Examples of com.opengamma.analytics.math.linearalgebra.DecompositionResult.solve()

com.opengamma.analytics.math.linearalgebra.DecompositionResult.solve()
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector. @param b a vector, not null @return the vector x

        decompRes = DCOMP.evaluate(mM);


        // first = false;
      }


      f = decompRes.solve(q);


      a1 = a2;
      b1 = b2;
      c1 = c2;

View Full Code Here

    }


    @SuppressWarnings("synthetic-access")
    private double[] solveLU(final TridiagonalMatrix lM, final double[] y) {
      final DecompositionResult res = DCOMP.evaluate(lM.toDoubleMatrix2D());
      return res.solve(y);
    }


    private double[] solvePSOR(final TridiagonalMatrix lM, final double[] b, final double[] x, final double[] minVal) {


      final double[] d = lM.getDiagonalData();

View Full Code Here


    @SuppressWarnings({"synthetic-access" })
    private void solveByLU() {
      final DoubleMatrix2D temp = new DoubleMatrix2D(_m);
      final DecompositionResult res = DCOMP.evaluate(temp);
      final double[] f = res.solve(_q);
      for (int i = 0; i < f.length; i++) {
        _f[i] = f[i];
      }
    }

View Full Code Here

  public DoubleMatrix2D getInitializedMatrix(final Function1D<DoubleMatrix1D, DoubleMatrix2D> jacobianFunction, final DoubleMatrix1D x) {
    Validate.notNull(jacobianFunction);
    Validate.notNull(x);
    final DoubleMatrix2D estimate = jacobianFunction.evaluate(x);
    final DecompositionResult decompositionResult = _decomposition.evaluate(estimate);
    return decompositionResult.solve(DoubleMatrixUtils.getIdentityMatrix2D(x.getNumberOfElements()));
  }


}

View Full Code Here

  @Override
  public DoubleMatrix1D getDirection(final DoubleMatrix2D estimate, final DoubleMatrix1D y) {
    Validate.notNull(estimate);
    Validate.notNull(y);
    final DecompositionResult result = _decomposition.evaluate(estimate);
    return result.solve(y);
  }


}

View Full Code Here

0 1

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.