diff --git a/ReleaseNotes/02_08_2024.txt b/ReleaseNotes/02_08_2024.txt new file mode 100644 index 000000000000..6016882d4dd1 --- /dev/null +++ b/ReleaseNotes/02_08_2024.txt @@ -0,0 +1,59 @@ + +Features: + + - Random Matrix Generator Atomic Lower Triangular (10, 11, 12) + - Random Matrix Generator Atomic Upper Triangular (46, 47, 48) + - Linear Algebra Tridiagonal Matrix Shell (81, 82) + - Linear Algebra Tridiagonal Matrix Constructor (83, 84) + - Non-Periodic Tridiagonal Matrix Shell (85, 86, 87) + - Non-Periodic Tridiagonal Matrix Constructor (88, 89, 90) + - Non-Periodic Tridiagonal Matrix Solver (91, 92, 93) + - Linear Algebra TridiagonalMatrix Shell (94, 95, 96) + - Non-Periodic Tridiagonal Matrix Shell (97, 98) + - Periodic Tridiagonal Matrix Shell (99, 100) + - Non-Periodic Tridiagonal Matrix #1 (101, 102, 103) + - Non-Periodic Tridiagonal Matrix #2 (104, 105) + + +Bug Fixes/Re-organization: + + - Atomic Lower Triangular Fix #1 (13, 14, 15) + - Atomic Lower Triangular Fix #2 (16, 17, 18) + - Atomic Lower Triangular Fix #3 (19, 20, 21) + - Atomic Lower Triangular Fix #4 (22, 23, 24) + - Atomic Lower Triangular Fix #5 (25, 26, 27) + - Atomic Lower Triangular Fix #6 (28, 29, 30) + - Atomic Lower Triangular Fix #7 (31, 32, 33) + - Atomic Lower Triangular Fix #8 (34, 35, 36) + - Solvers of Linear Systems of Equations (64, 65) + - Numerical Linear System Solver Migration (66, 67, 68) + - Numerical Ryabenkii Tsynkov System Solver (69, 70, 71) + - Numerical Tridiagonal System Solver Migration (72, 73, 74) + - Numerical Strictly Tridiagonal System Solver (75, 76, 77) + - Numerical Sherman Morrison System Solver (78, 79, 80) + - Non-Periodic Tridiagonal Matrix Revamp (106, 107, 108) + - Numerical Linear Solver Tridiagonal Revamp (109, 110, 111) + - Non-Periodic Tridiagonal Revamp (112) + - Linear Solver Ryabenkii Tsynkov #1 (113, 114, 115) + - Linear Solver Ryabenkii Tsynkov #2 (116, 117, 118) + - Linear Solver Ryabenkii Tsynkov #3 (119, 120) + + +Samples: + + - Upper Strictly Upper Triangular #1 (1, 2, 3) + - Upper Strictly Upper Triangular #2 (4, 5, 6) + - Upper Strictly Upper Triangular #3 (7, 8, 9) + - Atomic Lower Triangular Matrix #1 (37, 38, 39) + - Atomic Lower Triangular Matrix #2 (40, 41, 42) + - Atomic Lower Triangular Matrix #3 (43, 44, 45) + - Atomic Upper Triangular Matrix #1 (49, 50, 51) + - Atomic Upper Triangular Matrix #2 (52, 53, 54) + - Atomic Upper Triangular Matrix #3 (55, 56, 57) + - Atomic Upper Unitriangular Matrix Run (58, 59, 60) + - Atomic Lower Unitriangular Matrix Run (61, 62, 63) + - Non-periodic Tridiagonal Solver #1 (113, 114) + - Non-periodic Tridiagonal Solver #2 (115, 116) + + +IdeaDRIP: diff --git a/src/main/java/org/drip/fdm/cranknicolson/CNDiscretizedEvolver1D.java b/src/main/java/org/drip/fdm/cranknicolson/CNDiscretizedEvolver1D.java index 81b111735db8..56b482754362 100644 --- a/src/main/java/org/drip/fdm/cranknicolson/CNDiscretizedEvolver1D.java +++ b/src/main/java/org/drip/fdm/cranknicolson/CNDiscretizedEvolver1D.java @@ -5,7 +5,7 @@ import org.drip.fdm.definition.R1EvolutionSnapshot; import org.drip.function.definition.RdToR1; import org.drip.numerical.common.NumberUtil; -import org.drip.numerical.linearalgebra.StrictlyTridiagonalSolver; +import org.drip.numerical.linearsolver.NonPeriodicTridiagonalScheme; /* * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- @@ -379,7 +379,7 @@ public R1EvolutionSnapshot evolve ( try { if (null == ( - stateResponseArray = new StrictlyTridiagonalSolver ( + stateResponseArray = NonPeriodicTridiagonalScheme.Standard ( stateResponseTransitionMatrix, rhsArray ).forwardSweepBackSubstitution() diff --git a/src/main/java/org/drip/function/rdtor1solver/InteriorFixedPointFinder.java b/src/main/java/org/drip/function/rdtor1solver/InteriorFixedPointFinder.java index e2d33f453a42..89eb92f79d4e 100644 --- a/src/main/java/org/drip/function/rdtor1solver/InteriorFixedPointFinder.java +++ b/src/main/java/org/drip/function/rdtor1solver/InteriorFixedPointFinder.java @@ -213,7 +213,7 @@ private org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier inc } org.drip.numerical.linearalgebra.LinearizationOutput linearizationOutput = - org.drip.numerical.linearalgebra.LinearSystemSolver.SolveUsingMatrixInversion ( + org.drip.numerical.linearsolver.LinearSystem.SolveUsingMatrixInversion ( constrainedObjectiveFunctionJacobianArray, constrainedObjectiveFunctionRHSArray ); diff --git a/src/main/java/org/drip/measure/crng/RandomMatrixGenerator.java b/src/main/java/org/drip/measure/crng/RandomMatrixGenerator.java index 7bf37d269939..ae15416970e4 100644 --- a/src/main/java/org/drip/measure/crng/RandomMatrixGenerator.java +++ b/src/main/java/org/drip/measure/crng/RandomMatrixGenerator.java @@ -315,4 +315,92 @@ public static final TriangularMatrix StrictlyUpperTriangular ( return TriangularMatrix.Standard (r2Array); } + + /** + * Construct an Atomic Lower Triangular Matrix of Random Elements up to the Maximum Value + * + * @param elementCount Number of Elements in the Array + * @param maximumElement Maximum Element + * @param isEntryInteger TRUE - Entry is an Integer + * + * @return Atomic Lower Triangular Matrix of Random Elements up to the Maximum Value + */ + + public static final TriangularMatrix AtomicLowerTriangular ( + final int elementCount, + final double maximumElement, + final boolean isEntryInteger) + { + double[][] r2Array = RdRandomSequence.TwoD (elementCount, maximumElement, isEntryInteger); + + for (int i = 0; i < r2Array.length; ++i) { + for (int j = 0; j < r2Array.length; ++j) { + r2Array[i][j] = 0.; + } + } + + for (int i = 0; i < r2Array.length; ++i) { + r2Array[i][i] = 1.; + } + + int columnIndex = (int) (Math.random() * elementCount); + + if (((int) maximumElement) - 1 == columnIndex) { + columnIndex = ((int) maximumElement) - 2; + } else if (0 == columnIndex) { + columnIndex = 1; + } + + for (int i = 0; i < r2Array.length; ++i) { + if (columnIndex < i) { + r2Array[i][columnIndex] = 1.; + } + } + + return TriangularMatrix.Standard (r2Array); + } + + /** + * Construct an Atomic Upper Triangular Matrix of Random Elements up to the Maximum Value + * + * @param elementCount Number of Elements in the Array + * @param maximumElement Maximum Element + * @param isEntryInteger TRUE - Entry is an Integer + * + * @return Atomic Upper Triangular Matrix of Random Elements up to the Maximum Value + */ + + public static final TriangularMatrix AtomicUpperTriangular ( + final int elementCount, + final double maximumElement, + final boolean isEntryInteger) + { + double[][] r2Array = RdRandomSequence.TwoD (elementCount, maximumElement, isEntryInteger); + + for (int i = 0; i < r2Array.length; ++i) { + for (int j = 0; j < r2Array.length; ++j) { + r2Array[i][j] = 0.; + } + } + + for (int i = 0; i < r2Array.length; ++i) { + r2Array[i][i] = 1.; + } + + int columnIndex = (int) (Math.random() * elementCount); + + if (((int) maximumElement) - 1 == columnIndex) { + columnIndex = ((int) maximumElement) - 2; + } else if (0 == columnIndex) { + columnIndex = 1; + } + + for (int i = 0; i < r2Array.length; ++i) { + if (columnIndex > i) { + r2Array[i][columnIndex] = 1.; + } + } + + return TriangularMatrix.Standard (r2Array); + } } diff --git a/src/main/java/org/drip/measure/lebesgue/R1PiecewiseDisplaced.java b/src/main/java/org/drip/measure/lebesgue/R1PiecewiseDisplaced.java index 3e8b2955c58f..635e8a349841 100644 --- a/src/main/java/org/drip/measure/lebesgue/R1PiecewiseDisplaced.java +++ b/src/main/java/org/drip/measure/lebesgue/R1PiecewiseDisplaced.java @@ -162,7 +162,7 @@ public static final R1PiecewiseDisplaced Standard ( } org.drip.numerical.linearalgebra.LinearizationOutput lo = - org.drip.numerical.linearalgebra.LinearSystemSolver.SolveUsingMatrixInversion (aadblM, adblY); + org.drip.numerical.linearsolver.LinearSystem.SolveUsingMatrixInversion (aadblM, adblY); if (null == lo) return null; diff --git a/src/main/java/org/drip/numerical/linearalgebra/NonPeriodicTridiagonalMatrix.java b/src/main/java/org/drip/numerical/linearalgebra/NonPeriodicTridiagonalMatrix.java new file mode 100644 index 000000000000..f60233b12b0a --- /dev/null +++ b/src/main/java/org/drip/numerical/linearalgebra/NonPeriodicTridiagonalMatrix.java @@ -0,0 +1,138 @@ + +package org.drip.numerical.linearalgebra; + +/* + * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- + */ + +/*! + * Copyright (C) 2025 Lakshmi Krishnamurthy + * + * This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics, + * asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment + * analytics, and portfolio construction analytics within and across fixed income, credit, commodity, + * equity, FX, and structured products. It also includes auxiliary libraries for algorithm support, + * numerical analysis, numerical optimization, spline builder, model validation, statistical learning, + * graph builder/navigator, and computational support. + * + * https://lakshmidrip.github.io/DROP/ + * + * DROP is composed of three modules: + * + * - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/ + * - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/ + * - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/ + * + * DROP Product Core implements libraries for the following: + * - Fixed Income Analytics + * - Loan Analytics + * - Transaction Cost Analytics + * + * DROP Portfolio Core implements libraries for the following: + * - Asset Allocation Analytics + * - Asset Liability Management Analytics + * - Capital Estimation Analytics + * - Exposure Analytics + * - Margin Analytics + * - XVA Analytics + * + * DROP Computational Core implements libraries for the following: + * - Algorithm Support + * - Computation Support + * - Function Analysis + * - Graph Algorithm + * - Model Validation + * - Numerical Analysis + * - Numerical Optimizer + * - Spline Builder + * - Statistical Learning + * + * Documentation for DROP is Spread Over: + * + * - Main => https://lakshmidrip.github.io/DROP/ + * - Wiki => https://github.com/lakshmiDRIP/DROP/wiki + * - GitHub => https://github.com/lakshmiDRIP/DROP + * - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md + * - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html + * - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal + * - Release Versions => https://lakshmidrip.github.io/DROP/version.html + * - Community Credits => https://lakshmidrip.github.io/DROP/credits.html + * - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * + * You may obtain a copy of the License at + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +/** + * NonPeriodicTridiagonalMatrix implements a banded Non-periodic Tridiagonal Matrix. The References + * are: + * + *

