math Directory Reference

Files
file	basiccpuenvironment.cpp [code]
file	basiccpuenvironment.hpp [code]
	basic compute env implementation using the cpu
file	blockmatrixinverse.cpp [code]
file	blockmatrixinverse.hpp [code]
	inverse of a matrix using a block formula
file	bucketeddistribution.cpp [code]
	Deals with a bucketed distribution.
file	bucketeddistribution.hpp [code]
	Deals with a bucketed distribution.
file	compiledformula.cpp [code]
file	compiledformula.hpp [code]
	compiled formula
file	computeenvironment.cpp [code]
file	computeenvironment.hpp [code]
	interface to compute envs
file	constantinterpolation.hpp [code]
	flat interpolation decorator
file	covariancesalvage.hpp [code]
	methods to make a symmetric matrix positive semidefinite
file	deltagammavar.cpp [code]
file	deltagammavar.hpp [code]
	functions to compute delta or delta-gamma VaR numbers
file	differentialevolution_mt.cpp [code]
file	differentialevolution_mt.hpp [code]
	Multithreaded version of QL class.
file	discretedistribution.cpp [code]
file	discretedistribution.hpp [code]
	Discretized probability density and cumulative probability.
file	fillemptymatrix.cpp [code]
file	fillemptymatrix.hpp [code]
	functions to fill a "not-completely-populated" matrix.
file	flatextrapolation.hpp [code]
	flat interpolation decorator
file	flatextrapolation2d.hpp [code]
file	kendallrankcorrelation.hpp [code]
	Kendall's rank correlation coefficient computation.
file	logquadraticinterpolation.hpp [code]
	log-quadratic interpolation between discrete points
file	matrixfunctions.cpp [code]
file	matrixfunctions.hpp [code]
	matrix functions
file	method_mt.hpp [code]
	Abstract multithreaded optimization method class.
file	nadarayawatson.hpp [code]
	Nadaraya-Watson regression.
file	openclenvironment.cpp [code]
file	openclenvironment.hpp [code]
	opencl compute env implementation
file	problem_mt.hpp [code]
	Abstract optimization problem class (for multithreaded optimization methods)
file	quadraticinterpolation.hpp [code]
	quadratic interpolation between discrete points
file	randomvariable.cpp [code]
file	randomvariable.hpp [code]
file	randomvariable_io.cpp [code]
file	randomvariable_io.hpp [code]
file	randomvariable_opcodes.hpp [code]
file	randomvariable_ops.cpp [code]
file	randomvariable_ops.hpp [code]
	ops for type randomvariable
file	randomvariablelsmbasissystem.cpp [code]
file	randomvariablelsmbasissystem.hpp [code]
	ql utility class for random variables
file	stabilisedglls.hpp [code]
	Numerically stabilised general linear least squares.
file	stoplightbounds.cpp [code]
file	stoplightbounds.hpp [code]
	compute stop light bounds for overlapping and correlated PL
file	trace.hpp [code]
	trace of a quadratic matrix