QuantLib_Matrix man page

Matrix — Matrix used in linear algebra.


#include <ql/math/matrix.hpp>

Inherited by Disposable< QuantLib::Matrix >.

Public Types

typedef Real * iterator

typedef const Real * const_iterator

typedef boost::reverse_iterator< iterator > reverse_iterator

typedef boost::reverse_iterator< const_iterator > const_reverse_iterator

typedef Real * row_iterator

typedef const Real * const_row_iterator

typedef boost::reverse_iterator< row_iterator > reverse_row_iterator

typedef boost::reverse_iterator< const_row_iterator > const_reverse_row_iterator

typedef step_iterator< iterator > column_iterator

typedef step_iterator< const_iterator > const_column_iterator

typedef boost::reverse_iterator< column_iterator > reverse_column_iterator

typedef boost::reverse_iterator< const_column_iterator > const_reverse_column_iterator

Public Member Functions

Constructors, destructor, and assignment

Matrix ()
creates a null matrix
Matrix (Size rows, Size columns)
creates a matrix with the given dimensions
Matrix (Size rows, Size columns, Real value)
creates the matrix and fills it with value
Matrix (const Matrix &)

Matrix (const Disposable< Matrix > &)

Matrix & operator= (const Matrix &)

Matrix & operator= (const Disposable< Matrix > &)

Algebraic operators

const Matrix & operator+= (const Matrix &)

const Matrix & operator-= (const Matrix &)

const Matrix & operator*= (Real)

const Matrix & operator/= (Real)

Iterator access

const_iterator begin () const

iterator begin ()

const_iterator end () const

iterator end ()

const_reverse_iterator rbegin () const

reverse_iterator rbegin ()

const_reverse_iterator rend () const

reverse_iterator rend ()

const_row_iterator row_begin (Size i) const

row_iterator row_begin (Size i)

const_row_iterator row_end (Size i) const

row_iterator row_end (Size i)

const_reverse_row_iterator row_rbegin (Size i) const

reverse_row_iterator row_rbegin (Size i)

const_reverse_row_iterator row_rend (Size i) const

reverse_row_iterator row_rend (Size i)

const_column_iterator column_begin (Size i) const

column_iterator column_begin (Size i)

const_column_iterator column_end (Size i) const

column_iterator column_end (Size i)

const_reverse_column_iterator column_rbegin (Size i) const

reverse_column_iterator column_rbegin (Size i)

const_reverse_column_iterator column_rend (Size i) const

reverse_column_iterator column_rend (Size i)

Element access

const_row_iterator operator[] (Size) const

const_row_iterator at (Size) const

row_iterator operator[] (Size)

row_iterator at (Size)

Disposable< Array > diagonal (void) const

Real & operator() (Size i, Size j) const


Size rows () const

Size columns () const

bool empty () const

Size size1 () const

Size size2 () const


void swap (Matrix &)

Detailed Description

Matrix used in linear algebra.

This class implements the concept of Matrix as used in linear algebra. As such, it is not meant to be used as a container.

Member Function Documentation

const Matrix & operator+= (const Matrix & m)


all matrices involved in an algebraic expression must have the same size.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CholeskyDecomposition(3), column_begin(3), column_end(3), column_iterator(3), column_rbegin(3), column_rend(3), columns(3), const_column_iterator(3), const_reverse_column_iterator(3), const_reverse_row_iterator(3), const_row_iterator(3), determinant(3), diagonal(3), inverse(3), Matrix(3), rankReducedSqrt(3), reverse_column_iterator(3), reverse_row_iterator(3), row_begin(3), row_end(3), row_iterator(3), row_rbegin(3), row_rend(3), rows(3), size1(3) and size2(3) are aliases of QuantLib_Matrix(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib