Section 3: library functions
dtgevc.f – Synopsis Functions/Subroutines subroutine dtgevc (SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, INFO) DTGEVC Function/Subroutine Documentation subroutine dtgevc (characterSIDE, characterHOWMNY, logical, dimension( * )SELECT, integerN, double precision, dimension( lds, * )S, integerLDS, double precision, dimension( ldp, * )P, integerLDP, double precision, dimension( ldvl, * )VL, integerLDVL,…
dtfttr.f – Synopsis Functions/Subroutines subroutine dtfttr (TRANSR, UPLO, N, ARF, A, LDA, INFO) DTFTTR copies a triangular matrix from the rectangular full packed format (TF) to the standard full format (TR). Function/Subroutine Documentation subroutine dtfttr (characterTRANSR, characterUPLO, integerN, double precision, dimension( 0: * )ARF, double precision, dimension( 0: lda-1, 0: * )A, integerLDA, integerINFO) DTFTTR…
dtfttp.f – Synopsis Functions/Subroutines subroutine dtfttp (TRANSR, UPLO, N, ARF, AP, INFO) DTFTTP copies a triangular matrix from the rectangular full packed format (TF) to the standard packed format (TP). Function/Subroutine Documentation subroutine dtfttp (characterTRANSR, characterUPLO, integerN, double precision, dimension( 0: * )ARF, double precision, dimension( 0: * )AP, integerINFO) DTFTTP copies a triangular matrix…
dtftri.f – Synopsis Functions/Subroutines subroutine dtftri (TRANSR, UPLO, DIAG, N, A, INFO) DTFTRI Function/Subroutine Documentation subroutine dtftri (characterTRANSR, characterUPLO, characterDIAG, integerN, double precision, dimension( 0: * )A, integerINFO) DTFTRI Purpose: DTFTRI computes the inverse of a triangular matrix A stored in RFP format. This is a Level 3 BLAS version of the algorithm. Parameters:…
dtfsm.f – Synopsis Functions/Subroutines subroutine dtfsm (TRANSR, SIDE, UPLO, TRANS, DIAG, M, N, ALPHA, A, B, LDB) DTFSM solves a matrix equation (one operand is a triangular matrix in RFP format). Function/Subroutine Documentation subroutine dtfsm (characterTRANSR, characterSIDE, characterUPLO, characterTRANS, characterDIAG, integerM, integerN, double precisionALPHA, double precision, dimension( 0: * )A, double precision, dimension( 0: ldb-1,…
dtbtrs.f – Synopsis Functions/Subroutines subroutine dtbtrs (UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, INFO) DTBTRS Function/Subroutine Documentation subroutine dtbtrs (characterUPLO, characterTRANS, characterDIAG, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DTBTRS Purpose: DTBTRS solves a triangular system of the form A *…
dtbsv.f – Synopsis Functions/Subroutines subroutine dtbsv (UPLO, TRANS, DIAG, N, K, A, LDA, X, INCX) DTBSV Function/Subroutine Documentation subroutine dtbsv (characterUPLO, characterTRANS, characterDIAG, integerN, integerK, double precision, dimension(lda,*)A, integerLDA, double precision, dimension(*)X, integerINCX) DTBSV Purpose: DTBSV solves one of the systems of equations A*x = b, or A**T*x = b, where b and x are…
dtbrfs.f – Synopsis Functions/Subroutines subroutine dtbrfs (UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) DTBRFS Function/Subroutine Documentation subroutine dtbrfs (characterUPLO, characterTRANS, characterDIAG, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX,…
dtbmv.f – Synopsis Functions/Subroutines subroutine dtbmv (UPLO, TRANS, DIAG, N, K, A, LDA, X, INCX) DTBMV Function/Subroutine Documentation subroutine dtbmv (characterUPLO, characterTRANS, characterDIAG, integerN, integerK, double precision, dimension(lda,*)A, integerLDA, double precision, dimension(*)X, integerINCX) DTBMV Purpose: DTBMV performs one of the matrix-vector operations x := A*x, or x := A**T*x, where x is an n element…
