QuantLib_LeastSquareProblem man page

LeastSquareProblem — Base class for least square problem.

Synopsis

#include <ql/math/optimization/leastsquare.hpp>

Public Member Functions

virtual Size size ()=0
size of the problem ie size of target vector
virtual void targetAndValue (const Array &x, Array &target, Array &fct2fit)=0
compute the target vector and the values of the function to fit
virtual void targetValueAndGradient (const Array &x, Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0

Detailed Description

Base class for least square problem.

Member Function Documentation

virtual void targetValueAndGradient (const Array & x, Matrix & grad_fct2fit, Array & target, Array & fct2fit) [pure virtual]

compute the target vector, the values of the function to fit and the matrix of derivatives

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

targetAndValue(3) and targetValueAndGradient(3) are aliases of QuantLib_LeastSquareProblem(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib