Examples of com.opengamma.analytics.math.linearalgebra.SVDecompositionResult

            }
          }
        }
        final DoubleMatrix2D newAlpha = (DoubleMatrix2D) _algebra.add(alpha0, new DoubleMatrix2D(temp));


        final SVDecompositionResult svdRes = svd.evaluate(newAlpha);
        final double[] w = svdRes.getSingularValues();
        final DoubleMatrix2D u = svdRes.getU();
        final DoubleMatrix2D v = svdRes.getV();


        final double[] p = new double[nParms];
        boolean saddle = false;


        double sum = 0.0;

    final DoubleMatrix2D r = new DoubleMatrix2D(rsArray);
    final DoubleMatrix2D wtW = (DoubleMatrix2D) MATRIX.multiply(MATRIX.getTranspose(w), w);
    final DoubleMatrix2D rWtW = (DoubleMatrix2D) MATRIX.multiply(r, wtW);
    final DoubleMatrix2D rWtWRt = (DoubleMatrix2D) MATRIX.multiply(rWtW, MATRIX.getTranspose(r));
    final DoubleMatrix1D rWtWP = ((DoubleMatrix2D) MATRIX.scale(MATRIX.multiply(rWtW, p), -1.0)).getColumnVector(0);
    final SVDecompositionResult dec = DECOMPOSITION.evaluate(rWtWRt);
    final DoubleMatrix1D q = dec.solve(rWtWP);
    return q.getData();
  }

Related Classes of com.opengamma.analytics.math.linearalgebra.SVDecompositionResult

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