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>
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