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.
 
virtual ~LeastSquareFunction ()
 Destructor.
 
virtual Real value (const Array &x) const
 compute value of the least square function
 
virtual Disposable< Arrayvalues (const Array &) const
 method to overload to compute the cost function values in x
 
virtual void gradient (Array &grad_f, const Array &x) const
 compute vector of derivatives of the least square function
 
virtual Real valueAndGradient (Array &grad_f, const Array &x) const
 compute value and gradient of the least square function
 
- Public Member Functions inherited from CostFunction
virtual Real finiteDifferenceEpsilon () const
 Default epsilon for finite difference method :
 

Protected Attributes

LeastSquareProblemlsp_
 least square problem
 

Detailed Description

Cost function for least-square problems.

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