dtgsy2.f – Synopsis Functions/Subroutines subroutine dtgsy2 (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, IWORK, PQ, INFO) DTGSY2 solves the generalized Sylvester equation (unblocked algorithm). Function/Subroutine Documentation subroutine dtgsy2 (characterTRANS, integerIJOB, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb,…
dtgsna.f – Synopsis Functions/Subroutines subroutine dtgsna (JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO) DTGSNA Function/Subroutine Documentation subroutine dtgsna (characterJOB, characterHOWMNY, logical, dimension( * )SELECT, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension(…
dtgsja.f – Synopsis Functions/Subroutines subroutine dtgsja (JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO) DTGSJA Function/Subroutine Documentation subroutine dtgsja (characterJOBU, characterJOBV, characterJOBQ, integerM, integerP, integerN, integerK, integerL, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb,…
dtgsen.f – Synopsis Functions/Subroutines subroutine dtgsen (IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO) DTGSEN Function/Subroutine Documentation subroutine dtgsen (integerIJOB, logicalWANTQ, logicalWANTZ, logical, dimension( * )SELECT, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb,…
dtgexc.f – Synopsis Functions/Subroutines subroutine dtgexc (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO) DTGEXC Function/Subroutine Documentation subroutine dtgexc (logicalWANTQ, logicalWANTZ, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldq, * )Q, integerLDQ, double precision, dimension( ldz,…
dtgex2.f – Synopsis Functions/Subroutines subroutine dtgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO) DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation. Function/Subroutine Documentation subroutine dtgex2 (logicalWANTQ, logicalWANTZ, integerN, double precision, dimension( lda, * )A, integerLDA, double…
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…