UD

java.lang.Object

org.drip.numerical.linearalgebra.UD

public class UD
extends java.lang.Object

UD holds the U and the D Matrices that form the Result of the UDU Transpose Decomposition.

Module = Numerical Core Module
Library = Numerical Optimizer Library
Project = Numerical Analysis
Package = Linear Algebra Matrix Transform Library

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

UD(double[][] u, double[][] d)
UD Constructor
Method Summary

Modifier and Type Method Description

double[][] d()
Retrieve D

double[][] u()
Retrieve U

double[][] uduTranspose()
Compute the UDU Transpose

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- UD
  
  public UD(double[][] u, double[][] d) throws java.lang.Exception
  
  UD Constructor
  
  Parameters:
  
  u - U
  
  d - D
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- u
  
  public double[][] u()
  
  Retrieve U
  
  Returns:
  
  U
- d
  
  public double[][] d()
  
  Retrieve D
  
  Returns:
  
  D
- uduTranspose
  
  public double[][] uduTranspose()
  
  Compute the UDU Transpose
  
  Returns:
  
  The UDU Transpose