Uses of Interface com.opengamma.strata.math.linearalgebra.Decomposition (OpenGamma Strata)

Packages that use Decomposition
Package	Description
com.opengamma.strata.math.impl.linearalgebra
com.opengamma.strata.math.impl.rootfinding.newton
com.opengamma.strata.math.impl.statistics.leastsquare
com.opengamma.strata.math.rootfind	Root finding.

Uses of Decomposition in com.opengamma.strata.math.impl.linearalgebra

Classes in com.opengamma.strata.math.impl.linearalgebra that implement Decomposition
Modifier and Type	Class	Description
`class`	`CholeskyDecompositionCommons`	This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.
`class`	`CholeskyDecompositionOpenGamma`	OpenGamma implementation of the Cholesky decomposition and its differentiation.
`class`	`LUDecompositionCommons`	This class is a wrapper for the Commons Math3 library implementation of LU decomposition.
`class`	`QRDecompositionCommons`	This class is a wrapper for the Commons Math library implementation of QR decomposition.
`class`	`SVDecompositionCommons`	This class is a wrapper for the Commons Math library implementation of singular value decomposition.

Fields in com.opengamma.strata.math.impl.linearalgebra declared as Decomposition
Modifier and Type	Field	Description
`static Decomposition<?>`	DecompositionFactory.`LU_COMMONS`	`LUDecompositionCommons`
`static Decomposition<?>`	DecompositionFactory.`QR_COMMONS`	`QRDecompositionCommons`
`static Decomposition<?>`	DecompositionFactory.`SV_COMMONS`	`SVDecompositionCommons`

Methods in com.opengamma.strata.math.impl.linearalgebra that return Decomposition
Modifier and Type	Method	Description
`static Decomposition<?>`	DecompositionFactory.`getDecomposition(String decompositionName)`	Given a name, returns an instance of that decomposition method.

Methods in com.opengamma.strata.math.impl.linearalgebra with parameters of type Decomposition
Modifier and Type	Method	Description
`static String`	DecompositionFactory.`getDecompositionName(Decomposition<?> decomposition)`	Given a decomposition method, returns its name.

Uses of Decomposition in com.opengamma.strata.math.impl.rootfinding.newton

Constructors in com.opengamma.strata.math.impl.rootfinding.newton with parameters of type Decomposition
Constructor	Description
`BroydenVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp)`	Creates an instance.
`BroydenVectorRootFinder(Decomposition<?> decomp)`	Creates an instance.
`InverseJacobianEstimateInitializationFunction(Decomposition<?> decomposition)`	Creates an instance.
`JacobianDirectionFunction(Decomposition<?> decomposition)`	Creates an instance.
`NewtonDefaultVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp)`	Creates an instance.
`ShermanMorrisonVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp)`	Creates an instance.
`ShermanMorrisonVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp, MatrixAlgebra algebra)`	Creates an instance.

Uses of Decomposition in com.opengamma.strata.math.impl.statistics.leastsquare

Constructors in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type Decomposition
Constructor	Description
`NonLinearLeastSquare(Decomposition<?> decomposition, MatrixAlgebra algebra, double eps)`
`NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition)`	Constructor allowing matrix decomposition to be set.
`NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition, double eps)`	Constructor allowing matrix decomposition and convergence tolerance to be set.
`NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition, MatrixAlgebra algebra, double eps)`	General constructor.

Uses of Decomposition in com.opengamma.strata.math.rootfind

Methods in com.opengamma.strata.math.rootfind with parameters of type Decomposition
Modifier and Type	Method	Description
`static NewtonVectorRootFinder`	NewtonVectorRootFinder.`broyden(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomposition)`	Obtains an instance of the Broyden root finder specifying the tolerances.