LeastSquareProblem Class Reference
#include <ql/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