#include <matrix.h>
Public Member Functions | |
Matrix () | |
Matrix (double InitVal, int Rows, int Cols) | |
Matrix (double *Data, int Rows, int Cols) | |
Matrix (double **Data, int Rows, int Cols) | |
Matrix (const Matrix &obj) | |
~Matrix () | |
Matrix & | operator+ (const Matrix &obj) const |
Matrix & | operator- (const Matrix &obj) const |
Matrix & | operator * (const Matrix &obj) const |
Matrix & | operator * (const double _d) const |
Matrix & | operator * (const int _i) const |
Matrix & | operator/ (const Matrix &obj) const |
Matrix & | operator/ (const double _d) const |
Matrix & | operator/ (const int _i) const |
Matrix & | operator+= (const Matrix &obj) |
Matrix & | operator-= (const Matrix &obj) |
Matrix & | operator *= (const Matrix &obj) |
Matrix & | operator *= (const double _d) |
Matrix & | operator *= (const int _i) |
Matrix & | operator/= (const Matrix &obj) |
Matrix & | operator/= (const double _d) |
Matrix & | operator/= (const int _i) |
Matrix & | operator= (const Matrix &obj) |
Matrix & | operator~ () const |
bool | operator== (const Matrix &obj) const |
bool | operator!= (const Matrix &obj) const |
double * | operator[] (const int _i) const |
double & | operator() (const int _i, const int _j) const |
bool | IsIdentity () const |
bool | IsEmpty () const |
double | Determinant () const |
double | SumAll () const |
double | SumAllSquared () const |
double | SumRow (const int Row) const |
double | SumColumn (const int Col) const |
double | SumRowSquared (const int Row) const |
double | SumColumnSquared (const int Col) const |
double | GetMax () const |
double | GetMin () const |
double | GetRowMax (const int Row) const |
double | GetRowMin (const int Row) const |
double | GetColumnMax (const int Col) const |
double | GetColumnMin (const int Col) const |
double | GetRange () const |
double | GetRowRange (const int Row) const |
double | GetColumnRange (const int Col) const |
double * | GetDataOneDimen () const |
double ** | GetDataTwoDimen () const |
int | GetRows () const |
int | GetColumns () const |
Matrix & | Clear () |
Matrix & | ClearRow (const int Row) |
Matrix & | ClearColumn (const int Col) |
Matrix & | SetValue (int Row, int Col, double _d) |
Matrix & | Fill (const double _d) |
Matrix & | FillRow (const int Row, const double _d) |
Matrix & | FillColumn (const int Col, const double _d) |
Matrix & | GetInverse () const |
Matrix & | Invert () |
Matrix & | AddRows (const int SourceRow, const int DestRow, const double factor=1) |
Matrix & | MultiplyRow (const int Row, const double _d) |
Matrix & | DivideRow (const int Row, const double _d) |
Matrix & | AddColumns (const int SourceCol, const int DestCol, const double factor=1) |
Matrix & | MultiplyColumn (const int Col, const double _d) |
Matrix & | DivideColumn (const int Col, const double _d) |
Matrix & | REF () |
Matrix & | RREF () |
Matrix & | GetREF () const |
Matrix & | GetRREF () const |
Matrix & | CholeskyDecomposition () |
Cholesky decomposition I added. | |
Matrix & | GetMinor (const int RowSpot, const int ColSpot) const |
Matrix * | GetMinorNew (const int RowSpot, const int ColSpot) const |
Matrix & | GetSubMatrix (const int RowSpot, const int ColSpot, const int RowLen, const int ColLen) const |
Matrix & | SetSubMatrix (const int RowSpot, const int ColSpot, const int RowLen, const int ColLen) |
Matrix & | SwapRows (const int Row1, const int Row2) |
Matrix & | SwapCols (const int Col1, const int Col2) |
Matrix & | GetTransposed () const |
Matrix & | Transpose () |
Matrix & | GetNumericRange (double &Min, double &Max) const |
Matrix & | GetNumericRangeOfRow (double &Min, double &Max, const int Row) const |
Matrix & | GetNumericRangeOfColumn (double &Min, double &Max, const int Col) const |
Matrix & | CMAR (const Matrix &obj) |
Matrix & | CMAC (const Matrix &obj) |
Matrix & | GetCMAR (const Matrix &obj) const |
Matrix & | GetCMAC (const Matrix &obj) const |
Matrix & | ConcatenateRow (const double *RowData) |
Matrix & | ConcatenateColumn (const double *ColumnData) |
Matrix & | SpliceInRow (const double *RowData, const int RowSpot) |
Matrix & | SpliceInColumn (const double *ColumnData, const int ColumnSpot) |
Matrix & | RemoveRow (const int Row) |
Matrix & | RemoveColumn (const int Column) |
Matrix & | SortAscend () |
Matrix & | SortDescend () |
Matrix & | GetNormalized (const double Min, const double Max) const |
Matrix & | Normalize (const double Min, const double Max) |
Matrix & | GetCovariant () const |
Matrix & | MakeCovariant () |
void | Display () const |
void | Output (ostream &ostr=cout) const |
void | Input (istream &istr=cin) |
void | Read (ifstream &istr) |
void | Write (ofstream &ostr) const |
Static Public Member Functions | |
Matrix & | IdentityMatrix (int Diagonal) |
Private Member Functions | |
Matrix & | RightAppendIdentity () |
Matrix & | LeftRemoveIdentity () |
Private Attributes | |
double ** | m_pData |
int | m_nCols |
int | m_nRows |
Definition at line 19 of file matrix.h.
