Section 3: library functions
cporfs.f – SynopsisFunctions/Subroutinessubroutine cporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) CPORFS Function/Subroutine Documentationsubroutine cporfs (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X, integerLDX, real, dimension( * )FERR,…
cpoequb.f – SynopsisFunctions/Subroutinessubroutine cpoequb (N, A, LDA, S, SCOND, AMAX, INFO) CPOEQUB Function/Subroutine Documentationsubroutine cpoequb (integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, integerINFO)CPOEQUB Purpose: CPOEQUB computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (with respect to the two-norm)….
cpoequ.f – SynopsisFunctions/Subroutinessubroutine cpoequ (N, A, LDA, S, SCOND, AMAX, INFO) CPOEQU Function/Subroutine Documentationsubroutine cpoequ (integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, integerINFO)CPOEQU Purpose: CPOEQU computes row and column scalings intended to equilibrate a Hermitian positive definite matrix A and reduce its condition number (with respect to the two-norm)….
cpocon.f – SynopsisFunctions/Subroutinessubroutine cpocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO) CPOCON Function/Subroutine Documentationsubroutine cpocon (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, realANORM, realRCOND, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO)CPOCON Purpose: CPOCON estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite matrix…
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…
COMPILED_SPRITE – Stores the contents of a compiled sprite. Allegro game programming library. Synopsis#include <allegro.h> typedef struct COMPILED_SPRITE Description short planar; – set if it’s a planar (mode-X) sprite short color_depth; – color depth of the image short w, h; – size of the spriteCompiled sprites are stored as actual machine code instructions that draw…
color_map – Global pointer to the color mapping table. Allegro game programming library. Synopsis#include <allegro.h> extern COLOR_MAP *color_map; DescriptionGlobal pointer to the color mapping table. You must allocate your own COLOR_MAP either statically or dynamically and set color_map to it before using any translucent or lit drawing functions in a 256-color video mode! Example: color_map…
QuantLib::CMSwapCurveState – Curve state for constant-maturity-swap market models Synopsis#include <ql/models/marketmodels/curvestates/cmswapcurvestate.hpp> Inherits QuantLib::CurveState. Public Member FunctionsCMSwapCurveState (const std::vector< Time > &rateTimes, Size spanningForwards) Modifiers void setOnCMSwapRates (const std::vector< Rate > &cmSwapRates, Size firstValidIndex=0) Inspectors Real discountRatio (Size i, Size j) const Rate forwardRate (Size i) const Rate coterminalSwapRate (Size i) const Rate coterminalSwapAnnuity (Size numeraire, Size…
QuantLib::CMSMMDriftCalculator – Drift computation for CMS market models. Synopsis#include <ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp> Public Member FunctionsCMSMMDriftCalculator (const Matrix &pseudo, const std::vector< Spread > &displacements, const std::vector< Time > &taus, Size numeraire, Size alive, Size spanningFwds) void compute (const CMSwapCurveState &cs, std::vector< Real > &drifts) const Computes the drifts. Detailed DescriptionDrift computation for CMS market models. Returns the drift…