com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization

Interface PortfolioRiskExactSigma.MatrixRoot

All Known Implementing Classes:

PortfolioRiskExactSigma.DefaultRoot, PortfolioRiskExactSigma.Diagonalization

Enclosing class:

PortfolioRiskExactSigma

public static interface PortfolioRiskExactSigma.MatrixRoot

Specifies the method to compute the root of a matrix.

Method Summary

Modifier and Type	Method and Description
Matrix	getRoot(Matrix A) Gets the root of a matrix

Method Detail

getRoot

Matrix getRoot(Matrix A)

Gets the root of a matrix

Parameters:

A - a matrix

Returns:

the matrix root