ql/math/optimization/lmdif.hpp File Reference


Detailed Description

wrapper for MINPACK minimization routine

#include <ql/qldefines.hpp>

Include dependency graph for lmdif.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::MINPACK

Functions

void lmdif (int m, int n, double *x, double *fvec, double ftol, double xtol, double gtol, int maxfev, double epsfcn, double *diag, int mode, double factor, int nprint, int *info, int *nfev, double *fjac, int ldfjac, int *ipvt, double *qtf, double *wa1, double *wa2, double *wa3, double *wa4)