NAME

ql/math/optimization/lmdif.hpp - wrapper for MINPACK minimization routine

SYNOPSIS


#include <ql/qldefines.hpp>
#include <boost/function.hpp>

Typedefs


typedef boost::function< void(int, int, double *, double *, int *) LmdifCostFunction )

Functions


void lmdif (int m, int n, double *x, double *fvec, double ftol, double xtol, double gtol, int maxfev, double epsfcn, double *diag, int mode, double factor, int nprint, int *info, int *nfev, double *fjac, int ldfjac, int *ipvt, double *qtf, double *wa1, double *wa2, double *wa3, double *wa4, const LmdifCostFunction &fcn)

void qrsolv (int n, double *r, int ldr, int *ipvt, double *diag, double *qtb, double *x, double *sdiag, double *wa)

void qrfac (int m, int n, double *a, int, int pivot, int *ipvt, int, double *rdiag, double *acnorm, double *wa)

Detailed Description

wrapper for MINPACK minimization routine

Author

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