QuantLib_LeastSquareProblem (3) - Linux Manuals
QuantLib_LeastSquareProblem: Base class for least square problem.
NAME
QuantLib::LeastSquareProblem - Base class for least square problem.
SYNOPSIS
#include <ql/math/optimization/leastsquare.hpp>
Public Member Functions
virtual Size size ()=0
size of the problem ie size of target vector
virtual void targetAndValue (const Array &x, Array &target, Array &fct2fit)=0
compute the target vector and the values of the function to fit
virtual void targetValueAndGradient (const Array &x, Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0
Detailed Description
Base class for least square problem.
Member Function Documentation
virtual void targetValueAndGradient (const Array & x, Matrix & grad_fct2fit, Array & target, Array & fct2fit) [pure virtual]
compute the target vector, the values of the function to fit and the matrix of derivatives
Author
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