Package org.jquantlib.math.matrixutilities

Examples of org.jquantlib.math.matrixutilities.Array.subAssign()

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        outputDiagonals(op2);

        final double tolerance = 1.0e-6;

        Array lderror = ref.lowerDiagonal().clone();
        lderror.subAssign(op1.lowerDiagonal());
        Array derror = ref.diagonal().clone();
        derror.subAssign(op1.diagonal());
        Array uderror = ref.upperDiagonal().clone();
        uderror.subAssign(op1.upperDiagonal());
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        final double tolerance = 1.0e-6;

        Array lderror = ref.lowerDiagonal().clone();
        lderror.subAssign(op1.lowerDiagonal());
        Array derror = ref.diagonal().clone();
        derror.subAssign(op1.diagonal());
        Array uderror = ref.upperDiagonal().clone();
        uderror.subAssign(op1.upperDiagonal());


        for (i=2; i<grid.size()-2; i++) {
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        Array lderror = ref.lowerDiagonal().clone();
        lderror.subAssign(op1.lowerDiagonal());
        Array derror = ref.diagonal().clone();
        derror.subAssign(op1.diagonal());
        Array uderror = ref.upperDiagonal().clone();
        uderror.subAssign(op1.upperDiagonal());


        for (i=2; i<grid.size()-2; i++) {
            QL.info("lderror(" + i + ") = "+ Math.abs(lderror.get(i)) +  " tolerance " + tolerance + " \n");
            QL.info("derror(" + i + ") = "+ Math.abs(derror.get(i)) + " tolerance " + tolerance + " \n");
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        lderror = ref.lowerDiagonal();
        lderror.subAssign(op2.lowerDiagonal());
        derror = ref.diagonal();
        derror.subAssign(op2.diagonal());
        uderror = ref.upperDiagonal();
        uderror.subAssign(op2.upperDiagonal());


        for (i=2; i<grid.size()-2; i++) {
            if (Math.abs(lderror.get(i)) > tolerance ||
                    Math.abs(derror.get(i)) > tolerance ||
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