SAP ABAP Function Module RMMATH_DEFINITENESS_CHECK (This function module tests whether matrices are positive definite)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Function Module | RMMATH_DEFINITENESS_CHECK | This function module tests whether matrices are positive definite |
| Function Group | RMMATH | Mathematical Auxiliary Modules |
| Program Name | SAPLRMMATH | |
| INCLUDE Name | LRMMATHU01 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
ET_EIGENVECTOR | TYPE | VTVVKMATRIX_TAB | Eigenvector of Matrix | |||
| Exporting |
ET_EIGENVALUE | TYPE | VTVVKMATRIX_TAB | Eigenvalue of Matrix | |||
 Importing |
IT_MATRIX | TYPE | VTVVKMATRIX_TAB | Symmetrical Matrix | |||
 Exception |
NOT_POS_DEFINIT | TYPE | Matrix is not positive definite | ||||
| Exception |
INVALID_MATRIX | TYPE | Matrix with errors | ||||
| Exception |
TOO_MANY_ITERATIONS_IN_JACOBY | TYPE | Jacobi method does not converge | ||||
Processing Type
| Normal Function Module | |
 Remote-Enabled Module |
BaseXML supported |
| Update Module | Start immediately |
| Immediate Start, No Restart | |
| Start Delayed | |
| Coll.run | |
| JAVA Module Callable from ABAP | |
| Remote-Enabled JAVA Module | |
| Module Callable from JAVA |
History
| Last changed by/on | SAP | 20040315 |
| SAP Release Created in | 110 |
