Class ArrayFunctions

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

The free functions of QuantLib's array.hpp over a Vector: the dot product, the norm, and the element-by-element mathematical functions, each returning a new vector.

public static class ArrayFunctions

Inheritance

object

ArrayFunctions

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

QuantLib's free swap and operator<< are Swap(Vector) and ToString().

Methods

Abs(Vector)

The absolute value of each element.

public static Vector Abs(Vector v)

Parameters

v Vector

The vector.

Returns

Vector

A new vector.

DotProduct(Vector, Vector)

The dot product, summed in order from zero.

public static double DotProduct(Vector v1, Vector v2)

Parameters

v1 Vector

The first vector.

v2 Vector

The second vector.

Returns

double

The sum of the element-by-element products.

Exceptions

ArgumentException

The sizes differ.

Exp(Vector)

The exponential of each element.

public static Vector Exp(Vector v)

Parameters

v Vector

The vector.

Returns

Vector

A new vector.

Log(Vector)

The natural logarithm of each element.

public static Vector Log(Vector v)

Parameters

v Vector

The vector.

Returns

Vector

A new vector.

Norm2(Vector)

The Euclidean norm, the square root of the vector's dot product with itself.

public static double Norm2(Vector v)

Parameters

v Vector

The vector.

Returns

double

The norm.

Pow(Vector, double)

Each element raised to a power.

public static Vector Pow(Vector v, double alpha)

Parameters

v Vector

The vector.

alpha double

The exponent.

Returns

Vector

A new vector.

Sqrt(Vector)

The square root of each element.

public static Vector Sqrt(Vector v)

Parameters

v Vector

The vector.

Returns

Vector

A new vector.