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<li class="navelem"><a class="el" href="class_quant_lib_1_1_least_square_function.html">LeastSquareFunction</a> </li>
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<!-- doxytag: class="QuantLib::LeastSquareFunction" --><!-- doxytag: inherits="QuantLib::CostFunction" -->
<p>Cost function for least-square problems.
<a href="class_quant_lib_1_1_least_square_function.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/leastsquare.hpp></code></p>
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Inheritance diagram for LeastSquareFunction:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_cost_function.html" title="Cost function abstract class for optimization problem." alt="" coords="28,6,127,37"/></map>
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<p><a href="class_quant_lib_1_1_least_square_function-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a91ae7b7c34f4f00ae7272c5e5cbf8ead"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::LeastSquareFunction" ref="a91ae7b7c34f4f00ae7272c5e5cbf8ead" args="(LeastSquareProblem &lsp)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#a91ae7b7c34f4f00ae7272c5e5cbf8ead">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" align="right" valign="top"><a class="anchor" id="a4c9195cf76ac701b3e3e667d568dec6c"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::~LeastSquareFunction" ref="a4c9195cf76ac701b3e3e667d568dec6c" args="()" -->
virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#a4c9195cf76ac701b3e3e667d568dec6c">~LeastSquareFunction</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa96b19df61cc4e727372ce7f9abb60c9"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::value" ref="aa96b19df61cc4e727372ce7f9abb60c9" args="(const Array &x) const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#aa96b19df61cc4e727372ce7f9abb60c9">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" align="right" valign="top"><a class="anchor" id="aefd0ff60f2c43e34293b14ff785035d1"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::values" ref="aefd0ff60f2c43e34293b14ff785035d1" 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#aefd0ff60f2c43e34293b14ff785035d1">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" align="right" valign="top"><a class="anchor" id="a5606a9f56d4bf8a1b09386234ac220a1"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::gradient" ref="a5606a9f56d4bf8a1b09386234ac220a1" 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#a5606a9f56d4bf8a1b09386234ac220a1">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" align="right" valign="top"><a class="anchor" id="a35a37dbf4155454c382e433e5183ba2f"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::valueAndGradient" ref="a35a37dbf4155454c382e433e5183ba2f" args="(Array &grad_f, const Array &x) const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#a35a37dbf4155454c382e433e5183ba2f">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"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9ca97a82dfecae75d32b5bbbf9e8f6db"></a><!-- doxytag: member="QuantLib::LeastSquareFunction::lsp_" ref="a9ca97a82dfecae75d32b5bbbf9e8f6db" 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#a9ca97a82dfecae75d32b5bbbf9e8f6db">lsp_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">least square problem <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Cost function for least-square problems. </p>
<p>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. </p>
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