QuantLib_LeastSquareProblem (3) Linux Manual Page

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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