QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Macros | Functions | Variables
lmdif.cpp File Reference
#include <ql/math/optimization/lmdif.hpp>
#include <cmath>
#include <cstdio>

Go to the source code of this file.

Namespaces

namespace  QuantLib
 
namespace  QuantLib::MINPACK
 

Macros

#define BUG   0
 

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
 

Macro Definition Documentation

◆ BUG

#define BUG   0

Definition at line 70 of file lmdif.cpp.