Class JacobianDirectionFunction
- java.lang.Object
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- com.opengamma.strata.math.impl.rootfinding.newton.JacobianDirectionFunction
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- All Implemented Interfaces:
NewtonRootFinderDirectionFunction
public class JacobianDirectionFunction extends Object implements NewtonRootFinderDirectionFunction
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Constructor Summary
Constructors Constructor Description JacobianDirectionFunction(Decomposition<?> decomposition)
Creates an instance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DoubleArray
getDirection(DoubleMatrix estimate, DoubleArray y)
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Constructor Detail
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JacobianDirectionFunction
public JacobianDirectionFunction(Decomposition<?> decomposition)
Creates an instance.- Parameters:
decomposition
- the decomposition
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Method Detail
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getDirection
public DoubleArray getDirection(DoubleMatrix estimate, DoubleArray y)
- Specified by:
getDirection
in interfaceNewtonRootFinderDirectionFunction
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