com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommons Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of strata-math Show documentation
Show all versions of strata-math Show documentation
Mathematic support for Strata
/*
* 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.QRDecomposition;
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 Math library implementation
* of QR decomposition.
*/
// CSOFF: AbbreviationAsWordInName
public class QRDecompositionCommons implements Decomposition {
@Override
public QRDecompositionResult apply(DoubleMatrix x) {
ArgChecker.notNull(x, "x");
RealMatrix temp = CommonsMathWrapper.wrap(x);
QRDecomposition qr = new QRDecomposition(temp);
return new QRDecompositionCommonsResult(qr);
}
}
© 2015 - 2024 Weber Informatics LLC | Privacy Policy