Expand description
Numerical building blocks ported from ql/math/.
Modulesยง
- array
- One-dimensional numeric vector.
- beta
- Beta functions.
- comparison
- Floating-point proximity tests.
- copulas
- Bivariate copulas ported from
ql/math/copulas/. - distributions
- Probability distributions ported from
ql/math/distributions/. - errorfunction
- Error function.
- expm1
- Complex
expm1andlog1p. - gammafunction
- Gamma function.
- incompletegamma
- Incomplete gamma function.
- integrals
- Numerical integration ported from
ql/math/integrals/. - interpolations
- Interpolation framework and concrete interpolations from
ql/math/interpolations/. - matrix
- Dense row-major matrix.
- matrixutilities
- Matrix decompositions ported from
ql/math/matrixutilities/. - ode
- Runge-Kutta ODE integration ported from
ql/math/ode/adaptiverungekutta.hpp. - optimization
- Constrained optimization ported from
ql/math/optimization/. - randomnumbers
- Pseudo-random number generators ported from
ql/math/randomnumbers/. - solver1d
- Abstract 1-D solver.
- solvers1d
- Concrete 1-D solvers ported from
ql/math/solvers1d/. - statistics
- Statistics accumulators ported from
ql/math/statistics/. - timegrid
- Discrete time grid.