math Directory Reference

Files
file	basiccpuenvironment.hpp
	basic compute env implementation using the cpu
file	blockmatrixinverse.hpp
	inverse of a matrix using a block formula
file	bucketeddistribution.hpp
	Deals with a bucketed distribution.
file	compiledformula.hpp
	compiled formula
file	computeenvironment.hpp
	interface to compute envs
file	constantinterpolation.hpp
	flat interpolation decorator
file	covariancesalvage.hpp
	methods to make a symmetric matrix positive semidefinite
file	deltagammavar.hpp
	functions to compute delta or delta-gamma VaR numbers
file	differentialevolution_mt.hpp
	Multithreaded version of QL class.
file	discretedistribution.hpp
	Discretized probability density and cumulative probability.
file	fillemptymatrix.hpp
	functions to fill a "not-completely-populated" matrix.
file	flatextrapolation.hpp
	flat interpolation decorator
file	kendallrankcorrelation.hpp
	Kendall's rank correlation coefficient computation.
file	logquadraticinterpolation.hpp
	log-quadratic interpolation between discrete points
file	matrixfunctions.hpp
	matrix functions
file	method_mt.hpp
	Abstract multithreaded optimization method class.
file	nadarayawatson.hpp
	Nadaraya-Watson regression.
file	openclenvironment.hpp
	opencl compute env implementation
file	problem_mt.hpp
	Abstract optimization problem class (for multithreaded optimization methods)
file	quadraticinterpolation.hpp
	quadratic interpolation between discrete points
file	randomvariable_ops.hpp
	ops for type randomvariable
file	randomvariablelsmbasissystem.hpp
	ql utility class for random variables
file	stabilisedglls.hpp
	Numerically stabilised general linear least squares.
file	stoplightbounds.hpp
	compute stop light bounds for overlapping and correlated PL
file	trace.hpp
	trace of a quadratic matrix