Package org.drip.numerical.linearsolver

Class TriangularScheme

java.lang.Object
org.drip.numerical.linearsolver.TriangularScheme
public class TriangularScheme
extends java.lang.Object
TriangularScheme exposes the O(n2) solver functionality for solving Triangular Matrices. The References are:

  • Axler, S. J. (1997): Linear Algebra Done Right 2nd Edition Springer New York NY
  • Bernstein, D. S. (2009): Matrix Mathematics: Theory, Facts, and Formulas 2nd Edition Princeton University Press Princeton NJ
  • Herstein, I. N. (1975): Topics in Algebra 2nd Edition Wiley New York NY
  • Prasolov, V. V. (1994): Topics in Algebra American Mathematical Society Providence RI
  • Wikipedia (2024): Triangular Matrix https://en.wikipedia.org/wiki/Triangular_matrix




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    TriangularScheme​(R1Triangular triangularMatrix, double[] rhsArray)
    Construct an Instance of TriangularScheme

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)  
    R1Triangular matrix()
    Retrieve the Triangular Matrix
    double[] rhsArray()
    Retrieve the RHS Array
    double[] solve()
    Solve the Triangular System given the RHS

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • TriangularScheme

      public TriangularScheme​(R1Triangular triangularMatrix, double[] rhsArray) throws java.lang.Exception
      Construct an Instance of TriangularScheme
      Parameters:
      triangularMatrix - Triangular Matrix
      rhsArray - RHS Array
      Throws:
      Thrown - if the Inputs are Invalid
      java.lang.Exception

  • Method Details

    • matrix

      public R1Triangular matrix()
      Retrieve the Triangular Matrix
      Returns:
      Triangular Matrix

    • rhsArray

      public double[] rhsArray()
      Retrieve the RHS Array
      Returns:
      Square Matrix

    • solve

      public double[] solve()
      Solve the Triangular System given the RHS
      Returns:
      The Solution

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Throws:
      java.lang.Exception