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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_least_square_function.html">LeastSquareFunction</a></div>
<h1>LeastSquareFunction Class Reference</h1><!-- doxytag: class="QuantLib::LeastSquareFunction" --><!-- doxytag: inherits="QuantLib::CostFunction" --><code>#include <ql/Optimization/leastsquare.hpp></code>
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Inheritance diagram for LeastSquareFunction:<p><center><img src="class_quant_lib_1_1_least_square_function__inherit__graph.png" border="0" usemap="#_least_square_function__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_least_square_function-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Cost function for least-square problems.
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Implements a cost function using the interface provided by the <a class="el" href="class_quant_lib_1_1_least_square_problem.html">LeastSquareProblem</a> class.
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="91ae7b7c34f4f00ae7272c5e5cbf8ead"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::LeastSquareFunction" ref="91ae7b7c34f4f00ae7272c5e5cbf8ead" args="(LeastSquareProblem &lsp)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#91ae7b7c34f4f00ae7272c5e5cbf8ead">LeastSquareFunction</a> (<a class="el" href="class_quant_lib_1_1_least_square_problem.html">LeastSquareProblem</a> &lsp)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c9195cf76ac701b3e3e667d568dec6c"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::~LeastSquareFunction" ref="4c9195cf76ac701b3e3e667d568dec6c" args="()" -->
virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#4c9195cf76ac701b3e3e667d568dec6c">~LeastSquareFunction</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5ab0d029d0c5f74be2bb060e7e8aa2b"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::value" ref="a5ab0d029d0c5f74be2bb060e7e8aa2b" args="(const Array &x) const" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#a5ab0d029d0c5f74be2bb060e7e8aa2b">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">compute value of the least square function <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7794b074efe8cdfec946cf2c1230198f"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::gradient" ref="7794b074efe8cdfec946cf2c1230198f" args="(Array &grad_f, const Array &x) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#7794b074efe8cdfec946cf2c1230198f">gradient</a> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grad_f, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">compute vector of derivatives of the least square function <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bda0182739a19b9db365d89a647bf13e"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::valueAndGradient" ref="bda0182739a19b9db365d89a647bf13e" args="(Array &grad_f, const Array &x) const " -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#bda0182739a19b9db365d89a647bf13e">valueAndGradient</a> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grad_f, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">compute value and gradient of the least square function <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ca97a82dfecae75d32b5bbbf9e8f6db"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::lsp_" ref="9ca97a82dfecae75d32b5bbbf9e8f6db" args="" -->
<a class="el" href="class_quant_lib_1_1_least_square_problem.html">LeastSquareProblem</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#9ca97a82dfecae75d32b5bbbf9e8f6db">lsp_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">least square problem <br></td></tr>
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