Class InverseTridiagonalMatrixCalculator
- java.lang.Object
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- com.opengamma.strata.math.impl.linearalgebra.InverseTridiagonalMatrixCalculator
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- All Implemented Interfaces:
Function<TridiagonalMatrix,DoubleMatrix>
public class InverseTridiagonalMatrixCalculator extends Object implements Function<TridiagonalMatrix,DoubleMatrix>
Direct inversion of a tridiagonal matrix using the method from "R. Usmani, Inversion of a tridiagonal Jacobi matrix, Linear Algebra Appl. 212/213 (1994) 413-414."
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Constructor Summary
Constructors Constructor Description InverseTridiagonalMatrixCalculator()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DoubleMatrix
apply(TridiagonalMatrix x)
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Method Detail
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apply
public DoubleMatrix apply(TridiagonalMatrix x)
- Specified by:
apply
in interfaceFunction<TridiagonalMatrix,DoubleMatrix>
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