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

Interface Summary Interface Description NewtonRootFinderDirectionFunction NewtonRootFinderMatrixInitializationFunction NewtonRootFinderMatrixUpdateFunction 
Class Summary Class Description BaseNewtonVectorRootFinder Base implementation for all NewtonRaphson style multidimensional root finding (i.e.BroydenMatrixUpdateFunction BroydenVectorRootFinder A root finder using Broyden's Jacobian update formula.InverseJacobianDirectionFunction InverseJacobianEstimateInitializationFunction JacobianDirectionFunction JacobianEstimateInitializationFunction NewtonDefaultUpdateFunction NewtonDefaultVectorRootFinder A root finder that attempts find the multidimensional root of a series of N equations with N variables (a square problem).ShermanMorrisonMatrixUpdateFunction ShermanMorrisonVectorRootFinder A root finder that uses the ShermanMorrison formula to invert Broyden's Jacobian update formula, thus providing a direct update formula for the inverse Jacobian.