|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
This is the complete list of members for FrobeniusCostFunction, including all inherited members.
| f_ | FrobeniusCostFunction | private |
| finiteDifferenceEpsilon() const | CostFunction | virtual |
| FrobeniusCostFunction(Matrix target, std::function< Matrix(const Array &, Size, Size)> f, Size matrixSize, Size rank) | FrobeniusCostFunction | |
| gradient(Array &grad, const Array &x) const | CostFunction | virtual |
| jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| matrixSize_ | FrobeniusCostFunction | private |
| rank_ | FrobeniusCostFunction | private |
| target_ | FrobeniusCostFunction | private |
| value(const Array &x) const override | FrobeniusCostFunction | virtual |
| valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual |
| values(const Array &x) const override | FrobeniusCostFunction | virtual |
| valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| ~CostFunction()=default | CostFunction | virtual |