commons math and the finite difference method

Hello, I am trying to put into practice the finite difference method using commons math 2.0. I am in reference to the following book: Options, futures and other derivatives by John Hull. I have attached a gif of page 445 of the 6th edition of the book. Note that I assume that the discretisation

Re: commons math and the finite difference method

thanks, that's what I tried but I get a singular matrix exception. I have sent you an email on your mailbox. Julien. 2009/6/1 Luc Maisonobe luc.maison...@free.fr Julien Martin a écrit : Hello, I am trying to put into practice the finite difference method using commons math 2.0. I am

[commons math] solving a n equations system with n unknows using commons math

Hello, I would be very grateful if someone could tell me which class or package I should look into in order to solve a linear system of n equations with n unknows. Please advise, Thanks in advance, J.

Re: [commons math] solving a n equations system with n unknows using commons math

thanks a lot Luc! 2009/5/29 Luc Maisonobe luc.maison...@free.fr Julien Martin a écrit : Hello, I would be very grateful if someone could tell me which class or package I should look into in order to solve a linear system of n equations with n unknows. Please advise, Thanks