Re: [Quantlib-dev] precision in cubicsplineinterpolation (and in general)

[Sylvain B. <syl...@gm...>]

Hi Luigi,


On Fri, Aug 22, 2008 at 11:52 AM, Luigi Ballabio
<lui...@gm...>wrote:

>
> Possibly. It would make the Matrix code quite a bit more complicated,
> though.  Do you think it would be possible to improve the accuracy of
> matrix calculations while keeping the double type? Maybe by using some
> smarter algorithms instead of the naive ones we used?
>
>
That sounds unlikely. Here we're talking about basic algebra, it's not an
"optimization with constraint" problem.
Would a generic (real) matrix template not be useful though?
I agree it would probably involve a significant amount of work in that
class, but not outside if by default we consider Matrix as Matrix<QL_REAL>.

Let me know what you think.

Sylvain