dtbcon.f – Synopsis Functions/Subroutines subroutine dtbcon (NORM, UPLO, DIAG, N, KD, AB, LDAB, RCOND, WORK, IWORK, INFO) DTBCON Function/Subroutine Documentation subroutine dtbcon (characterNORM, characterUPLO, characterDIAG, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) DTBCON Purpose: DTBCON estimates the reciprocal of the condition…
NAME QuantLib::ExtendedBinomialTree – Binomial tree base class. SYNOPSIS #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits Tree< T >. Public Types enum Branches { branches = 2 } Public Member Functions ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Size size (Size i) const Size descendant (Size, Size index, Size branch) const Protected Member Functions Real driftStep (Time…
NAME QuantLib::TsiveriotisFernandesLattice – Binomial lattice approximating the Tsiveriotis-Fernandes model. SYNOPSIS #include <ql/methods/lattices/tflattice.hpp> Inherits BlackScholesLattice< T >. Public Member Functions TsiveriotisFernandesLattice (const boost::shared_ptr< T > &tree, Rate riskFreeRate, Time end, Size steps, Real creditSpread, Volatility volatility, Spread divYield) Rate riskFreeRate () const Real creditSpread () const Real dt () const Protected Member Functions void stepback (Size…
NAME dsytrs_rook.f – SYNOPSIS Functions/Subroutines subroutine dsytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO) DSYTRS_ROOK Function/Subroutine Documentation subroutine dsytrs_rook (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DSYTRS_ROOK Purpose: DSYTRS_ROOK solves a system of linear equations A*X = B…
dsytrs2.f – Synopsis Functions/Subroutines subroutine dsytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO) DSYTRS2 Function/Subroutine Documentation subroutine dsytrs2 (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )WORK, integerINFO) DSYTRS2 Purpose: DSYTRS2 solves a system of…
dsytrs.f – Synopsis Functions/Subroutines subroutine dsytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO) DSYTRS Function/Subroutine Documentation subroutine dsytrs (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DSYTRS Purpose: DSYTRS solves a system of linear equations A*X = B with…
NAME dsytri_rook.f – SYNOPSIS Functions/Subroutines subroutine dsytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO) DSYTRI_ROOK Function/Subroutine Documentation subroutine dsytri_rook (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerINFO) DSYTRI_ROOK Purpose: DSYTRI_ROOK computes the inverse of a real symmetric matrix A using the factorization A =…
dsytri2x.f – Synopsis Functions/Subroutines subroutine dsytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO) DSYTRI2X Function/Subroutine Documentation subroutine dsytri2x (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( n+nb+1,* )WORK, integerNB, integerINFO) DSYTRI2X Purpose: DSYTRI2X computes the inverse of a real symmetric indefinite matrix A using the factorization…
dsytri2.f – Synopsis Functions/Subroutines subroutine dsytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) DSYTRI2 Function/Subroutine Documentation subroutine dsytri2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO) DSYTRI2 Purpose: DSYTRI2 computes the inverse of a DOUBLE PRECISION symmetric indefinite matrix A using the…
dsytri.f – Synopsis Functions/Subroutines subroutine dsytri (UPLO, N, A, LDA, IPIV, WORK, INFO) DSYTRI Function/Subroutine Documentation subroutine dsytri (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerINFO) DSYTRI Purpose: DSYTRI computes the inverse of a real symmetric indefinite matrix A using the factorization A =…
NAME dsytrf_rook.f – SYNOPSIS Functions/Subroutines subroutine dsytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) DSYTRF_ROOK Function/Subroutine Documentation subroutine dsytrf_rook (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO) DSYTRF_ROOK Purpose: DSYTRF_ROOK computes the factorization of a real symmetric matrix A using the bounded…