com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult.java Source code

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Here is the source code for com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult.java

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/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.linearalgebra;

import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.CholeskyDecomposition;
import org.apache.commons.math3.linear.DecompositionSolver;

import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;
import com.opengamma.strata.math.impl.util.CommonsMathWrapper;

/**
 * Wrapper for results of the Commons implementation of Cholesky decomposition ({@link CholeskyDecompositionCommons})
 */
public class CholeskyDecompositionCommonsResult implements CholeskyDecompositionResult {

    private final double _determinant;
    private final DoubleMatrix _l;
    private final DoubleMatrix _lt;
    private final DecompositionSolver _solver;

    /**
     * Constructor.
     * @param ch The result of the Cholesky decomposition.
     */
    public CholeskyDecompositionCommonsResult(CholeskyDecomposition ch) {
        ArgChecker.notNull(ch, "Cholesky decomposition");
        _determinant = ch.getDeterminant();
        _l = CommonsMathWrapper.unwrap(ch.getL());
        _lt = CommonsMathWrapper.unwrap(ch.getLT());
        _solver = ch.getSolver();
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public DoubleArray solve(DoubleArray b) {
        ArgChecker.notNull(b, "b");
        return CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b)));
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public double[] solve(double[] b) {
        ArgChecker.notNull(b, "b");
        return _solver.solve(new ArrayRealVector(b)).toArray();
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public DoubleMatrix solve(DoubleMatrix b) {
        ArgChecker.notNull(b, "b");
        return CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b)));
    }

    @Override
    public DoubleMatrix getL() {
        return _l;
    }

    @Override
    public DoubleMatrix getLT() {
        return _lt;
    }

    @Override
    public double getDeterminant() {
        return _determinant;
    }

}