QuantLib::MINPACK Namespace Reference

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

Functions
Real	enorm (int n, Real *x)
Real	dmax1 (Real a, Real b)
Real	dmin1 (Real a, Real b)
int	min0 (int a, int b)
int	mod (int k, int m)
void	fdjac2 (int m, int n, Real *x, const Real *fvec, Real *fjac, int, int *iflag, Real epsfcn, Real *wa, const QuantLib::MINPACK::LmdifCostFunction &fcn)
void	qrfac (int m, int n, Real *a, int, int pivot, int *ipvt, int, Real *rdiag, Real *acnorm, Real *wa)
void	qrsolv (int n, Real *r, int ldr, const int *ipvt, const Real *diag, const Real *qtb, Real *x, Real *sdiag, Real *wa)
void	lmpar (int n, Real *r, int ldr, int *ipvt, const Real *diag, Real *qtb, Real delta, Real *par, Real *x, Real *sdiag, Real *wa1, Real *wa2)
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)

Variables
double	MACHEP = 1.2e-16
double	DWARF = 1.0e-38

Typedef Documentation

LmdifCostFunction

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

Definition at line 38 of file lmdif.hpp.

Function Documentation

enorm()

Real enorm	(	int	n,
		Real *	x
	)

Definition at line 80 of file lmdif.cpp.

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dmax1()

Real dmax1	(	Real	a,
		Real	b
	)

Definition at line 213 of file lmdif.cpp.

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dmin1()

Real dmin1	(	Real	a,
		Real	b
	)

Definition at line 221 of file lmdif.cpp.

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min0()

int min0	(	int	a,
		int	b
	)

Definition at line 229 of file lmdif.cpp.

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mod()

int mod	(	int	k,
		int	m
	)

Definition at line 238 of file lmdif.cpp.

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fdjac2()

void fdjac2	(	int	m,
		int	n,
		Real *	x,
		const Real *	fvec,
		Real *	fjac,
		int	,
		int *	iflag,
		Real	epsfcn,
		Real *	wa,
		const QuantLib::MINPACK::LmdifCostFunction &	fcn
	)

Definition at line 256 of file lmdif.cpp.

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qrfac()

void qrfac	(	int	m,
		int	n,
		Real *	a,
		int	,
		int	pivot,
		int *	ipvt,
		int	,
		Real *	rdiag,
		Real *	acnorm,
		Real *	wa
	)

Definition at line 374 of file lmdif.cpp.

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qrsolv()

void qrsolv	(	int	n,
		Real *	r,
		int	ldr,
		const int *	ipvt,
		const Real *	diag,
		const Real *	qtb,
		Real *	x,
		Real *	sdiag,
		Real *	wa
	)

Definition at line 580 of file lmdif.cpp.

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lmpar()

void lmpar	(	int	n,
		Real *	r,
		int	ldr,
		int *	ipvt,
		const Real *	diag,
		Real *	qtb,
		Real	delta,
		Real *	par,
		Real *	x,
		Real *	sdiag,
		Real *	wa1,
		Real *	wa2
	)

Definition at line 814 of file lmdif.cpp.

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lmdif()

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
	)

Definition at line 1131 of file lmdif.cpp.

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Variable Documentation

MACHEP

double MACHEP = 1.2e-16

Definition at line 72 of file lmdif.cpp.

DWARF

double DWARF = 1.0e-38

Definition at line 74 of file lmdif.cpp.