math Directory Reference

Files
	basiccpuenvironment.hpp
	basic compute env implementation using the cpu
	blockmatrixinverse.hpp
	inverse of a matrix using a block formula
	bucketeddistribution.hpp
	Deals with a bucketed distribution.
	compiledformula.hpp
	compiled formula
	computeenvironment.hpp
	interface to compute envs
	constantinterpolation.hpp
	flat interpolation decorator
	covariancesalvage.hpp
	methods to make a symmetric matrix positive semidefinite
	cudaenvironment.hpp
	cuda compute env implementation
	deltagammavar.hpp
	functions to compute delta or delta-gamma VaR numbers
	differentialevolution_mt.hpp
	Multithreaded version of QL class.
	discretedistribution.hpp
	Discretized probability density and cumulative probability.
	distributioncount.hpp
	histogramm utility
	fillemptymatrix.hpp
	functions to fill a "not-completely-populated" matrix.
	flatextrapolation.hpp
	flat interpolation decorator
	gpucodegenerator.hpp
	gpu code generator utilities
	kendallrankcorrelation.hpp
	Kendall's rank correlation coefficient computation.
	logquadraticinterpolation.hpp
	log-quadratic interpolation between discrete points
	matrixfunctions.hpp
	matrix functions
	method_mt.hpp
	Abstract multithreaded optimization method class.
	nadarayawatson.hpp
	Nadaraya-Watson regression.
	openclenvironment.hpp
	opencl compute env implementation
	problem_mt.hpp
	Abstract optimization problem class (for multithreaded optimization methods).
	quadraticinterpolation.hpp
	quadratic interpolation between discrete points
	randomvariable_ops.hpp
	ops for type randomvariable
	randomvariablelsmbasissystem.hpp
	ql utility class for random variables
	stabilisedglls.hpp
	Numerically stabilised general linear least squares.
	stoplightbounds.hpp
	compute stop light bounds for overlapping and correlated PL
	trace.hpp
	trace of a quadratic matrix