//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: @Override protected double[] matrixEqnSolver(final double[][] doubMat, final double[] doubVec)
protected internal override double[] matrixEqnSolver(double[][] doubMat, double[] doubVec)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int sizeM1 = doubMat.length - 1;
int sizeM1 = doubMat.Length - 1;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] a = new double[sizeM1];
double[] a = new double[sizeM1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] b = new double[sizeM1 + 1];
double[] b = new double[sizeM1 + 1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] c = new double[sizeM1];
double[] c = new double[sizeM1];
for (int i = 0; i < sizeM1; ++i)
{
a[i] = doubMat[i][i + 1];
b[i] = doubMat[i][i];
c[i] = doubMat[i + 1][i];
}
b[sizeM1] = doubMat[sizeM1][sizeM1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix m = new com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix(b, a, c);
TridiagonalMatrix m = new TridiagonalMatrix(b, a, c);
return(TridiagonalSolver.solvTriDag(m, doubVec));
}
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: @Override protected com.opengamma.strata.collect.array.DoubleArray[] combinedMatrixEqnSolver(final double[][] doubMat1, final double[] doubVec, final double[][] doubMat2)
protected internal override DoubleArray[] combinedMatrixEqnSolver(double[][] doubMat1, double[] doubVec, double[][] doubMat2)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int size = doubVec.length;
int size = doubVec.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray[] res = new com.opengamma.strata.collect.array.DoubleArray[size + 1];
DoubleArray[] res = new DoubleArray[size + 1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix doubMat2Matrix = com.opengamma.strata.collect.array.DoubleMatrix.copyOf(doubMat2);
DoubleMatrix doubMat2Matrix = DoubleMatrix.copyOf(doubMat2);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] u = new double[size - 1];
double[] u = new double[size - 1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] d = new double[size];
double[] d = new double[size];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] l = new double[size - 1];
double[] l = new double[size - 1];
for (int i = 0; i < size - 1; ++i)
{
u[i] = doubMat1[i][i + 1];
d[i] = doubMat1[i][i];
l[i] = doubMat1[i + 1][i];
}
d[size - 1] = doubMat1[size - 1][size - 1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix m = new com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix(d, u, l);
TridiagonalMatrix m = new TridiagonalMatrix(d, u, l);
res[0] = DoubleArray.copyOf(TridiagonalSolver.solvTriDag(m, doubVec));
for (int i = 0; i < size; ++i)
{
DoubleArray doubMat2Colum = doubMat2Matrix.column(i);
res[i + 1] = TridiagonalSolver.solvTriDag(m, doubMat2Colum);
}
return(res);
}
