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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_least_square_function.html">LeastSquareFunction</a></li> </ul>
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<div class="title">LeastSquareFunction Class Reference</div> </div>
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<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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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a91ae7b7c34f4f00ae7272c5e5cbf8ead"><td class="memItemLeft" align="right" valign="top"><a id="a91ae7b7c34f4f00ae7272c5e5cbf8ead"></a>
 </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 class="memdesc:a91ae7b7c34f4f00ae7272c5e5cbf8ead"><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br /></td></tr>
<tr class="separator:a91ae7b7c34f4f00ae7272c5e5cbf8ead"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4c9195cf76ac701b3e3e667d568dec6c"><td class="memItemLeft" align="right" valign="top"><a id="a4c9195cf76ac701b3e3e667d568dec6c"></a>
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 class="memdesc:a4c9195cf76ac701b3e3e667d568dec6c"><td class="mdescLeft"> </td><td class="mdescRight">Destructor. <br /></td></tr>
<tr class="separator:a4c9195cf76ac701b3e3e667d568dec6c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a448261ddc3fd24f425d98dae63b89c16"><td class="memItemLeft" align="right" valign="top"><a id="a448261ddc3fd24f425d98dae63b89c16"></a>
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#a448261ddc3fd24f425d98dae63b89c16">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr class="memdesc:a448261ddc3fd24f425d98dae63b89c16"><td class="mdescLeft"> </td><td class="mdescRight">compute value of the least square function <br /></td></tr>
<tr class="separator:a448261ddc3fd24f425d98dae63b89c16"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5203b4aa9e9e9ab38e89d96cb79bb17c"><td class="memItemLeft" align="right" valign="top"><a id="a5203b4aa9e9e9ab38e89d96cb79bb17c"></a>
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#a5203b4aa9e9e9ab38e89d96cb79bb17c">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &) const</td></tr>
<tr class="memdesc:a5203b4aa9e9e9ab38e89d96cb79bb17c"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function values in x <br /></td></tr>
<tr class="separator:a5203b4aa9e9e9ab38e89d96cb79bb17c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7da6bbf42cea7e046af079fe93683d4b"><td class="memItemLeft" align="right" valign="top"><a id="a7da6bbf42cea7e046af079fe93683d4b"></a>
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html#a7da6bbf42cea7e046af079fe93683d4b">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 class="memdesc:a7da6bbf42cea7e046af079fe93683d4b"><td class="mdescLeft"> </td><td class="mdescRight">compute vector of derivatives of the least square function <br /></td></tr>
<tr class="separator:a7da6bbf42cea7e046af079fe93683d4b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4276792020fa4f7bb1d592a0afbc012c"><td class="memItemLeft" align="right" valign="top"><a id="a4276792020fa4f7bb1d592a0afbc012c"></a>
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#a4276792020fa4f7bb1d592a0afbc012c">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 class="memdesc:a4276792020fa4f7bb1d592a0afbc012c"><td class="mdescLeft"> </td><td class="mdescRight">compute value and gradient of the least square function <br /></td></tr>
<tr class="separator:a4276792020fa4f7bb1d592a0afbc012c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_cost_function"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_cost_function')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a></td></tr>
<tr class="memitem:ac23de857fba340d34e49747499aa6f79 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memItemLeft" align="right" valign="top"><a id="ac23de857fba340d34e49747499aa6f79"></a>
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#ac23de857fba340d34e49747499aa6f79">jacobian</a> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &jac, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr class="memdesc:ac23de857fba340d34e49747499aa6f79 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute J_f, the jacobian of <br /></td></tr>
<tr class="separator:ac23de857fba340d34e49747499aa6f79 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a49ee28675cc6062fa775b1708a2ec2dc inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memItemLeft" align="right" valign="top"><a id="a49ee28675cc6062fa775b1708a2ec2dc"></a>
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_cost_function.html#a49ee28675cc6062fa775b1708a2ec2dc">valuesAndJacobian</a> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &jac, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr class="memdesc:a49ee28675cc6062fa775b1708a2ec2dc inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute J_f, the jacobian of <br /></td></tr>
<tr class="separator:a49ee28675cc6062fa775b1708a2ec2dc inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aec7babe30f3cdc537fd88dff07f7b8cf inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memItemLeft" align="right" valign="top"><a id="aec7babe30f3cdc537fd88dff07f7b8cf"></a>
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_cost_function.html#aec7babe30f3cdc537fd88dff07f7b8cf">finiteDifferenceEpsilon</a> () const</td></tr>
<tr class="memdesc:aec7babe30f3cdc537fd88dff07f7b8cf inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="mdescLeft"> </td><td class="mdescRight">Default epsilon for finite difference method : <br /></td></tr>
<tr class="separator:aec7babe30f3cdc537fd88dff07f7b8cf inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
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Protected Attributes</h2></td></tr>
<tr class="memitem:a9ca97a82dfecae75d32b5bbbf9e8f6db"><td class="memItemLeft" align="right" valign="top"><a id="a9ca97a82dfecae75d32b5bbbf9e8f6db"></a>
<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 class="memdesc:a9ca97a82dfecae75d32b5bbbf9e8f6db"><td class="mdescLeft"> </td><td class="mdescRight">least square problem <br /></td></tr>
<tr class="separator:a9ca97a82dfecae75d32b5bbbf9e8f6db"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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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