Enhance matrix classes

Add new methods
Prepare for rename of existing methods

modules/math/src/main/java/com/opengamma/strata/math/impl/matrix/DoubleMatrixUtils.java

@@ -40,7 +40,7 @@ public static DoubleMatrix2D getTranspose(DoubleMatrix2D matrix) {
   public static DoubleMatrix2D getIdentityMatrix2D(int dimension) {
     ArgChecker.isTrue(dimension >= 0, "dimension must be >= 0");
     if (dimension == 0) {
-      return DoubleMatrix2D.EMPTY_MATRIX;
+      return DoubleMatrix2D.EMPTY;
     }
     if (dimension == 1) {
       return new DoubleMatrix2D(new double[][] {new double[] {1}});
@@ -61,7 +61,7 @@ public static DoubleMatrix2D getTwoDimensionalDiagonalMatrix(DoubleMatrix1D vect
     ArgChecker.notNull(vector, "vector");
     int n = vector.size();
     if (n == 0) {
-      return DoubleMatrix2D.EMPTY_MATRIX;
+      return DoubleMatrix2D.EMPTY;
     }
     double[][] data = new double[n][n];
     for (int i = 0; i < n; i++) {

modules/math/src/main/java/com/opengamma/strata/math/impl/matrix/IdentityMatrix.java

@@ -12,20 +12,17 @@
  */
 public class IdentityMatrix extends DoubleMatrix2D {
 
-  private final int _size;
+  /**
+   * Serialization version.
+   */
+  private static final long serialVersionUID = 1L;
 
   public IdentityMatrix(int size) {
     super(size, size);
     ArgChecker.isTrue(size > 0, "size must be > 0");
     for (int i = 0; i < size; i++) {
       getData()[i][i] = 1.0;
     }
-    _size = size;
-  }
-
-  @Override
-  public int size() {
-    return _size * _size;
   }
 
   @Override
@@ -38,7 +35,7 @@ public double getEntry(int index1, int index2) {
    * @return size
    */
   public int getSize() {
-    return _size;
+    return rowCount();
   }
 
 }

modules/math/src/test/java/com/opengamma/strata/math/impl/function/InterpolatedCurveVectorFunctionTest.java

@@ -122,7 +122,7 @@ public DoubleMatrix1D evaluate(final DoubleMatrix1D x) {
 
       @Override
       public DoubleMatrix2D calculateJacobian(final DoubleMatrix1D x) {
-        return DoubleMatrix2D.EMPTY_MATRIX;
+        return DoubleMatrix2D.EMPTY;
       }
 
       @Override