResult

java.lang.Object

com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

All Implemented Interfaces:

CholeskyDecompositionResult, DecompositionResult

public class CholeskyDecompositionOpenGammaResult
extends Object
implements CholeskyDecompositionResult

Results of the OpenGamma implementation of Cholesky decomposition.

Constructor Summary

Constructors

Constructor	Description
CholeskyDecompositionOpenGammaResult(double[][] lArray)	Constructor.

Method Summary

Modifier and Type	Method	Description
double	getDeterminant()	Return the determinant of the matrix.
DoubleMatrix	getL()	Returns the $\mathbf{L}$ matrix of the decomposition.
DoubleMatrix	getLT()	Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.
double[]	solve(double[] b)	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
DoubleMatrix	solve(DoubleMatrix b)	Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.opengamma.strata.math.linearalgebra.DecompositionResult

solve

Constructor Detail

CholeskyDecompositionOpenGammaResult

public CholeskyDecompositionOpenGammaResult(double[][] lArray)

Constructor.

Parameters:

lArray - The matrix L as an array of doubles.

Method Detail

solve

public double[] solve(double[] b)

Description copied from interface: DecompositionResult

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

Specified by:

solve in interface DecompositionResult

Parameters:

b - the vector to calculate with

Returns:

the vector x

solve

public DoubleMatrix solve(DoubleMatrix b)

Description copied from interface: DecompositionResult

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

Specified by:

solve in interface DecompositionResult

Parameters:

b - the matrix to calculate with

Returns:

the matrix x

getL

public DoubleMatrix getL()

Description copied from interface: CholeskyDecompositionResult

Returns the $\mathbf{L}$ matrix of the decomposition.

$\mathbf{L}$ is a lower-triangular matrix.

Specified by:

getL in interface CholeskyDecompositionResult

Returns:

the $\mathbf{L}$ matrix

getLT

public DoubleMatrix getLT()

Description copied from interface: CholeskyDecompositionResult

Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.

$\mathbf{L}^T$ is a upper-triangular matrix.

Specified by:

getLT in interface CholeskyDecompositionResult

Returns:

the $\mathbf{L}^T$ matrix

getDeterminant

public double getDeterminant()

Description copied from interface: CholeskyDecompositionResult

Return the determinant of the matrix.

Specified by:

getDeterminant in interface CholeskyDecompositionResult

Returns:

determinant of the matrix