/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.rootfinding.newton;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.analytics.math.matrix.MatrixAlgebra;
/**
*
*/
public class InverseJacobianDirectionFunction implements NewtonRootFinderDirectionFunction {
private final MatrixAlgebra _algebra;
public InverseJacobianDirectionFunction(final MatrixAlgebra algebra) {
Validate.notNull(algebra);
_algebra = algebra;
}
@Override
public DoubleMatrix1D getDirection(final DoubleMatrix2D estimate, final DoubleMatrix1D y) {
Validate.notNull(estimate);
Validate.notNull(y);
return (DoubleMatrix1D) _algebra.multiply(estimate, y);
}
}