Package org.drip.numerical.matrix

Implementation of R1 C1 Matrices
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    R1NonPeriodicTridiagonal
    R1NonPeriodicTridiagonal implements a banded R1 Non-periodic Tridiagonal Matrix.
    R1PeriodicTridiagonal
    R1PeriodicTridiagonal implements a banded R1 Periodic Tridiagonal Matrix.
    R1Square
    R1Square implements the type and Functionality associated with a R1Square Matrix.
    R1SquareEigenized
    R1SquareEigenized implements an R1 Square Matrix with its Pre-computed Eigen-values and Eigen-vectors.
    R1SquareRotation2x2
    R1SquareRotation2x2 implements the 2x2 R1 Square Rotation Matrix parameterized by theta.
    R1Triangular
    R1Triangular implements the type and Functionality associated with an R1 Triangular Matrix.
    R1Tridiagonal
    R1Tridiagonal abstracts the R1 Tridiagonal Matrix based on Periodic/non-Periodic setup.