/*
 Copyright (C) 2009 Ueli Hofstetter

 This source code is release under the BSD License.
 
 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 
 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
package org.jquantlib.math.optimization;

import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.math.matrixutilities.Matrix;

public abstract class LeastSquareProblem {
    public LeastSquareProblem(){
        if (System.getProperty("EXPERIMENTAL") == null) {
            throw new UnsupportedOperationException("Work in progress");
        }
    }
    //! size of the problem ie size of target vector
    public abstract int size();
    //! compute the target vector and the values of the function to fit
    public abstract void targetAndValue(Array x, Array target, Array fct2fit);
    /*! compute the target vector, the values of the function to fit
    and the matrix of derivatives
     */
    public abstract void targetValueAndGradient(final Array x,
                                    Matrix grad_fct2fit,
                                    Array target,
                                    Array fct2fit);
}