lmdif.hpp File Reference

wrapper for MINPACK minimization routine More...

#include <ql/types.hpp>
#include <ql/functional.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib
namespace	QuantLib::MINPACK

Typedefs
typedef ext::function< void(int, int, Real *, Real *, int *)>	LmdifCostFunction

Functions
void	lmdif (int m, int n, Real *x, Real *fvec, Real ftol, Real xtol, Real gtol, int maxfev, Real epsfcn, Real *diag, int mode, Real factor, int nprint, int *info, int *nfev, Real *fjac, int ldfjac, int *ipvt, Real *qtf, Real *wa1, Real *wa2, Real *wa3, Real *wa4, const QuantLib::MINPACK::LmdifCostFunction &fcn, const QuantLib::MINPACK::LmdifCostFunction &jacFcn)
void	qrsolv (int n, Real *r, int ldr, const int *ipvt, const Real *diag, const Real *qtb, Real *x, Real *sdiag, Real *wa)
void	qrfac (int m, int n, Real *a, int, int pivot, int *ipvt, int, Real *rdiag, Real *acnorm, Real *wa)

Detailed Description

wrapper for MINPACK minimization routine

Definition in file lmdif.hpp.