C# (CSharp) com.opengamma.strata.math.linearalgebra.DecompositionResult 예제들

예제 #1

//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);
        }

예제 #2

//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.linearalgebra.DecompositionResult result = LU.apply(A);
            DecompositionResult result = LU.apply(A);

            assertTrue(result is LUDecompositionResult);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final LUDecompositionResult lu = (LUDecompositionResult) result;
            LUDecompositionResult lu = (LUDecompositionResult)result;
//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(lu.getL(), lu.getU());
            DoubleMatrix a = (DoubleMatrix)ALGEBRA.multiply(lu.L, lu.U);

            checkEquals((DoubleMatrix)ALGEBRA.multiply(lu.P, A), a);
        }

예제 #3

//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.linearalgebra.DecompositionResult result = CH.apply(A);
            DecompositionResult result = CH.apply(A);

            assertTrue(result is CholeskyDecompositionResult);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult ch = (CholeskyDecompositionResult) result;
            CholeskyDecompositionResult ch = (CholeskyDecompositionResult)result;
//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(ch.getL(), ch.getLT());
            DoubleMatrix a = (DoubleMatrix)ALGEBRA.multiply(ch.L, ch.LT);

            checkEquals(A, a);
        }

예제 #4

        //-------------------------------------------------------------------------
        private double[] weights(double forward, double strike, double[] strikes, double timeToExpiry, double atmVol)
        {
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] mat = new double[3][3];
            double[][] mat = RectangularArrays.ReturnRectangularDoubleArray(3, 3);
            double[]   vec = new double[3];
            for (int i = 0; i < 3; ++i)
            {
                mat[0][i] = BlackFormulaRepository.vega(forward, strikes[i], timeToExpiry, atmVol);
                mat[1][i] = BlackFormulaRepository.vanna(forward, strikes[i], timeToExpiry, atmVol);
                mat[2][i] = BlackFormulaRepository.volga(forward, strikes[i], timeToExpiry, atmVol);
            }
            vec[0] = BlackFormulaRepository.vega(forward, strike, timeToExpiry, atmVol);
            vec[1] = BlackFormulaRepository.vanna(forward, strike, timeToExpiry, atmVol);
            vec[2] = BlackFormulaRepository.volga(forward, strike, timeToExpiry, atmVol);
            DecompositionResult res = SVD.apply(DoubleMatrix.ofUnsafe(mat));

            return(res.solve(vec));
        }

예제 #5

파일: QRDecompositionCommonsTest.cs 프로젝트: ckarcz/Strata.ConvertedToCSharp

//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.linearalgebra.DecompositionResult result = QR.apply(A);
            DecompositionResult result = QR.apply(A);

            assertTrue(result is QRDecompositionResult);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final QRDecompositionResult qr = (QRDecompositionResult) result;
            QRDecompositionResult qr = (QRDecompositionResult)result;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix q = qr.getQ();
            DoubleMatrix q = qr.Q;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix r = qr.getR();
            DoubleMatrix r = qr.R;
//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(q, r);
            DoubleMatrix a = (DoubleMatrix)ALGEBRA.multiply(q, r);

            checkEquals(A, a);
        }