Package com.opengamma.analytics.math.linearalgebra

Examples of com.opengamma.analytics.math.linearalgebra.TridiagonalMatrix.toDoubleMatrix2D()

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    }

    final TridiagonalMatrix m = new TridiagonalMatrix(c, u, l);
    final DoubleMatrix1D xVec = new DoubleMatrix1D(x);
    DoubleMatrix1D y1 = (DoubleMatrix1D) ALGEBRA.multiply(m, xVec);
    DoubleMatrix2D full = m.toDoubleMatrix2D();
    DoubleMatrix1D y2 = (DoubleMatrix1D) ALGEBRA.multiply(full, xVec);

    for (int i = 0; i < n; i++) {
      assertEquals(y1.getEntry(i), y2.getEntry(i), 1e-12);
    }
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