Section 3: library functions
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….
spbrfs.f – Synopsis Functions/Subroutines subroutine spbrfs (UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) SPBRFS Function/Subroutine Documentation subroutine spbrfs (characterUPLO, integerN, integerKD, integerNRHS, real, dimension( ldab, * )AB, integerLDAB, real, dimension( ldafb, * )AFB, integerLDAFB, real, dimension( ldb, * )B, integerLDB, real, dimension( ldx, * )X,…
spbequ.f – Synopsis Functions/Subroutines subroutine spbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO) SPBEQU Function/Subroutine Documentation subroutine spbequ (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, real, dimension( * )S, realSCOND, realAMAX, integerINFO) SPBEQU Purpose: SPBEQU computes row and column scalings intended to equilibrate a symmetric positive definite band matrix A and…
spbequ.f – Synopsis Functions/Subroutines subroutine spbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO) SPBEQU Function/Subroutine Documentation subroutine spbequ (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, real, dimension( * )S, realSCOND, realAMAX, integerINFO) SPBEQU Purpose: SPBEQU computes row and column scalings intended to equilibrate a symmetric positive definite band matrix A and…
spbcon.f – Synopsis Functions/Subroutines subroutine spbcon (UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO) SPBCON Function/Subroutine Documentation subroutine spbcon (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, realANORM, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) SPBCON Purpose: SPBCON estimates the reciprocal of the condition number (in the 1-norm) of…
spbcon.f – Synopsis Functions/Subroutines subroutine spbcon (UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO) SPBCON Function/Subroutine Documentation subroutine spbcon (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, realANORM, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) SPBCON Purpose: SPBCON estimates the reciprocal of the condition number (in the 1-norm) of…
QuantLib::ExchangeRate – exchange rate between two currencies Synopsis const Currency & source () const the source currency. const Currency & target () const the target currency. Type type () const the type Decimal rate () const the exchange rate (when available) Utility methods Public Types enum Type { Direct, Derived } Public Member Functions Constructors…
QuantLib::GeneralStatistics – Statistics tool. Synopsis void add (Real value, Real weight=1.0) adds a datum to the set, possibly with a weight template<class DataIterator > void addSequence (DataIterator begin, DataIterator end) adds a sequence of data to the set, with default weight template<class DataIterator , class WeightIterator > void addSequence (DataIterator begin, DataIterator end, WeightIterator wbegin)…
sormtr.f – Synopsis Functions/Subroutines subroutine sormtr (SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMTR Function/Subroutine Documentation subroutine sormtr (characterSIDE, characterUPLO, characterTRANS, integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMTR Purpose: SORMTR overwrites…
sormtr.f – Synopsis Functions/Subroutines subroutine sormtr (SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMTR Function/Subroutine Documentation subroutine sormtr (characterSIDE, characterUPLO, characterTRANS, integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMTR Purpose: SORMTR overwrites…
sormrz.f – Synopsis Functions/Subroutines subroutine sormrz (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMRZ Function/Subroutine Documentation subroutine sormrz (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMRZ Purpose:…
sormrz.f – Synopsis Functions/Subroutines subroutine sormrz (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMRZ Function/Subroutine Documentation subroutine sormrz (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMRZ Purpose:…
sormrz.f – Synopsis Functions/Subroutines subroutine sormrz (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMRZ Function/Subroutine Documentation subroutine sormrz (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMRZ Purpose:…
sormrq.f – Synopsis Functions/Subroutines subroutine sormrq (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMRQ Function/Subroutine Documentation subroutine sormrq (characterSIDE, characterTRANS, integerM, integerN, integerK, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMRQ Purpose: SORMRQ overwrites…
sormr3.f – Synopsis Functions/Subroutines subroutine sormr3 (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, INFO) SORMR3 multiplies a general matrix by the orthogonal matrix from a RZ factorization determined by stzrzf (unblocked algorithm). Function/Subroutine Documentation subroutine sormr3 (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, real, dimension( lda, * )A, integerLDA, real, dimension(…
sormr3.f – Synopsis Functions/Subroutines subroutine sormr3 (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, INFO) SORMR3 multiplies a general matrix by the orthogonal matrix from a RZ factorization determined by stzrzf (unblocked algorithm). Function/Subroutine Documentation subroutine sormr3 (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, real, dimension( lda, * )A, integerLDA, real, dimension(…
sormr2.f – Synopsis Functions/Subroutines subroutine sormr2 (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO) SORMR2 multiplies a general matrix by the orthogonal matrix from a RQ factorization determined by sgerqf (unblocked algorithm). Function/Subroutine Documentation subroutine sormr2 (characterSIDE, characterTRANS, integerM, integerN, integerK, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU,…
sormqr.f – Synopsis Functions/Subroutines subroutine sormqr (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMQR Function/Subroutine Documentation subroutine sormqr (characterSIDE, characterTRANS, integerM, integerN, integerK, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMQR Purpose: SORMQR overwrites…
sormql.f – Synopsis Functions/Subroutines subroutine sormql (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMQL Function/Subroutine Documentation subroutine sormql (characterSIDE, characterTRANS, integerM, integerN, integerK, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMQL Purpose: SORMQL overwrites…
sormlq.f – Synopsis Functions/Subroutines subroutine sormlq (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) SORMLQ Function/Subroutine Documentation subroutine sormlq (characterSIDE, characterTRANS, integerM, integerN, integerK, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerLWORK, integerINFO) SORMLQ Purpose: SORMLQ overwrites…