• Home
• com.opengamma.strata
• strata-math
• 2.10.14
• source code
• LUDecompositionCommons.java

×

Project download

Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $

You can buy this project and download/modify it how often you want.

com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommons Maven / Gradle / Ivy

/*
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.linearalgebra;

import org.apache.commons.math3.linear.LUDecomposition;
import org.apache.commons.math3.linear.RealMatrix;

import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.array.DoubleMatrix;
import com.opengamma.strata.math.impl.util.CommonsMathWrapper;
import com.opengamma.strata.math.linearalgebra.Decomposition;

/**
 * This class is a wrapper for the
 * Commons Math3 library implementation 
 * of LU decomposition.
 */
// CSOFF: AbbreviationAsWordInName
public class LUDecompositionCommons implements Decomposition {

  @Override
  public LUDecompositionResult apply(DoubleMatrix x) {
    ArgChecker.notNull(x, "x");
    RealMatrix temp = CommonsMathWrapper.wrap(x);
    LUDecomposition lu = new LUDecomposition(temp);
    return new LUDecompositionCommonsResult(lu);
  }

}