NAME

ql/math/optimization/leastsquare.hpp - Least square cost function.

SYNOPSIS


#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/matrix.hpp>

Classes


class LeastSquareProblem
Base class for least square problem.
class LeastSquareFunction
Cost function for least-square problems.
class NonLinearLeastSquare
Non-linear least-square method.

Detailed Description

Least square cost function.

Author

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