Class TridiagonalSolver
 java.lang.Object

 com.opengamma.strata.math.impl.linearalgebra.TridiagonalSolver

public class TridiagonalSolver extends Object


Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static double[]
solvTriDag(TridiagonalMatrix aM, double[] b)
Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.static DoubleArray
solvTriDag(TridiagonalMatrix aM, DoubleArray b)
Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.



Method Detail

solvTriDag
public static double[] solvTriDag(TridiagonalMatrix aM, double[] b)
Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector. This takes order n operations where n is the size of the system (number of linear equations), as opposed to order n^3 for the general problem. Parameters:
aM
 tridiagonal matrixb
 known vector (must be same length as rows/columns of matrix) Returns:
 vector (as an array of doubles) with same length as y

solvTriDag
public static DoubleArray solvTriDag(TridiagonalMatrix aM, DoubleArray b)
Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector. This takes order n operations where n is the size of the system (number of linear equations), as opposed to order n^3 for the general problem. Parameters:
aM
 tridiagonal matrixb
 known vector (must be same length as rows/columns of matrix) Returns:
 vector with same length as y

