Package org.drip.numerical.linearsolver

Solvers of Linear Systems of Equations

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
BartelsStewartScheme	BartelsStewartScheme implements the solution to Sylvester Equation, which is defined by: A.X + X.B = RHS X is the unknown whose solution is to sought.
LinearSystem	LinearSystem implements the solver for a system of linear equations given by A * x = B where A is the matrix, x the set of variables, and B is the result to be solved for.
NonPeriodicTridiagonalScheme	NonPeriodicTridiagonalScheme implements the O(n) solver for a Non-Periodic Tridiagonal Matrix.
PeriodicTridiagonalScheme	PeriodicTridiagonalScheme implements the O(n) solver for a Periodic Tridiagonal Matrix.
RyabenkiiTsynkovScheme	RyabenkiiTsynkovScheme implements the O(n) solver for a Tridiagonal Matrix with Periodic Boundary Conditions.
ShermanMorrisonScheme	ShermanMorrisonScheme implements the O(n) solver for a Tridiagonal Matrix with Periodic Boundary Conditions.
SylvesterEquationSolution	SylvesterEquationSolution holds the Solution to the Sylvester Equation, which is defined by: A.X + X.B = C Here A, B, and C are the Sylvester Equation components, X is the unknown whose solution is to sought.
TriangularScheme	TriangularScheme exposes the O(n2) solver functionality for solving Triangular Matrices.
TridiagonalScheme	TridiagonalScheme exposes the O(n) solver functionality for solving Tridiagonal Matrices.