Examples of VectorFieldSecondOrderDifferentiator


Examples of com.opengamma.analytics.math.differentiation.VectorFieldSecondOrderDifferentiator

        }

        final SVDecompositionCommons svd = (SVDecompositionCommons) DecompositionFactory.SV_COMMONS;

        //add the second derivative information to the Hessian matrix to check we are not at a local maximum or saddle point
        final VectorFieldSecondOrderDifferentiator diff = new VectorFieldSecondOrderDifferentiator();
        final Function1D<DoubleMatrix1D, DoubleMatrix2D[]> secDivFunc = diff.differentiate(func, constraints);
        final DoubleMatrix2D[] secDiv = secDivFunc.evaluate(trialTheta);
        final double[][] temp = new double[nParms][nParms];
        for (int i = 0; i < nObs; i++) {
          for (int j = 0; j < nParms; j++) {
            for (int k = 0; k < nParms; k++) {
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