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leastsquare.hpp
Langue: en
Version: 377007 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/optimization/leastsquare.hpp -Least square cost function.
SYNOPSIS
#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/matrix.hpp>
Classes
class LeastSquareProblem
Base class for least square problem.
class LeastSquareFunction
Cost function for least-square problems.
class NonLinearLeastSquare
Non-linear least-square method.
Detailed Description
Least square cost function.
Author
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