+ * + * + *

+ * + *

+ * + * @author Lakshmi Krishnamurthy + */ + +public class NonPeriodicTridiagonalMatrix extends TridiagonalMatrix +{ + + /** + * Construct an Instance of Non-periodic Tridiagonal Matrix + * + * @param r2Array R2 Array + * + * @return Instance of Non-periodic Tridiagonal Matrix + */ + + public static NonPeriodicTridiagonalMatrix Standard ( + final double[][] r2Array) + { + return MatrixUtil.IsTridiagonal (r2Array) ? new NonPeriodicTridiagonalMatrix (r2Array) : null; + } + + protected NonPeriodicTridiagonalMatrix ( + final double[][] r2Array) + { + super (r2Array); + } +} diff --git a/src/main/java/org/drip/numerical/linearalgebra/PeriodicTridiagonalMatrix.java b/src/main/java/org/drip/numerical/linearalgebra/PeriodicTridiagonalMatrix.java new file mode 100644 index 000000000000..93e6953184e2 --- /dev/null +++ b/src/main/java/org/drip/numerical/linearalgebra/PeriodicTridiagonalMatrix.java @@ -0,0 +1,137 @@ + +package org.drip.numerical.linearalgebra; + +/* + * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- + */ + +/*! + * Copyright (C) 2025 Lakshmi Krishnamurthy + * + * This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics, + * asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment + * analytics, and portfolio construction analytics within and across fixed income, credit, commodity, + * equity, FX, and structured products. It also includes auxiliary libraries for algorithm support, + * numerical analysis, numerical optimization, spline builder, model validation, statistical learning, + * graph builder/navigator, and computational support. + * + * https://lakshmidrip.github.io/DROP/ + * + * DROP is composed of three modules: + * + * - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/ + * - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/ + * - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/ + * + * DROP Product Core implements libraries for the following: + * - Fixed Income Analytics + * - Loan Analytics + * - Transaction Cost Analytics + * + * DROP Portfolio Core implements libraries for the following: + * - Asset Allocation Analytics + * - Asset Liability Management Analytics + * - Capital Estimation Analytics + * - Exposure Analytics + * - Margin Analytics + * - XVA Analytics + * + * DROP Computational Core implements libraries for the following: + * - Algorithm Support + * - Computation Support + * - Function Analysis + * - Graph Algorithm + * - Model Validation + * - Numerical Analysis + * - Numerical Optimizer + * - Spline Builder + * - Statistical Learning + * + * Documentation for DROP is Spread Over: + * + * - Main => https://lakshmidrip.github.io/DROP/ + * - Wiki => https://github.com/lakshmiDRIP/DROP/wiki + * - GitHub => https://github.com/lakshmiDRIP/DROP + * - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md + * - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html + * - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal + * - Release Versions => https://lakshmidrip.github.io/DROP/version.html + * - Community Credits => https://lakshmidrip.github.io/DROP/credits.html + * - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * + * You may obtain a copy of the License at + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +/** + * PeriodicTridiagonalMatrix implements a banded Periodic Tridiagonal Matrix. The References are: + * + *

+ * + * + *

+ * + *

+ * + * @author Lakshmi Krishnamurthy + */ + +public class PeriodicTridiagonalMatrix extends TridiagonalMatrix +{ + + /** + * Construct an Instance of Periodic Tridiagonal Matrix + * + * @param r2Array R2 Array + * + * @return Instance of Non-periodic Tridiagonal Matrix + */ + + public static final PeriodicTridiagonalMatrix Standard ( + final double[][] r2Array) + { + return MatrixUtil.IsPeriodicTridiagonal (r2Array) ? new PeriodicTridiagonalMatrix (r2Array) : null; + } + + protected PeriodicTridiagonalMatrix ( + final double[][] r2Array) + { + super (r2Array); + } +} diff --git a/src/main/java/org/drip/numerical/linearalgebra/TridiagonalMatrix.java b/src/main/java/org/drip/numerical/linearalgebra/TridiagonalMatrix.java new file mode 100644 index 000000000000..4a3ee24ce81e --- /dev/null +++ b/src/main/java/org/drip/numerical/linearalgebra/TridiagonalMatrix.java @@ -0,0 +1,124 @@ + +package org.drip.numerical.linearalgebra; + +/* + * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- + */ + +/*! + * Copyright (C) 2025 Lakshmi Krishnamurthy + * + * This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics, + * asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment + * analytics, and portfolio construction analytics within and across fixed income, credit, commodity, + * equity, FX, and structured products. It also includes auxiliary libraries for algorithm support, + * numerical analysis, numerical optimization, spline builder, model validation, statistical learning, + * graph builder/navigator, and computational support. + * + * https://lakshmidrip.github.io/DROP/ + * + * DROP is composed of three modules: + * + * - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/ + * - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/ + * - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/ + * + * DROP Product Core implements libraries for the following: + * - Fixed Income Analytics + * - Loan Analytics + * - Transaction Cost Analytics + * + * DROP Portfolio Core implements libraries for the following: + * - Asset Allocation Analytics + * - Asset Liability Management Analytics + * - Capital Estimation Analytics + * - Exposure Analytics + * - Margin Analytics + * - XVA Analytics + * + * DROP Computational Core implements libraries for the following: + * - Algorithm Support + * - Computation Support + * - Function Analysis + * - Graph Algorithm + * - Model Validation + * - Numerical Analysis + * - Numerical Optimizer + * - Spline Builder + * - Statistical Learning + * + * Documentation for DROP is Spread Over: + * + * - Main => https://lakshmidrip.github.io/DROP/ + * - Wiki => https://github.com/lakshmiDRIP/DROP/wiki + * - GitHub => https://github.com/lakshmiDRIP/DROP + * - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md + * - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html + * - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal + * - Release Versions => https://lakshmidrip.github.io/DROP/version.html + * - Community Credits => https://lakshmidrip.github.io/DROP/credits.html + * - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * + * You may obtain a copy of the License at + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +/** + * abstracts the Tridiagonal Matrix based on Periodic/non-Periodic setup. The + * References are: + * + *

