public virtual DoubleMatrix getUpdatedMatrix(System.Func <DoubleArray, DoubleMatrix> g, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)
{
ArgChecker.notNull(deltaX, "deltaX");
ArgChecker.notNull(deltaY, "deltaY");
ArgChecker.notNull(matrix, "matrix");
DoubleArray v1 = (DoubleArray)_algebra.multiply(deltaX, matrix);
double length = _algebra.getInnerProduct(v1, deltaY);
if (length == 0)
{
return(matrix);
}
v1 = (DoubleArray)_algebra.scale(v1, 1.0 / length);
DoubleArray v2 = (DoubleArray)_algebra.subtract(deltaX, _algebra.multiply(matrix, deltaY));
DoubleMatrix m = _algebra.getOuterProduct(v2, v1);
return((DoubleMatrix)_algebra.add(matrix, m));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
public virtual void test()
{
const int n = 97;
double[] a = new double[n - 1];
double[] b = new double[n];
double[] c = new double[n - 1];
double[] x = new double[n];
for (int ii = 0; ii < n; ii++)
{
b[ii] = RANDOM.nextRandom();
x[ii] = RANDOM.nextRandom();
if (ii < n - 1)
{
a[ii] = RANDOM.nextRandom();
c[ii] = RANDOM.nextRandom();
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TridiagonalMatrix m = new TridiagonalMatrix(b, a, c);
TridiagonalMatrix m = new TridiagonalMatrix(b, a, c);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray xVec = com.opengamma.strata.collect.array.DoubleArray.copyOf(x);
DoubleArray xVec = DoubleArray.copyOf(x);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray yVec = (com.opengamma.strata.collect.array.DoubleArray) MA.multiply(m, xVec);
DoubleArray yVec = (DoubleArray)MA.multiply(m, xVec);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xSolv = solvTriDag(m, yVec).toArray();
double[] xSolv = solvTriDag(m, yVec).toArray();
for (int i = 0; i < n; i++)
{
assertEquals(x[i], xSolv[i], 1e-9);
}
DoubleArray resi = (DoubleArray)MA.subtract(MA.multiply(m, DoubleArray.copyOf(xSolv)), yVec);
double err = MA.getNorm2(resi);
assertEquals(0.0, err, 1e-14);
}