LeastSquareProblem Class Reference
#include <ql/math/optimization/leastsquare.hpp>
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