org.drip.quant.linearalgebra

Class LinearizationOutput

java.lang.Object

org.drip.quant.linearalgebra.LinearizationOutput

public class LinearizationOutput
extends java.lang.Object

LinearizationOutput holds the output of a sequence of linearization operations. It contains the transformed original matrix, the transformed RHS, and the method used for the linearization operation.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LinearizationOutput(double[] adblTransformedRHS, double[][] aadblTransformedMatrix, java.lang.String strLinearizationMethod) LinearizationOutput constructor

Method Summary

Modifier and Type	Method and Description
java.lang.String	getLinearizationMethod() The Linearization Method
double[][]	getTransformedMatrix() The Transformed Matrix
double[]	getTransformedRHS() The RHS

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LinearizationOutput

public LinearizationOutput(double[] adblTransformedRHS,
                           double[][] aadblTransformedMatrix,
                           java.lang.String strLinearizationMethod)
                    throws java.lang.Exception

LinearizationOutput constructor

Parameters:

adblTransformedRHS - The Transformed RHS

aadblTransformedMatrix - The Transformed Matrix

strLinearizationMethod - Method used for the Linearization

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

getTransformedRHS

public double[] getTransformedRHS()

The RHS

Returns:

The RHS

getTransformedMatrix

public double[][] getTransformedMatrix()

The Transformed Matrix

Returns:

The Transformed Matrix

getLinearizationMethod

public java.lang.String getLinearizationMethod()

The Linearization Method

Returns:

The Linearization Method