LeastSquareProblem Class Reference

#include <ql/math/optimization/leastsquare.hpp>

List of all members.


Detailed Description

Base class for least square problem.


Public Member Functions

virtual Size size ()=0
 size of the problem ie size of target vector
virtual void targetAndValue (const Array &x, Array &target, Array &fct2fit)=0
 compute the target vector and the values of the function to fit
virtual void targetValueAndGradient (const Array &x, Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0


Member Function Documentation

virtual void targetValueAndGradient ( const Array x,
Matrix grad_fct2fit,
Array target,
Array fct2fit 
) [pure virtual]

compute the target vector, the values of the function to fit and the matrix of derivatives