Solver1D Class Template Reference#include <ql/solver1d.hpp>
Inheritance diagram for Solver1D:
[legend]List of all members.
Detailed Description
template<class Impl>
class QuantLib::Solver1D< Impl >
Base class for 1-D solvers.
The implementation of this class uses the so-called "Barton-Nackman trick", also known as "the curiously recurring template pattern". Concrete solvers will be declared as: class Foo : public Solver1D<Foo> {
public:
...
template < class F>
Real solveImpl( const F& f, Real accuracy) const {
...
}
};
Before calling solveImpl , the base class will set its protected data members so that:
xMin_ and xMax_ form a valid bracket;fxMin_ and fxMax_ contain the values of the function in xMin_ and xMax_ ;root_ is a valid initial guess. The implementation of solveImpl can safely assume all of the above.
- Todo:
- clean up the interface so that it is clear whether the accuracy is specified for
or .
add target value (now the target value is 0.0)
Member Function Documentation
void setMaxEvaluations |
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This method sets the maximum number of function evaluations for the bracketing routine. An error is thrown if a bracket is not found after this number of evaluations. |
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