[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata mathf.xml, 1.3, 1.4
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-06-23 17:21:08
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv475/gensrc/metadata Modified Files: mathf.xml Log Message: exported SymmetricSchurDecomposition Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** mathf.xml 19 Jun 2006 08:10:01 -0000 1.3 --- mathf.xml 23 Jun 2006 17:20:55 -0000 1.4 *************** *** 5,11 **** <include>ql/Functions/mathf.hpp</include> <include>ql/Math/primenumbers.hpp</include> </includes> <copyright> ! Copyright (C) 2002, 2003, 2004 Ferdinando Ametrano </copyright> --- 5,14 ---- <include>ql/Functions/mathf.hpp</include> <include>ql/Math/primenumbers.hpp</include> + <include>qlo/symmetricschurdecomposition.hpp</include> + <include>qlo/mathf.hpp</include> + <include>qlo/vo_mathf.hpp</include> </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> *************** *** 18,28 **** <alias>QuantLib::PrimeNumbers::get</alias> <ParameterList> ! <Parameters> ! <Parameter name='N'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>index of the prime number (e.g N=2 returns 3)</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 21,31 ---- <alias>QuantLib::PrimeNumbers::get</alias> <ParameterList> ! <Parameters> ! <Parameter name='N'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>index of the prime number (e.g N=2 returns 3)</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 38,63 **** <alias>QuantLib::normDist</alias> <ParameterList> ! <Parameters> ! <Parameter name="X"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the value for which you want the distribution</description> ! </Parameter> ! <Parameter name="Mean" default="0.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the arithmetic mean of the distribution</description> ! </Parameter> ! <Parameter name="Standard_dev" default="1.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the standard deviation of the distribution, a positive number</description> ! </Parameter> ! <Parameter name="cumulative" default="TRUE"> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>is a logical value: for the cumulative distribution function, use TRUE; for the probability mass function, use FALSE</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 41,66 ---- <alias>QuantLib::normDist</alias> <ParameterList> ! <Parameters> ! <Parameter name="X"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the value for which you want the distribution</description> ! </Parameter> ! <Parameter name="Mean" default="0.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the arithmetic mean of the distribution</description> ! </Parameter> ! <Parameter name="Standard_dev" default="1.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the standard deviation of the distribution, a positive number</description> ! </Parameter> ! <Parameter name="cumulative" default="TRUE"> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>is a logical value: for the cumulative distribution function, use TRUE; for the probability mass function, use FALSE</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 73,83 **** <alias>QuantLib::normDist</alias> <ParameterList> ! <Parameters> ! <Parameter name="Z"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the value for which you want the distribution</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 76,86 ---- <alias>QuantLib::normDist</alias> <ParameterList> ! <Parameters> ! <Parameter name="Z"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the value for which you want the distribution</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 93,113 **** <alias>QuantLib::normInv</alias> <ParameterList> ! <Parameters> ! <Parameter name="Probability"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is a probability corresponding to the normal distribution, a number between 0 and 1 inclusive</description> ! </Parameter> ! <Parameter name="Mean" default="0.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the arithmetic mean of the distribution</description> ! </Parameter> ! <Parameter name="Standard_dev" default="1.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the standard deviation of the distribution, a positive number</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 96,116 ---- <alias>QuantLib::normInv</alias> <ParameterList> ! <Parameters> ! <Parameter name="Probability"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is a probability corresponding to the normal distribution, a number between 0 and 1 inclusive</description> ! </Parameter> ! <Parameter name="Mean" default="0.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the arithmetic mean of the distribution</description> ! </Parameter> ! <Parameter name="Standard_dev" default="1.0"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is the standard deviation of the distribution, a positive number</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 123,133 **** <alias>QuantLib::normInv</alias> <ParameterList> ! <Parameters> ! <Parameter name="Probability"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is a probability corresponding to the normal distribution, a number between 0 and 1 inclusive</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 126,136 ---- <alias>QuantLib::normInv</alias> <ParameterList> ! <Parameters> ! <Parameter name="Probability"> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>is a probability corresponding to the normal distribution, a number between 0 and 1 inclusive</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 138,141 **** --- 141,189 ---- </Procedure> + <!-- SymmetricSchurDecomposition interface --> + + <!--Member name='qlEigenvalues' libraryClass='SymmetricSchurDecomposition'> + <description>Returns the eigenvalues of a symmetrix matrix</description> + <libraryFunction>eigenvalues</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Array'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description></description> + </ReturnValue> + </Member--> + + <Member name='qlEigenvectors' libraryClass='SymmetricSchurDecomposition'> + <description>Returns the eigenvectors of a symmetrix matrix. Eigenvectors are returned columnwise.</description> + <libraryFunction>eigenvectors</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description></description> + </ReturnValue> + </Member> + + <!-- SymmetricSchurDecomposition constructor --> + + <Constructor name='qlEigenDecomposition'> + <libraryFunction>SymmetricSchurDecomposition</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='symmetricMatrix' libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description>Symmetrix matrix to be decomposed</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> </Functions> |