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From: Ferdinando A. <na...@us...> - 2006-07-10 18:08:24
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19684/gensrc/metadata Modified Files: enumtypes.xml mathf.xml Log Message: exporting pseudoSqrt and rankReducedSqrt Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** enumtypes.xml 4 Jul 2006 09:06:11 -0000 1.2 --- enumtypes.xml 10 Jul 2006 18:08:20 -0000 1.3 *************** *** 9,12 **** --- 9,27 ---- <Enumeration> + <type>QuantLib::SalvagingAlgorithm::Type</type> + <constructor>true</constructor> + <EnumerationDefinitions> + <EnumerationDefinition> + <string>None</string> + <value>QuantLib::SalvagingAlgorithm::None</value> + </EnumerationDefinition> + <EnumerationDefinition> + <string>Spectral</string> + <value>QuantLib::SalvagingAlgorithm::Spectral</value> + </EnumerationDefinition> + </EnumerationDefinitions> + </Enumeration> + + <Enumeration> <type>QuantLib::PriceType</type> <constructor>true</constructor> Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** mathf.xml 4 Jul 2006 13:38:46 -0000 1.7 --- mathf.xml 10 Jul 2006 18:08:20 -0000 1.8 *************** *** 5,8 **** --- 5,9 ---- <include>ql/Functions/mathf.hpp</include> <include>ql/Math/primenumbers.hpp</include> + <include>ql/Math/pseudosqrt.hpp</include> <include>qlo/symmetricschurdecomposition.hpp</include> <include>qlo/mathf.hpp</include> *************** *** 179,182 **** --- 180,244 ---- </ParameterList> </Constructor> + + <!-- Matrix functions --> + + <Procedure name="qlPseudoSqrt"> + <description>Returns the pseudo square root of a real symmetric matrix.</description> + <functionCategory>QuantLib</functionCategory> + <alias>QuantLib::pseudoSqrt</alias> + <ParameterList> + <Parameters> + <Parameter name="matrix" libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description>symmetric matrix (hopefully positive semi-definite at least)</description> + </Parameter> + <Parameter name='salvagingAlgorithm' enumeration='QuantLib::SalvagingAlgorithm::Type'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Salvaging algorithm for symmetric matrix not positive semi-definite (None, Spectral)</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + </ReturnValue> + </Procedure> + + <Procedure name="qlRankReducedSqrt"> + <description>Returns the rank reduced pseudo square root of a real symmetric matrix.</description> + <functionCategory>QuantLib</functionCategory> + <alias>QuantLib::rankReducedSqrt</alias> + <ParameterList> + <Parameters> + <Parameter name="matrix" libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description>symmetric matrix (hopefully positive semi-definite at least)</description> + </Parameter> + <Parameter name="maxRank"> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>number of principal components retained, i.e. max rank for the result matrix</description> + </Parameter> + <Parameter name="componentPercentage"> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>principal components retained as percentage of eigenvalues' sum</description> + </Parameter> + <Parameter name='salvagingAlgorithm' enumeration='QuantLib::SalvagingAlgorithm::Type'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Salvaging algorithm for symmetric matrix not positive semi-definite (None, Spectral)</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + </ReturnValue> + </Procedure> + </Functions> |
