Package com.opengamma.strata.math.impl.rootfinding.newton

Class BroydenVectorRootFinder

java.lang.Object

com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

All Implemented Interfaces:

SingleRootFinder<DoubleArray,DoubleArray>, NewtonVectorRootFinder

public class BroydenVectorRootFinder
extends BaseNewtonVectorRootFinder

A root finder using Broyden's Jacobian update formula.

Constructor Summary

Constructors

Constructor	Description
BroydenVectorRootFinder()	Creates an instance.
BroydenVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps)	Creates an instance.
BroydenVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp)	Creates an instance.
BroydenVectorRootFinder(Decomposition<?> decomp)	Creates an instance.

Method Summary

Methods inherited from class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

findRoot, findRoot, getRoot, updatePosition

Methods inherited from class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

checkInputsAndApplyFunction, getRoot

Methods inherited from class java.lang.Object

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

Constructor Detail

BroydenVectorRootFinder

public BroydenVectorRootFinder()

Creates an instance.

BroydenVectorRootFinder

public BroydenVectorRootFinder(Decomposition<?> decomp)

Creates an instance.

Parameters:

decomp - the decomposition

BroydenVectorRootFinder

public BroydenVectorRootFinder(double absoluteTol,
                               double relativeTol,
                               int maxSteps)

Creates an instance.

Parameters:

absoluteTol - the absolute tolerance

relativeTol - the relative tolerance

maxSteps - the maximum steps

BroydenVectorRootFinder

public BroydenVectorRootFinder(double absoluteTol,
                               double relativeTol,
                               int maxSteps,
                               Decomposition<?> decomp)

Creates an instance.

Parameters:

absoluteTol - the absolute tolerance

relativeTol - the relative tolerance

maxSteps - the maximum steps

decomp - the decomposition