org.jquantlib.math.matrixutilities

Class PseudoSqrt

java.lang.Object

org.jquantlib.math.matrixutilities.PseudoSqrt

public class PseudoSqrt
extends java.lang.Object

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	PseudoSqrt.SalvagingAlgorithm

Constructor Summary

Constructors

Constructor and Description
PseudoSqrt()

Method Summary

Modifier and Type	Method and Description
static void	normalizePseudoRoot(Matrix matrix, Matrix pseudo)
Matrix	pseudoSqrt(Matrix matrix)
static Matrix	pseudoSqrt(Matrix matrix, PseudoSqrt.SalvagingAlgorithm sa)
static Matrix	rankReducedSqrt(Matrix matrix, int maxRank, int componentRetainedPercentage, PseudoSqrt.SalvagingAlgorithm sa)

Methods inherited from class java.lang.Object

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

Constructor Detail

PseudoSqrt

public PseudoSqrt()

Method Detail

pseudoSqrt

public Matrix pseudoSqrt(Matrix matrix)

rankReducedSqrt

public static Matrix rankReducedSqrt(Matrix matrix,
                                     int maxRank,
                                     int componentRetainedPercentage,
                                     PseudoSqrt.SalvagingAlgorithm sa)

normalizePseudoRoot

public static void normalizePseudoRoot(Matrix matrix,
                                       Matrix pseudo)

pseudoSqrt

public static Matrix pseudoSqrt(Matrix matrix,
                                PseudoSqrt.SalvagingAlgorithm sa)