LeastSquareProblem Class Reference

#include <ql/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 fonction 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 fonction to fit and the matrix of derivatives


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