Examples of rangeRow()


Examples of org.jquantlib.math.matrixutilities.Matrix.rangeRow()

    public Matrix diffusion(/*@Time*/ final double t, final Array x){
        final Matrix pca = corrModel_.pseudoSqrt(t, x);
        // TODO: code review :: use of clone()
        final Array  vol = volaModel_.volatility(t, x);
        for (int i=0; i<size_; ++i) {
            pca.rangeRow(i).mulAssign(vol.get(i));
        }
        return pca;
    }

    @Override
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Examples of org.jquantlib.math.matrixutilities.Matrix.rangeRow()

    public Matrix diffusion(/*@Time*/ final double t, final Array x){
        final Matrix pca = corrModel_.pseudoSqrt(t, x);
        // TODO: code review :: use of clone()
        final Array  vol = volaModel_.volatility(t, x);
        for (int i=0; i<size_; ++i) {
            pca.rangeRow(i).mulAssign(vol.get(i));
        }
        return pca;
    }

    @Override
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