dpftrf.f – Synopsis Functions/Subroutines subroutine dpftrf (TRANSR, UPLO, N, A, INFO) DPFTRF Function/Subroutine Documentation subroutine dpftrf (characterTRANSR, characterUPLO, integerN, double precision, dimension( 0: * )A, integerINFO) DPFTRF Purpose: DPFTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form A = U**T * U, if UPLO = ‘U’,…
dpbtrs.f – Synopsis Functions/Subroutines subroutine dpbtrs (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) DPBTRS Function/Subroutine Documentation subroutine dpbtrs (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DPBTRS Purpose: DPBTRS solves a system of linear equations A*X = B with a symmetric positive…
dpbtrf.f – Synopsis Functions/Subroutines subroutine dpbtrf (UPLO, N, KD, AB, LDAB, INFO) DPBTRF Function/Subroutine Documentation subroutine dpbtrf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO) DPBTRF Purpose: DPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if…
dpbtrf.f – Synopsis Functions/Subroutines subroutine dpbtrf (UPLO, N, KD, AB, LDAB, INFO) DPBTRF Function/Subroutine Documentation subroutine dpbtrf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO) DPBTRF Purpose: DPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if…
dpbtf2.f – Synopsis Functions/Subroutines subroutine dpbtf2 (UPLO, N, KD, AB, LDAB, INFO) DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Function/Subroutine Documentation subroutine dpbtf2 (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO) DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm)….
dpbsvx.f – Synopsis Functions/Subroutines subroutine dpbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO) DPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentation subroutine dpbsvx (characterFACT, characterUPLO, integerN, integerKD, integerNRHS, double precision,…
dpbsv.f – Synopsis Functions/Subroutines subroutine dpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentation subroutine dpbsv (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO)…
dpbstf.f – Synopsis Functions/Subroutines subroutine dpbstf (UPLO, N, KD, AB, LDAB, INFO) DPBSTF Function/Subroutine Documentation subroutine dpbstf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO) DPBSTF Purpose: DPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with…
dpbrfs.f – Synopsis Functions/Subroutines subroutine dpbrfs (UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) DPBRFS Function/Subroutine Documentation subroutine dpbrfs (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldafb, * )AFB, integerLDAFB, double precision, dimension( ldb, * )B, integerLDB, double precision,…
dpbequ.f – Synopsis Functions/Subroutines subroutine dpbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO) DPBEQU Function/Subroutine Documentation subroutine dpbequ (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )S, double precisionSCOND, double precisionAMAX, integerINFO) DPBEQU Purpose: DPBEQU computes row and column scalings intended to equilibrate a symmetric positive definite…
dpbcon.f – Synopsis Functions/Subroutines subroutine dpbcon (UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO) DPBCON Function/Subroutine Documentation subroutine dpbcon (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) DPBCON Purpose: DPBCON estimates the reciprocal of the condition number…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis #include <ql/math/statistics/incrementalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness ()…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis #include <ql/math/statistics/incrementalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness ()…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis #include <ql/math/statistics/incrementalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness ()…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis #include <ql/math/statistics/incrementalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness ()…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis #include <ql/math/statistics/incrementalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness ()…
NAME QuantLib::ExtendedTian – Tian tree: third moment matching, multiplicative approach SYNOPSIS #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits ExtendedBinomialTree< ExtendedTian >. Public Member Functions ExtendedTian (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) Real underlying (Size i, Size index) const Real probability (Size, Size, Size branch) const Protected Attributes Real up_ Real down_ Real pu_ Real…
NAME system_data_types – overview of system data types DESCRIPTION aiocb Include: <aio.h>. struct aiocb { int aio_fildes; /* File descriptor */ off_t aio_offset; /* File offset */ volatile void *aio_buf; /* Location of buffer */ size_t aio_nbytes; /* Length of transfer */ int aio_reqprio; /* Request priority offset */ struct sigevent aio_sigevent; /* Signal number and value */ int aio_lio_opcode;/* Operation to be performed */ }; For further information about this structure, see aio(7). Conforming to: POSIX.1-2001 and later. See also:…
dormtr.f – Synopsis Functions/Subroutines subroutine dormtr (SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) DORMTR Function/Subroutine Documentation subroutine dormtr (characterSIDE, characterUPLO, characterTRANS, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( * )WORK, integerLWORK, integerINFO)…
dormrz.f – Synopsis Functions/Subroutines subroutine dormrz (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) DORMRZ Function/Subroutine Documentation subroutine dormrz (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( * )WORK,…