OpenGamma/OG-Platform — pull request #175 by richardopengamma (2014-08-28 17:29:11+00:00)
Title: Topic/plat 6723

The method getModifiedCurvatureMatrix in NonLinearLeastSquare and NonLinearLeastSquareWithPenalty was slow because it computed J^T * J (where J is the Jacobian matrix) directly calling the getEntry method of DoubleMatrix2D. We now have a dedicated method in MatrixAlgebra that works directly on double arrays.