QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <basisincompleteordered.hpp>
Public Member Functions | |
OrthogonalProjections (const Matrix &originalVectors, Real multiplierCutOff, Real tolerance) | |
const std::valarray< bool > & | validVectors () const |
const std::vector< Real > & | GetVector (Size index) const |
Size | numberValidVectors () const |
Private Attributes | |
Matrix | originalVectors_ |
inputs More... | |
Real | multiplierCutoff_ |
Size | numberVectors_ |
Size | numberValidVectors_ |
Size | dimension_ |
std::valarray< bool > | validVectors_ |
outputs More... | |
std::vector< std::vector< Real > > | projectedVectors_ |
Matrix | orthoNormalizedVectors_ |
workspace More... | |
Given a collection of vectors, w_i, find a collection of vectors x_i such that x_i is orthogonal to w_j for i != j, and <x_i, w_i> = <w_i, w_i>
This is done by performing GramSchmidt on the other vectors and then projecting onto the orthogonal space.
This class is tested in
MatricesTest::testOrthogonalProjection();
Definition at line 54 of file basisincompleteordered.hpp.
OrthogonalProjections | ( | const Matrix & | originalVectors, |
Real | multiplierCutOff, | ||
Real | tolerance | ||
) |
Definition at line 111 of file basisincompleteordered.cpp.
const std::valarray< bool > & validVectors | ( | ) | const |
Definition at line 208 of file basisincompleteordered.cpp.
Definition at line 214 of file basisincompleteordered.cpp.
Size numberValidVectors | ( | ) | const |
Definition at line 220 of file basisincompleteordered.cpp.
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inputs
Definition at line 70 of file basisincompleteordered.hpp.
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Definition at line 71 of file basisincompleteordered.hpp.
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Definition at line 72 of file basisincompleteordered.hpp.
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Definition at line 73 of file basisincompleteordered.hpp.
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Definition at line 74 of file basisincompleteordered.hpp.
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outputs
Definition at line 77 of file basisincompleteordered.hpp.
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Definition at line 78 of file basisincompleteordered.hpp.
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workspace
Definition at line 81 of file basisincompleteordered.hpp.