cpg_initialize – Create a new connection to the CPG service Synopsis#include <corosync/cpg.h> int cpg_initialize(cpg_handle_t *handle, cpg_callbacks_t *callbacks); DescriptionThe cpg_initialize function is used to initialize a connection to the closed process groups API. This function is deprecated and cpg_model_initialize should be used in newly written code. Each application may have several connections to the CPG API….
cpg_finalize – Terminate a connection to the CPG service Synopsis#include <corosync/cpg.h> int cpg_finalize(cpg_handle_t handle); DescriptionThe cpg_finalize function is used to close a connection to the closed process group API. Once the connection is finalized, the handle may not be used again by applications. No more callbacks will be dispatched from the cpg_dispatch function. Return ValueThis…
cpg_fd_get – Dispatches callbacks from the CPG service Synopsis#include <corosync/cpg.h> int cpg_fd_get(cpg_handle_t handle, int *fd); DescriptionThe cpg_fd_get function is used to retrieve the file descriptor that may be used with the poll system call to determine when cpg_dispatch(3) won’t block. The handle argument may not be used directly with poll because it is not the…
cpg_dispatch – Dispatches callbacks from the CPG service Synopsis#include <corosync/cpg.h> int cpg_dispatch(cpg_handle_t handle, cpg_dispatch_t *dispatch_types); DescriptionThe cpg_dispatch function is used to dispatch configuration changes or messages from the closed process groups API. Each application may have several connections to the CPG API. Each application uses the handle argument to uniquely identify the connection. The dispatch_types…
cpg_context_set – Sets the context variable for a CPG instance Synopsis#include <corosync/cpg.h> int cpg_context_set(cpg_handle_t handle, void *context); DescriptionThe cpg_context_set function is used to set the context variable for a cpg instance. It has no meaning inside libcpg itself and will not be touched by the library. It can be retrieved using cpg_context_get(3) Return ValueThis call…
cpg_context_get – Gets the context variable for a CPG instance Synopsis#include <corosync/cpg.h> int cpg_context_get(cpg_handle_t handle, void **context); DescriptionThe cpg_context_get function is used to retrieve the context variable previously stored using cpg_context_set(3) Return ValueThis call returns the CS_OK value if successful, otherwise an error is returned. ErrorsThe errors are undocumented. See Alsocpg_overview(8), cpg_initialize(3), cpg_finalize(3), cpg_fd_get(3), cpg_dispatch(3),…
cpftrs.f – SynopsisFunctions/Subroutinessubroutine cpftrs (TRANSR, UPLO, N, NRHS, A, B, LDB, INFO) CPFTRS Function/Subroutine Documentationsubroutine cpftrs (characterTRANSR, characterUPLO, integerN, integerNRHS, complex, dimension( 0: * )A, complex, dimension( ldb, * )B, integerLDB, integerINFO)CPFTRS Purpose: CPFTRS solves a system of linear equations A*X = B with a Hermitian positive definite matrix A using the Cholesky factorization A…
cpftri.f – SynopsisFunctions/Subroutinessubroutine cpftri (TRANSR, UPLO, N, A, INFO) CPFTRI Function/Subroutine Documentationsubroutine cpftri (characterTRANSR, characterUPLO, integerN, complex, dimension( 0: * )A, integerINFO)CPFTRI Purpose: CPFTRI computes the inverse of a complex Hermitian positive definite matrix A using the Cholesky factorization A = U**H*U or A = L*L**H computed by CPFTRF. Parameters: TRANSR TRANSR is CHARACTER*1 =…
cpftrf.f – SynopsisFunctions/Subroutinessubroutine cpftrf (TRANSR, UPLO, N, A, INFO) CPFTRF Function/Subroutine Documentationsubroutine cpftrf (characterTRANSR, characterUPLO, integerN, complex, dimension( 0: * )A, integerINFO)CPFTRF Purpose: CPFTRF computes the Cholesky factorization of a complex Hermitian positive definite matrix A. The factorization has the form A = U**H * U, if UPLO = ‘U’, or A = L *…
cpbtrs.f – SynopsisFunctions/Subroutinessubroutine cpbtrs (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) CPBTRS Function/Subroutine Documentationsubroutine cpbtrs (characterUPLO, integerN, integerKD, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldb, * )B, integerLDB, integerINFO)CPBTRS Purpose: CPBTRS solves a system of linear equations A*X = B with a Hermitian positive definite band matrix A using the…
