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lmdif.hpp File Reference


Detailed Description

wrapper for MINPACK minimization routine

Definition in file lmdif.hpp.

#include <ql/qldefines.hpp>
#include <boost/function.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::MINPACK

Typedefs

typedef boost::function< void(int,
int, double *, double *, int *) 
QuantLib::MINPACK::LmdifCostFunction )

Functions

void QuantLib::MINPACK::lmdif (int m, int n, double *x, double *fvec, double ftol, double xtol, double gtol, int maxfev, double epsfcn, double *diag, int mode, double factor, int nprint, int *info, int *nfev, double *fjac, int ldfjac, int *ipvt, double *qtf, double *wa1, double *wa2, double *wa3, double *wa4, const QuantLib::MINPACK::LmdifCostFunction &fcn)


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