org.jquantlib.math.optimization

Class LeastSquareProblem

java.lang.Object

org.jquantlib.math.optimization.LeastSquareProblem

public abstract class LeastSquareProblem
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
LeastSquareProblem()

Method Summary

Modifier and Type	Method and Description
abstract int	size()
abstract void	targetAndValue(Array x, Array target, Array fct2fit)
abstract void	targetValueAndGradient(Array x, Matrix grad_fct2fit, Array target, Array fct2fit)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LeastSquareProblem

public LeastSquareProblem()

Method Detail

size

public abstract int size()

targetAndValue

public abstract void targetAndValue(Array x,
                                    Array target,
                                    Array fct2fit)

targetValueAndGradient

public abstract void targetValueAndGradient(Array x,
                                            Matrix grad_fct2fit,
                                            Array target,
                                            Array fct2fit)