LeastSquareProblem Class Reference

#include <leastsquare.hpp>

List of all members.


Detailed Description

Base class for least square problem.


Public Member Functions

virtual int 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 fonction to fit

virtual void targetValueAndGradient (const Array &x, Math::Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0


Member Function Documentation

virtual void targetValueAndGradient const Array x,
Math::Matrix grad_fct2fit,
Array target,
Array fct2fit
[pure virtual]
 

compute the target vector, the values of the fonction to fit and the matrix of derivatives


The documentation for this class was generated from the following file:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen