Section 3: library functions
spoequ.f – Synopsis Functions/Subroutines subroutine spoequ (N, A, LDA, S, SCOND, AMAX, INFO) SPOEQU Function/Subroutine Documentation subroutine spoequ (integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, integerINFO) SPOEQU Purpose: SPOEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (with…
spocon.f – Synopsis Functions/Subroutines subroutine spocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO) SPOCON Function/Subroutine Documentation subroutine spocon (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, realANORM, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) SPOCON Purpose: SPOCON estimates the reciprocal of the condition number (in the 1-norm) of a real…
ql/math/optimization/spherecylinder.hpp – Find closest point of the intersection of a sphere and cylinder to a given point. Synopsis std::vector< Real > sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real finalWeight=1.0) Classes class SphereCylinderOptimizer Functions std::vector< Real > sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real…
ql/math/optimization/spherecylinder.hpp – Find closest point of the intersection of a sphere and cylinder to a given point. Synopsis std::vector< Real > sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real finalWeight=1.0) Classes class SphereCylinderOptimizer Functions std::vector< Real > sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real…
spftrs.f – Synopsis Functions/Subroutines subroutine spftrs (TRANSR, UPLO, N, NRHS, A, B, LDB, INFO) SPFTRS Function/Subroutine Documentation subroutine spftrs (characterTRANSR, characterUPLO, integerN, integerNRHS, real, dimension( 0: * )A, real, dimension( ldb, * )B, integerLDB, integerINFO) SPFTRS Purpose: SPFTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using…
spftri.f – Synopsis Functions/Subroutines subroutine spftri (TRANSR, UPLO, N, A, INFO) SPFTRI Function/Subroutine Documentation subroutine spftri (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )A, integerINFO) SPFTRI Purpose: SPFTRI 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 SPFTRF. Parameters:…
spftrf.f – Synopsis Functions/Subroutines subroutine spftrf (TRANSR, UPLO, N, A, INFO) SPFTRF Function/Subroutine Documentation subroutine spftrf (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )A, integerINFO) SPFTRF Purpose: SPFTRF 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…
spftrf.f – Synopsis Functions/Subroutines subroutine spftrf (TRANSR, UPLO, N, A, INFO) SPFTRF Function/Subroutine Documentation subroutine spftrf (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )A, integerINFO) SPFTRF Purpose: SPFTRF 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…
spftrf.f – Synopsis Functions/Subroutines subroutine spftrf (TRANSR, UPLO, N, A, INFO) SPFTRF Function/Subroutine Documentation subroutine spftrf (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )A, integerINFO) SPFTRF Purpose: SPFTRF 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…
QuantLib::OrnsteinUhlenbeckProcess – Ornstein-Uhlenbeck process class. Synopsis #include <ql/processes/ornsteinuhlenbeckprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member Functions OrnsteinUhlenbeckProcess (Real speed, Volatility vol, Real x0=0.0, Real level=0.0) StochasticProcess interface Real x0 () const returns the initial value of the state variable Real speed () const Real volatility () const Real level () const Real drift (Time t, Real x) const…
spectrogramscreenshots – Spectrogram, Contour Plot /*!
spbtrs.f – Synopsis Functions/Subroutines subroutine spbtrs (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) SPBTRS Function/Subroutine Documentation subroutine spbtrs (characterUPLO, integerN, integerKD, integerNRHS, real, dimension( ldab, * )AB, integerLDAB, real, dimension( ldb, * )B, integerLDB, integerINFO) SPBTRS Purpose: SPBTRS solves a system of linear equations A*X = B with a symmetric positive definite band…
spbtrf.f – Synopsis Functions/Subroutines subroutine spbtrf (UPLO, N, KD, AB, LDAB, INFO) SPBTRF Function/Subroutine Documentation subroutine spbtrf (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO) SPBTRF Purpose: SPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO…
spbtrf.f – Synopsis Functions/Subroutines subroutine spbtrf (UPLO, N, KD, AB, LDAB, INFO) SPBTRF Function/Subroutine Documentation subroutine spbtrf (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO) SPBTRF Purpose: SPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO…
spbtf2.f – Synopsis Functions/Subroutines subroutine spbtf2 (UPLO, N, KD, AB, LDAB, INFO) SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Function/Subroutine Documentation subroutine spbtf2 (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO) SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Purpose:…
spbsvx.f – Synopsis Functions/Subroutines subroutine spbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO) SPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentation subroutine spbsvx (characterFACT, characterUPLO, integerN, integerKD, integerNRHS, real, dimension(…
spbsv.f – Synopsis Functions/Subroutines subroutine spbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) SPBSV computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentation subroutine spbsv (characterUPLO, integerN, integerKD, integerNRHS, real, dimension( ldab, * )AB, integerLDAB, real, dimension( ldb, * )B, integerLDB, integerINFO) SPBSV computes…
spbstf.f – Synopsis Functions/Subroutines subroutine spbstf (UPLO, N, KD, AB, LDAB, INFO) SPBSTF Function/Subroutine Documentation subroutine spbstf (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO) SPBSTF Purpose: SPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with SSBGST….
spbstf.f – Synopsis Functions/Subroutines subroutine spbstf (UPLO, N, KD, AB, LDAB, INFO) SPBSTF Function/Subroutine Documentation subroutine spbstf (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO) SPBSTF Purpose: SPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with SSBGST….
spbstf.f – Synopsis Functions/Subroutines subroutine spbstf (UPLO, N, KD, AB, LDAB, INFO) SPBSTF Function/Subroutine Documentation subroutine spbstf (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO) SPBSTF Purpose: SPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with SSBGST….