Uses of Interface
com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult
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Packages that use CholeskyDecompositionResult Package Description com.opengamma.strata.math.impl.linearalgebra -
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Uses of CholeskyDecompositionResult in com.opengamma.strata.math.impl.linearalgebra
Classes in com.opengamma.strata.math.impl.linearalgebra that implement CholeskyDecompositionResult Modifier and Type Class Description class
CholeskyDecompositionCommonsResult
Wrapper for results of the Commons implementation of Cholesky decomposition (CholeskyDecompositionCommons
).class
CholeskyDecompositionOpenGammaResult
Results of the OpenGamma implementation of Cholesky decomposition.Methods in com.opengamma.strata.math.impl.linearalgebra that return CholeskyDecompositionResult Modifier and Type Method Description CholeskyDecompositionResult
CholeskyDecompositionCommons. apply(DoubleMatrix x)
Applies this function to the given argument.CholeskyDecompositionResult
CholeskyDecompositionOpenGamma. apply(DoubleMatrix x)
Applies this function to the given argument.CholeskyDecompositionResult
CholeskyDecompositionOpenGamma. evaluate(DoubleMatrix matrix, double symmetryThreshold, double positivityThreshold)
Perform the decomposition with a given symmetry and positivity threshold.
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