//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testRecoverOrginal()
public virtual void testRecoverOrginal()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.impl.matrix.MatrixAlgebra algebra = getAlgebra();
MatrixAlgebra algebra = Algebra;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.linearalgebra.DecompositionResult result = getSVD().apply(A);
DecompositionResult result = SVD.apply(A);
assertTrue(result is SVDecompositionResult);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final SVDecompositionResult svd_result = (SVDecompositionResult) result;
SVDecompositionResult svd_result = (SVDecompositionResult)result;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix u = svd_result.getU();
DoubleMatrix u = svd_result.U;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix w = com.opengamma.strata.collect.array.DoubleMatrix.diagonal(com.opengamma.strata.collect.array.DoubleArray.copyOf(svd_result.getSingularValues()));
DoubleMatrix w = DoubleMatrix.diagonal(DoubleArray.copyOf(svd_result.SingularValues));
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix vt = svd_result.getVT();
DoubleMatrix vt = svd_result.VT;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix a = (com.opengamma.strata.collect.array.DoubleMatrix) algebra.multiply(algebra.multiply(u, w), vt);
DoubleMatrix a = (DoubleMatrix)algebra.multiply(algebra.multiply(u, w), vt);
checkEquals(A, a);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testInvert()
public virtual void testInvert()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.impl.matrix.MatrixAlgebra algebra = getAlgebra();
MatrixAlgebra algebra = Algebra;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final SVDecompositionResult result = getSVD().apply(A);
SVDecompositionResult result = SVD.apply(A);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix ut = result.getUT();
DoubleMatrix ut = result.UT;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix v = result.getV();
DoubleMatrix v = result.V;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] sv = result.getSingularValues();
double[] sv = result.SingularValues;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int n = sv.length;
int n = sv.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] svinv = new double[n];
double[] svinv = new double[n];
for (int i = 0; i < n; i++)
{
if (sv[i] == 0.0)
{
svinv[i] = 0.0;
}
else
{
svinv[i] = 1.0 / sv[i];
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix winv = com.opengamma.strata.collect.array.DoubleMatrix.diagonal(com.opengamma.strata.collect.array.DoubleArray.copyOf(svinv));
DoubleMatrix winv = DoubleMatrix.diagonal(DoubleArray.copyOf(svinv));
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix ainv = (com.opengamma.strata.collect.array.DoubleMatrix) algebra.multiply(algebra.multiply(v, winv), ut);
DoubleMatrix ainv = (DoubleMatrix)algebra.multiply(algebra.multiply(v, winv), ut);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix identity = (com.opengamma.strata.collect.array.DoubleMatrix) algebra.multiply(A, ainv);
DoubleMatrix identity = (DoubleMatrix)algebra.multiply(A, ainv);
checkIdentity(identity);
}
public ShermanMorrisonMatrixUpdateFunction(MatrixAlgebra algebra)
{
ArgChecker.notNull(algebra, "algebra");
_algebra = algebra;
}
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="algebra"> the matrix </param>
public InverseJacobianDirectionFunction(MatrixAlgebra algebra)
{
ArgChecker.notNull(algebra, "algebra");
_algebra = algebra;
}