cpbtrf.f – SynopsisFunctions/Subroutinessubroutine cpbtrf (UPLO, N, KD, AB, LDAB, INFO) CPBTRF Function/Subroutine Documentationsubroutine cpbtrf (characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, integerINFO)CPBTRF Purpose: CPBTRF computes the Cholesky factorization of a complex Hermitian positive definite band matrix A. The factorization has the form A = U**H * U, if UPLO = ‘U’, or A…
cpbtf2.f – SynopsisFunctions/Subroutinessubroutine cpbtf2 (UPLO, N, KD, AB, LDAB, INFO) CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Function/Subroutine Documentationsubroutine cpbtf2 (characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, integerINFO)CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Purpose: CPBTF2 computes the Cholesky…
cpbsvx.f – SynopsisFunctions/Subroutinessubroutine cpbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO) CPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentationsubroutine cpbsvx (characterFACT, characterUPLO, integerN, integerKD, integerNRHS, complex, dimension( ldab, * )AB,…
cpbsv.f – SynopsisFunctions/Subroutinessubroutine cpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) CPBSV computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentationsubroutine cpbsv (characterUPLO, integerN, integerKD, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldb, * )B, integerLDB, integerINFO) CPBSV computes the solution to…
cpbstf.f – SynopsisFunctions/Subroutinessubroutine cpbstf (UPLO, N, KD, AB, LDAB, INFO) CPBSTF Function/Subroutine Documentationsubroutine cpbstf (characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, integerINFO)CPBSTF Purpose: CPBSTF computes a split Cholesky factorization of a complex Hermitian positive definite band matrix A. This routine is designed to be used in conjunction with CHBGST. The factorization has the…
cpbrfs.f – SynopsisFunctions/Subroutinessubroutine cpbrfs (UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) CPBRFS Function/Subroutine Documentationsubroutine cpbrfs (characterUPLO, integerN, integerKD, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldafb, * )AFB, integerLDAFB, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X, integerLDX, real, dimension(…
cpbequ.f – SynopsisFunctions/Subroutinessubroutine cpbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO) CPBEQU Function/Subroutine Documentationsubroutine cpbequ (characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )S, realSCOND, realAMAX, integerINFO)CPBEQU Purpose: CPBEQU computes row and column scalings intended to equilibrate a Hermitian positive definite band matrix A and reduce its condition number…
cpbcon.f – SynopsisFunctions/Subroutinessubroutine cpbcon (UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, RWORK, INFO) CPBCON Function/Subroutine Documentationsubroutine cpbcon (characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, realANORM, realRCOND, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO)CPBCON Purpose: CPBCON estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive…
QuantLib::LfmHullWhiteParameterization – Libor market model parameterization based on Hull White paper Synopsis#include <ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp> Inherits QuantLib::LfmCovarianceParameterization. Public Member FunctionsLfmHullWhiteParameterization (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< OptionletVolatilityStructure > &capletVol, const Matrix &correlation=Matrix(), Size factors=1) Disposable< Matrix > diffusion (Time t, const Array &x=Null< Array >()) const Disposable< Matrix > covariance (Time t, const Array &x=Null< Array…
QuantLib::LfmCovarianceParameterization – Libor market model parameterization Synopsis#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp> Inherited by LfmCovarianceProxy, and LfmHullWhiteParameterization. Public Member FunctionsLfmCovarianceParameterization (Size size, Size factors) Size size () const Size factors () const virtual Disposable< Matrix > diffusion (Time t, const Array &x=Null< Array >()) const =0 virtual Disposable< Matrix > covariance (Time t, const Array &x=Null< Array >()) const…