Class PortfolioRiskExactSigma.DefaultRoot
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma.DefaultRoot
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- All Implemented Interfaces:
PortfolioRiskExactSigma.MatrixRoot
- Enclosing class:
- PortfolioRiskExactSigma
public static class PortfolioRiskExactSigma.DefaultRoot extends Object implements PortfolioRiskExactSigma.MatrixRoot
Computes the matrix root by Cholesky and on failure by MatrixRootByDiagonalization.
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Constructor Summary
Constructors Constructor Description DefaultRoot()
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Method Detail
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getRoot
public Matrix getRoot(Matrix A)
Description copied from interface:PortfolioRiskExactSigma.MatrixRoot
Gets the root of a matrix- Specified by:
getRoot
in interfacePortfolioRiskExactSigma.MatrixRoot
- Parameters:
A
- a matrix- Returns:
- the matrix root
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