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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_least_square_problem.html">LeastSquareProblem</a></div>
<h1>LeastSquareProblem Class Reference</h1><!-- doxytag: class="QuantLib::LeastSquareProblem" --><code>#include <ql/math/optimization/leastsquare.hpp></code>
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<a href="class_quant_lib_1_1_least_square_problem-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base class for least square problem. <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="6c7ce2556129af8c0e1081fa87bfe83c"></a><!-- doxytag: member="QuantLib::LeastSquareProblem::size" ref="6c7ce2556129af8c0e1081fa87bfe83c" args="()=0" -->
virtual <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_problem.html#6c7ce2556129af8c0e1081fa87bfe83c">size</a> ()=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">size of the problem ie size of target vector <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11233390acce28369d1979816543f542"></a><!-- doxytag: member="QuantLib::LeastSquareProblem::targetAndValue" ref="11233390acce28369d1979816543f542" args="(const Array &x, Array &target, Array &fct2fit)=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_problem.html#11233390acce28369d1979816543f542">targetAndValue</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &target, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &fct2fit)=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">compute the target vector and the values of the function to fit <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_problem.html#5329bc9538315cd8ef49584ad144c526">targetValueAndGradient</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &grad_fct2fit, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &target, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &fct2fit)=0</td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="5329bc9538315cd8ef49584ad144c526"></a><!-- doxytag: member="QuantLib::LeastSquareProblem::targetValueAndGradient" ref="5329bc9538315cd8ef49584ad144c526" args="(const Array &x, Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0" -->
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<td class="memname">virtual void targetValueAndGradient </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"> <em>x</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td>
<td class="paramname"> <em>grad_fct2fit</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"> <em>target</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"> <em>fct2fit</em></td><td> </td>
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<td>)</td>
<td></td><td></td><td width="100%"><code> [pure virtual]</code></td>
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compute the target vector, the values of the function to fit and the matrix of derivatives
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