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	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	trace.hpp
	trace of a quadratic matrix