QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Base class for least square problem. More...
#include <leastsquare.hpp>
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 |
Base class for least square problem.
Definition at line 38 of file leastsquare.hpp.
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virtualdefault |
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pure virtual |
size of the problem ie size of target vector
compute the target vector and the values of the function to fit