Re: [Quantlib-dev] How to copy a Boost::Matrix into a Quantlib::Matrix

[Viala Jean-R. (AMUNDI) <jea...@am...>]

Hello

 

It works with the following code:

             

for (int i=0; i < N; ++i) 

{

std::copy(mat[i].begin(), mat[i].end(), result.row_begin(i));

}

With mat being a std::vector<std::vector<double>> and result a Quantlib
Matrix

 

 

We tried 

std::copy(mat.begin(), mat.end(), result.begin()); 

but it did not compile

 

I have a question: do you favors Quantlib::Matrix or
boost::numeric::ublas::matrix<double> for mathematical calculus?

 

Regards

JRV

 

 

      

-----Original Message-----
From: Bojan Nikolic [mailto:bo...@bn...] 
Sent: Tuesday, November 08, 2011 10:02 AM
To: Viala Jean-Renaud (AMUNDI)
Cc: qua...@li...
Subject: Re: [Quantlib-dev] How to copy a Boost::Matrix into a
Quantlib::Matrix

 

 

Hi,

 

jrviala <jea...@am...> writes:

 

> I'm trying to use std::copy but it fails to compile

> It seems a rather simple problem I'm confident someone has used it
somewhere

> could you tell me the correct wording?

 

Something like this should work:

 

 boost::numeric::ublas::matrix<double> m (3, 3);


 QuantLib::Matrix mm(3,3);

 std::copy(m.begin1(), m.end1(), mm.begin());           

 

Although you need to check the column/row convention (I believe this

will transpose the matrix).

 

Best,

Bojan

 

-- 

Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql