QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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FrobeniusCostFunction Member List

This is the complete list of members for FrobeniusCostFunction, including all inherited members.

f_FrobeniusCostFunctionprivate
finiteDifferenceEpsilon() constCostFunctionvirtual
FrobeniusCostFunction(Matrix target, ext::function< Matrix(const Array &, Size, Size)> f, Size matrixSize, Size rank)FrobeniusCostFunction
gradient(Array &grad, const Array &x) constCostFunctionvirtual
jacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
matrixSize_FrobeniusCostFunctionprivate
rank_FrobeniusCostFunctionprivate
target_FrobeniusCostFunctionprivate
value(const Array &x) const overrideFrobeniusCostFunctionvirtual
valueAndGradient(Array &grad, const Array &x) constCostFunctionvirtual
values(const Array &x) const overrideFrobeniusCostFunctionvirtual
valuesAndJacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
~CostFunction()=defaultCostFunctionvirtual