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NonLinearLeastSquare Class Reference#include <ql/Optimization/leastsquare.hpp>
Detailed DescriptionNon-linear least-square method.Using a given optimization algorithm (default is conjugate gradient), min { r(x) : x in R^n } where r(x) = ||f(x)||^2 the euclidian norm of f(x) for some vector-valued function f from R^n to R^m f = (f1, ..., fm) with fi(x) = bi - phi(x,ti) where bi is the vector of target data and phi is a scalar function. Assuming the differentiability of f, the gradient of r is define by grad r(x) = f'(x)^t.f(x) Array vector class has the requirement of the previous class Handle class is need to manage pointer to optimization method
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