Section 3: library functions
sppequ.f – Synopsis Functions/Subroutines subroutine sppequ (UPLO, N, AP, S, SCOND, AMAX, INFO) SPPEQU Function/Subroutine Documentation subroutine sppequ (characterUPLO, integerN, real, dimension( * )AP, real, dimension( * )S, realSCOND, realAMAX, integerINFO) SPPEQU Purpose: SPPEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A in packed storage and reduce its condition…
sppequ.f – Synopsis Functions/Subroutines subroutine sppequ (UPLO, N, AP, S, SCOND, AMAX, INFO) SPPEQU Function/Subroutine Documentation subroutine sppequ (characterUPLO, integerN, real, dimension( * )AP, real, dimension( * )S, realSCOND, realAMAX, integerINFO) SPPEQU Purpose: SPPEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A in packed storage and reduce its condition…
sppcon.f – Synopsis Functions/Subroutines subroutine sppcon (UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO) SPPCON Function/Subroutine Documentation subroutine sppcon (characterUPLO, integerN, real, dimension( * )AP, realANORM, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) SPPCON Purpose: SPPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite…
spotrs.f – Synopsis Functions/Subroutines subroutine spotrs (UPLO, N, NRHS, A, LDA, B, LDB, INFO) SPOTRS Function/Subroutine Documentation subroutine spotrs (characterUPLO, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, integerINFO) SPOTRS Purpose: SPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using…
spotri.f – Synopsis Functions/Subroutines subroutine spotri (UPLO, N, A, LDA, INFO) SPOTRI Function/Subroutine Documentation subroutine spotri (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) SPOTRI Purpose: SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. Parameters:…
spotri.f – Synopsis Functions/Subroutines subroutine spotri (UPLO, N, A, LDA, INFO) SPOTRI Function/Subroutine Documentation subroutine spotri (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) SPOTRI Purpose: SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. Parameters:…
spotri.f – Synopsis Functions/Subroutines subroutine spotri (UPLO, N, A, LDA, INFO) SPOTRI Function/Subroutine Documentation subroutine spotri (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) SPOTRI Purpose: SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. Parameters:…
spotri.f – Synopsis Functions/Subroutines subroutine spotri (UPLO, N, A, LDA, INFO) SPOTRI Function/Subroutine Documentation subroutine spotri (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) SPOTRI Purpose: SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. Parameters:…
spotrf.f – Synopsis Functions/Subroutines subroutine spotrf (UPLO, N, A, LDA, INFO) SPOTRF Function/Subroutine Documentation subroutine spotrf (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) SPOTRF Purpose: SPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form A = U**T * U, if UPLO = ‘U’, or…
spotf2.f – Synopsis Functions/Subroutines subroutine spotf2 (UPLO, N, A, LDA, INFO) SPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm). Function/Subroutine Documentation subroutine spotf2 (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) SPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm). Purpose: SPOTF2 computes the Cholesky…
QuantLib::BlackScholesCalculator – Black-Scholes 1973 calculator class. Synopsis #include <ql/pricingengines/blackscholescalculator.hpp> Inherits QuantLib::BlackCalculator. Public Member Functions BlackScholesCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) Real delta () const Real elasticity () const Real gamma () const Real theta (Time maturity) const Real thetaPerDay (Time maturity) const Protected Attributes Real spot_ DiscountFactor…
QuantLib::FixedRateBondForward – Forward contract on a fixed-rate bond Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::Forward. Public Member Functions Constructors void performCalculations () const Protected Attributes Calculations Real forwardPrice () const (dirty) forward bond price Real cleanForwardPrice () const (dirty) forward bond price minus accrued on bond at delivery Real spotIncome (const Handle< YieldTermStructure…
QuantLib::FixedRateBondForward – Forward contract on a fixed-rate bond Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::Forward. Public Member Functions Constructors void performCalculations () const Protected Attributes Calculations Real forwardPrice () const (dirty) forward bond price Real cleanForwardPrice () const (dirty) forward bond price minus accrued on bond at delivery Real spotIncome (const Handle< YieldTermStructure…
sposvxx.f – Synopsis Functions/Subroutines subroutine sposvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) SPOSVXX computes the solution to system of linear equations A * X = B for PO matrices Function/Subroutine Documentation subroutine sposvxx (characterFACT, characterUPLO, integerN,…
sposvx.f – Synopsis Functions/Subroutines subroutine sposvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO) SPOSVX computes the solution to system of linear equations A * X = B for PO matrices Function/Subroutine Documentation subroutine sposvx (characterFACT, characterUPLO, integerN, integerNRHS, real, dimension( lda, *…
sposv.f – Synopsis Functions/Subroutines subroutine sposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO) SPOSV computes the solution to system of linear equations A * X = B for PO matrices Function/Subroutine Documentation subroutine sposv (characterUPLO, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, integerINFO) SPOSV computes the solution…
sporfsx.f – Synopsis Functions/Subroutines subroutine sporfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) SPORFSX Function/Subroutine Documentation subroutine sporfsx (characterUPLO, characterEQUED, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldaf, * )AF, integerLDAF, real, dimension( * )S, real,…
sporfs.f – Synopsis Functions/Subroutines subroutine sporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) SPORFS Function/Subroutine Documentation subroutine sporfs (characterUPLO, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldaf, * )AF, integerLDAF, real, dimension( ldb, * )B, integerLDB, real, dimension( ldx, * )X, integerLDX, real,…
spooky_hash128 – generate a "spooky" hash of an arbitrary blob of data Synopsis #include <spooky-c.h> void spooky_hash128(const void *message, size_t len, uint64_t *hash1, uint64_t *hash2); uint64_t spooky_hash64(const void *message, size_t len, uint64_t seed); uint32_t spooky_hash32(const void *message, size_t len, uint32_t seed); Description Quoting from Bob Jenkins’ web page (inventor of the spooky hash function): “SpookyHash…
spoequb.f – Synopsis Functions/Subroutines subroutine spoequb (N, A, LDA, S, SCOND, AMAX, INFO) SPOEQUB Function/Subroutine Documentation subroutine spoequb (integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, integerINFO) SPOEQUB Purpose: SPOEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (with…