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

      alpha = getModifiedCurvatureMatrix(jacobian, lambda, penalty);


      DoubleMatrix1D deltaTheta;
      try {
        decmp = _decomposition.evaluate(alpha);
        deltaTheta = decmp.solve(beta);
      } catch (final Exception e) {
        throw new MathException(e);
      }


      DoubleMatrix1D trialTheta = (DoubleMatrix1D) _algebra.add(theta, deltaTheta);

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  public DoubleMatrix2D calInverseJacobian(final DoubleMatrix1D sigma, final Function1D<DoubleMatrix1D, DoubleMatrix2D> jac, final DoubleMatrix1D originalSolution) {
    final DoubleMatrix2D jacobian = getJacobian(jac, sigma, originalSolution);
    final DoubleMatrix2D a = getModifiedCurvatureMatrix(jacobian, 0.0);
    final DoubleMatrix2D bT = getBTranspose(jacobian, sigma);
    final DecompositionResult decRes = _decomposition.evaluate(a);
    return decRes.solve(bT);
  }


  private LeastSquareResults finish(final double newChiSqr, final DoubleMatrix2D jacobian, final DoubleMatrix1D newTheta, final DoubleMatrix1D sigma) {
    final DoubleMatrix2D alpha = getModifiedCurvatureMatrix(jacobian, 0.0);
    final DecompositionResult decmp = _decomposition.evaluate(alpha);

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      alpha = getModifiedCurvatureMatrix(jacobian, lambda);


      DoubleMatrix1D deltaTheta;
      try {
        decmp = _decomposition.evaluate(alpha);
        deltaTheta = decmp.solve(beta);
      } catch (final Exception e) {
        throw new MathException(e);
      }


      DoubleMatrix1D trialTheta = (DoubleMatrix1D) _algebra.add(theta, deltaTheta);

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      final Function1D<DoubleMatrix1D, DoubleMatrix2D> jac, final DoubleMatrix1D originalSolution) {
    final DoubleMatrix2D jacobian = getJacobian(jac, sigma, originalSolution);
    final DoubleMatrix2D a = getModifiedCurvatureMatrix(jacobian, 0.0);
    final DoubleMatrix2D bT = getBTranspose(jacobian, sigma);
    final DecompositionResult decRes = _decomposition.evaluate(a);
    return decRes.solve(bT);
  }


  private LeastSquareResults finish(final double newChiSqr, final DoubleMatrix2D jacobian, final DoubleMatrix1D newTheta, final DoubleMatrix1D sigma) {
    final DoubleMatrix2D alpha = getModifiedCurvatureMatrix(jacobian, 0.0);
    final DecompositionResult decmp = _decomposition.evaluate(alpha);

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      final DoubleMatrix2D d = getDiffMatrix(m, differenceOrder);
      ma = (DoubleMatrix2D) _algebra.add(ma, _algebra.scale(d, lambda));
    }


    final DecompositionResult decmp = _decomposition.evaluate(ma);
    final DoubleMatrix1D w = decmp.solve(mb);
    final DoubleMatrix2D covar = decmp.solve(DoubleMatrixUtils.getIdentityMatrix2D(m));


    double chiSq = 0;
    for (i = 0; i < n; i++) {
      double temp = 0;

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      ma = (DoubleMatrix2D) _algebra.add(ma, _algebra.scale(d, lambda));
    }


    final DecompositionResult decmp = _decomposition.evaluate(ma);
    final DoubleMatrix1D w = decmp.solve(mb);
    final DoubleMatrix2D covar = decmp.solve(DoubleMatrixUtils.getIdentityMatrix2D(m));


    double chiSq = 0;
    for (i = 0; i < n; i++) {
      double temp = 0;
      for (k = 0; k < m; k++) {

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        ma = (DoubleMatrix2D) _algebra.add(ma, _algebra.scale(d, lambda[i]));
      }
    }


    final DecompositionResult decmp = _decomposition.evaluate(ma);
    final DoubleMatrix1D w = decmp.solve(mb);
    final DoubleMatrix2D covar = decmp.solve(DoubleMatrixUtils.getIdentityMatrix2D(m));


    double chiSq = 0;
    for (i = 0; i < n; i++) {
      double temp = 0;

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      }
    }


    final DecompositionResult decmp = _decomposition.evaluate(ma);
    final DoubleMatrix1D w = decmp.solve(mb);
    final DoubleMatrix2D covar = decmp.solve(DoubleMatrixUtils.getIdentityMatrix2D(m));


    double chiSq = 0;
    for (i = 0; i < n; i++) {
      double temp = 0;
      for (k = 0; k < m; k++) {

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    return res;
  }


  private double[] solve(final double[][] v, final double[] y, final Decomposition<?> decomp) {
    final DecompositionResult decompRes = decomp.evaluate(new DoubleMatrix2D(v));
    final DoubleMatrix1D res = decompRes.solve(new DoubleMatrix1D(y));
    return res.getData();
  }


  @Override
  public int hashCode() {

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      if (first) {
        final DoubleMatrix2D mM = new DoubleMatrix2D(m);
        decompRes = dcomp.evaluate(mM);
        // first = false;
      }
      f = decompRes.solve(q);


      a1[0] = Arrays.copyOf(a2[0], xNodes - 2);
      b1[0] = Arrays.copyOf(b2[0], xNodes - 2);
      c1[0] = Arrays.copyOf(c2[0], xNodes - 2);
      alpha1[0] = Arrays.copyOf(alpha2[0], xNodes);

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