Base class for least square problem. More...

#include <ql/math/optimization/leastsquare.hpp>

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

Detailed Description

Base class for least square problem.

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