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();
}
/**
* Convert the parameter sensitivity into a matrix (DoubleMatrix1D). All the sensitivities should be in the same currency.