+ * + * + *

+ * + *

+ * + * @author Lakshmi Krishnamurthy + */ + +public class TridiagonalMatrix extends SquareMatrix +{ + + protected TridiagonalMatrix ( + final double[][] r2Array) + { + super (r2Array); + } +} diff --git a/src/main/java/org/drip/numerical/linearalgebra/LinearSystemSolver.java b/src/main/java/org/drip/numerical/linearsolver/LinearSystem.java similarity index 96% rename from src/main/java/org/drip/numerical/linearalgebra/LinearSystemSolver.java rename to src/main/java/org/drip/numerical/linearsolver/LinearSystem.java index 31145615ddfe..b012ea8e9d99 100644 --- a/src/main/java/org/drip/numerical/linearalgebra/LinearSystemSolver.java +++ b/src/main/java/org/drip/numerical/linearsolver/LinearSystem.java @@ -1,5 +1,7 @@ -package org.drip.numerical.linearalgebra; +package org.drip.numerical.linearsolver; + +import org.drip.numerical.linearalgebra.LinearizationOutput; /* * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- @@ -83,7 +85,7 @@ */ /** - * LinearSystemSolver implements the solver for a system of linear equations given by + * LinearSystem implements the solver for a system of linear equations given by * * A * x = B * @@ -109,14 +111,14 @@ *
  • Module = Computational Core Module
    • *
  • Library = Numerical Analysis Library
    • *
  • Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
    • - *
  • Package = Linear Algebra Matrix Transform Library
    • + *
  • Package = Solvers of Linear Systems of Equations
    • * *

    * * @author Lakshmi Krishnamurthy */ -public class LinearSystemSolver { +public class LinearSystem { /** * Regularize (i.e., convert the diagonal entries of the given cell to non-zero using suitable linear @@ -359,7 +361,7 @@ public static final org.drip.numerical.linearalgebra.LinearizationOutput SolveUs double[] adblRHS = Pivot (aadblA, adblB); if (null == adblRHS || iSize != adblRHS.length || - !org.drip.numerical.linearalgebra.LinearSystemSolver.IsDiagonallyDominant (aadblA, true)) + !org.drip.numerical.linearsolver.LinearSystem.IsDiagonallyDominant (aadblA, true)) return null; for (int i = 0; i < iSize; ++i) diff --git a/src/main/java/org/drip/numerical/linearalgebra/StrictlyTridiagonalSolver.java b/src/main/java/org/drip/numerical/linearsolver/NonPeriodicTridiagonalScheme.java similarity index 85% rename from src/main/java/org/drip/numerical/linearalgebra/StrictlyTridiagonalSolver.java rename to src/main/java/org/drip/numerical/linearsolver/NonPeriodicTridiagonalScheme.java index d0ef48596550..3abcc6395d36 100644 --- a/src/main/java/org/drip/numerical/linearalgebra/StrictlyTridiagonalSolver.java +++ b/src/main/java/org/drip/numerical/linearsolver/NonPeriodicTridiagonalScheme.java @@ -1,7 +1,9 @@ -package org.drip.numerical.linearalgebra; +package org.drip.numerical.linearsolver; import org.drip.numerical.common.NumberUtil; +import org.drip.numerical.linearalgebra.MatrixUtil; +import org.drip.numerical.linearalgebra.NonPeriodicTridiagonalMatrix; /* * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- @@ -76,8 +78,8 @@ */ /** - * StrictlyTridiagonalSolver implements the O(n) solver for a Strictly Tridiagonal Matrix. The - * References are: + * NonPeriodicTridiagonalScheme implements the O(n) solver for a Non-Periodic Tridiagonal Matrix. The + * References are: * *

    *