LeastSquareFunction Class Reference

Cost function for least-square problems. More...

#include <ql/math/optimization/leastsquare.hpp>

Inheritance diagram for LeastSquareFunction:

Public Member Functions
	LeastSquareFunction (LeastSquareProblem &lsp)
	Default constructor.
	~LeastSquareFunction () override=default
	Destructor.
Real	value (const Array &x) const override
	compute value of the least square function
Array	values (const Array &) const override
	method to overload to compute the cost function values in x
void	gradient (Array &grad_f, const Array &x) const override
	compute vector of derivatives of the least square function
Real	valueAndGradient (Array &grad_f, const Array &x) const override
	compute value and gradient of the least square function
Public Member Functions inherited from CostFunction
virtual void	jacobian (Matrix &jac, const Array &x) const
	method to overload to compute J_f, the jacobian of
virtual Array	valuesAndJacobian (Matrix &jac, const Array &x) const
	method to overload to compute J_f, the jacobian of
virtual Real	finiteDifferenceEpsilon () const
	Default epsilon for finite difference method :

Protected Attributes
LeastSquareProblem &	lsp_
	least square problem

Detailed Description

Cost function for least-square problems.

Implements a cost function using the interface provided by the LeastSquareProblem class.

Member Function Documentation

value()

Real value ( const Array & x ) const

overridevirtual

compute value of the least square function

Reimplemented from CostFunction.

values()

Array values ( const Array & x ) const

overridevirtual

method to overload to compute the cost function values in x

Implements CostFunction.

gradient()

void gradient ( Array & grad_f, const Array & x ) const

overridevirtual

compute vector of derivatives of the least square function

Reimplemented from CostFunction.

valueAndGradient()

Real valueAndGradient ( Array & grad_f, const Array & x ) const

overridevirtual

compute value and gradient of the least square function

Reimplemented from CostFunction.