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QuantLib_LeastSquareFunction
Langue: en
Version: 376573 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::LeastSquareFunction -Cost function for least-square problems.
SYNOPSIS
#include <ql/math/optimization/leastsquare.hpp>
Inherits QuantLib::CostFunction.
Public Member Functions
LeastSquareFunction (LeastSquareProblem &lsp)
Default constructor.
virtual ~LeastSquareFunction ()
Destructor.
virtual Real value (const Array &x) const
compute value of the least square function
virtual Disposable< Array > values (const Array &) const
method to overload to compute the cost function values in x
virtual void gradient (Array &grad_f, const Array &x) const
compute vector of derivatives of the least square function
virtual Real valueAndGradient (Array &grad_f, const Array &x) const
compute value and gradient of the least square function
Protected Attributes
LeastSquareProblem & lsp_
least square problem
Detailed Description
Cost function for least-square problems.
Implements a cost function using the interface provided by the LeastSquareProblem class.
Author
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