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<h1>LeastSquareFunction Class Reference</h1><!-- doxytag: class="QuantLib::LeastSquareFunction" --><!-- doxytag: inherits="QuantLib::CostFunction" --><code>#include <ql/math/optimization/leastsquare.hpp></code>
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Inheritance diagram for LeastSquareFunction:</div>
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<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" title="Base class for least square problem.">LeastSquareProblem</a> class. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<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="a96b19df61cc4e727372ce7f9abb60c9"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::value" ref="a96b19df61cc4e727372ce7f9abb60c9" 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#a96b19df61cc4e727372ce7f9abb60c9">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="efd0ff60f2c43e34293b14ff785035d1"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::values" ref="efd0ff60f2c43e34293b14ff785035d1" args="(const Array &) const " -->
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#efd0ff60f2c43e34293b14ff785035d1">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function values in x <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5606a9f56d4bf8a1b09386234ac220a1"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::gradient" ref="5606a9f56d4bf8a1b09386234ac220a1" 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#5606a9f56d4bf8a1b09386234ac220a1">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="35a37dbf4155454c382e433e5183ba2f"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::valueAndGradient" ref="35a37dbf4155454c382e433e5183ba2f" 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#35a37dbf4155454c382e433e5183ba2f">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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