ql/math/optimization/lmdif.hpp File Reference

wrapper for MINPACK minimization routine More...

#include <ql/qldefines.hpp>
#include <boost/function.hpp>
Include dependency graph for lmdif.hpp:

Typedefs

typedef boost::function< void(int,
int, double *, double *, int *) 
LmdifCostFunction )

Functions

void lmdif (int m, int n, double *x, double *fvec, double ftol, double xtol, double gtol, int maxfev, double epsfcn, double *diag, int mode, double factor, int nprint, int *info, int *nfev, double *fjac, int ldfjac, int *ipvt, double *qtf, double *wa1, double *wa2, double *wa3, double *wa4, const LmdifCostFunction &fcn)
void qrsolv (int n, double *r, int ldr, int *ipvt, double *diag, double *qtb, double *x, double *sdiag, double *wa)
void qrfac (int m, int n, double *a, int, int pivot, int *ipvt, int, double *rdiag, double *acnorm, double *wa)

Detailed Description

wrapper for MINPACK minimization routine