quantlib-dev

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

[jrviala <jea...@am...>]

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?
-- 
View this message in context: http://old.nabble.com/How-to-copy-a-Boost%3A%3AMatrix-into-a-Quantlib%3A%3AMatrix-tp32788720p32788720.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

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

[Luigi B. <lui...@gm...>]

On Mon, 2011-11-07 at 04:40 -0800, jrviala wrote:
> 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? 

It depends on how you initialize the matrices, I guess.  What did you
try?

Luigi



-- 

The first rule of intelligent tinkering is to save all the parts. 
-- Paul Erlich 

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

[Bojan N. <bo...@bn...>]

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

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

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

[Bojan N. <bo...@bn...>]

Hi,

"Viala Jean-Renaud (AMUNDI)" <jea...@am...> writes:

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

Possibly you skimmed over it, but in the snippet I sent this was:

std::copy(mat.begin1(), mat.end1(), result.begin()); 
                   ^ Note the 1 here!
                               ^ here too!

Best,
Bojan

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

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

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

Hi
Thanks I saw it
Your suggestion doesn't work (it doesn't compile) but I think it's
because my mat is not UBLAS 
I will try later but right now the solution below works fine
Regards
JRV 

for (int i=0; i < N; ++i) 
		{
             std::copy(mat[i].begin(), mat[i].end(),
result.row_begin(i));
		}

-----Original Message-----
From: Bojan Nikolic [mailto:bo...@bn...] 
Sent: Wednesday, November 09, 2011 12:39 PM
To: Viala Jean-Renaud (AMUNDI)
Cc: qua...@li...
Subject: Re: [Quantlib-dev] How to copy a Boost::Matrix into a
Quantlib::Matrix


Hi,

"Viala Jean-Renaud (AMUNDI)" <jea...@am...> writes:

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

Possibly you skimmed over it, but in the snippet I sent this was:

std::copy(mat.begin1(), mat.end1(), result.begin()); 
                   ^ Note the 1 here!
                               ^ here too!

Best,
Bojan

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