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Public Member Functions | List of all members
LeastSquareProblem Class Referenceabstract

Base class for least square problem. More...

#include <ql/math/optimization/leastsquare.hpp>

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Public Member Functions

virtual ~LeastSquareProblem ()=default
 
virtual Size size ()=0
 size of the problem ie size of target vector More...
 
virtual void targetAndValue (const Array &x, Array &target, Array &fct2fit)=0
 compute the target vector and the values of the function to fit More...
 
virtual void targetValueAndGradient (const Array &x, Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0
 

Detailed Description

Base class for least square problem.

Definition at line 38 of file leastsquare.hpp.

Constructor & Destructor Documentation

◆ ~LeastSquareProblem()

virtual ~LeastSquareProblem ( )
virtualdefault

Member Function Documentation

◆ size()

virtual Size size ( )
pure virtual

size of the problem ie size of target vector

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◆ targetAndValue()

virtual void targetAndValue ( const Array x,
Array target,
Array fct2fit 
)
pure virtual

compute the target vector and the values of the function to fit

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◆ targetValueAndGradient()

virtual void targetValueAndGradient ( const Array x,
Matrix grad_fct2fit,
Array target,
Array fct2fit 
)
pure virtual

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

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