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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.rootfinding.newton;
import java.util.function.Function;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;
/**
*
*/
public class NewtonDefaultUpdateFunction implements NewtonRootFinderMatrixUpdateFunction {
@Override
public DoubleMatrix getUpdatedMatrix(
Function jacobianFunction,
DoubleArray x,
DoubleArray deltaX,
DoubleArray deltaY,
DoubleMatrix matrix) {
ArgChecker.notNull(jacobianFunction, "jacobianFunction");
ArgChecker.notNull(x, "x");
return jacobianFunction.apply(x);
}
}
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