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Definition at line 55 of file matrix.cpp. References m_nCols, m_nRows, and m_pData. Referenced by CholeskyDecomposition(), GetMinor(), GetMinorNew(), GetSubMatrix(), GetTransposed(), IdentityMatrix(), LeftRemoveIdentity(), operator *(), operator+(), operator-(), operator/(), RightAppendIdentity(), SortAscend(), and SortDescend(). |
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Definition at line 64 of file matrix.cpp. |
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Definition at line 81 of file matrix.cpp. |
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Definition at line 98 of file matrix.cpp. |
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Definition at line 113 of file matrix.cpp. |
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Definition at line 128 of file matrix.cpp. |
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Definition at line 794 of file matrix.cpp. |
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Definition at line 762 of file matrix.cpp. |
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Cholesky decomposition I added.
Definition at line 1062 of file matrix.cpp. References GetRows(), m_pData, Matrix(), and Real. Referenced by mainmatrix(), MCEngine::RunEngineRainbow2AssetsBasketMax(), MCEngine::RunEngineRainbow2SpreadOptionMax(), MCEngine::RunEngineRainbowBestOf2AssetsCash(), MCEngine::RunEngineRainbowMax2AssetsCall(), MCEngine::RunEngineRainbowMax2AssetsPut(), MCEngine::RunEngineRainbowMin2AssetsCall(), MCEngine::RunEngineRainbowMin2AssetsPut(), and MCEngine::RunEngineRainbowWorstOf2AssetsCash(). |
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Definition at line 664 of file matrix.cpp. |
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Definition at line 686 of file matrix.cpp. |
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Definition at line 676 of file matrix.cpp. |
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Definition at line 1118 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, and m_pData. Referenced by GetCMAC(). |
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Definition at line 1094 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, and m_pData. Referenced by GetCMAR(). |
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Definition at line 1183 of file matrix.cpp. |
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Definition at line 1163 of file matrix.cpp. |
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Definition at line 430 of file matrix.cpp. References ErrorMsg(), GetMinorNew(), m_nCols, m_nRows, m_pData, and q. |
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Definition at line 1379 of file matrix.cpp. |
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Definition at line 814 of file matrix.cpp. References ErrorMsg(), m_nRows, and m_pData. |
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Definition at line 782 of file matrix.cpp. References ErrorMsg(), m_nCols, and m_pData. |
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Definition at line 705 of file matrix.cpp. |
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Definition at line 727 of file matrix.cpp. |
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Definition at line 717 of file matrix.cpp. |
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Definition at line 1152 of file matrix.cpp. References CMAC(). |
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Definition at line 1140 of file matrix.cpp. References CMAR(). |
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Definition at line 564 of file matrix.cpp. |
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Definition at line 576 of file matrix.cpp. |
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Definition at line 608 of file matrix.cpp. References GetNumericRangeOfColumn(). |
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Definition at line 658 of file matrix.cpp. References m_nCols. Referenced by operator<<(). |
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Definition at line 1359 of file matrix.cpp. References Transpose(). Referenced by MakeCovariant(). |
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Definition at line 619 of file matrix.cpp. References m_nCols, m_nRows, and m_pData. Referenced by SortAscend(), and SortDescend(). |
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Definition at line 636 of file matrix.cpp. |
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Definition at line 737 of file matrix.cpp. References ErrorMsg(), LeftRemoveIdentity(), m_nCols, m_nRows, RightAppendIdentity(), and RREF(). Referenced by Invert(), operator/(), and operator~(). |
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Definition at line 512 of file matrix.cpp. |
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Definition at line 526 of file matrix.cpp. |
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Definition at line 877 of file matrix.cpp. |
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Definition at line 905 of file matrix.cpp. References m_nCols, m_nRows, m_pData, and Matrix(). Referenced by Determinant(). |
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Definition at line 1325 of file matrix.cpp. References Normalize(). |
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Definition at line 1020 of file matrix.cpp. References m_nCols, m_nRows, and m_pData. Referenced by GetRange(), and Normalize(). |
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Definition at line 1048 of file matrix.cpp. References m_nRows, and m_pData. Referenced by GetColumnRange(). |
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Definition at line 1035 of file matrix.cpp. References m_nCols, and m_pData. Referenced by GetRowRange(). |
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Definition at line 588 of file matrix.cpp. References GetNumericRange(). |
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Definition at line 854 of file matrix.cpp. References REF(). |
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Definition at line 540 of file matrix.cpp. |
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Definition at line 552 of file matrix.cpp. |
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Definition at line 598 of file matrix.cpp. References GetNumericRangeOfRow(). |
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Definition at line 865 of file matrix.cpp. References RREF(). |
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Definition at line 933 of file matrix.cpp. References m_pData, and Matrix(). Referenced by SetSubMatrix(). |
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Definition at line 997 of file matrix.cpp. References m_nCols, m_nRows, m_pData, and Matrix(). Referenced by mainmatrix(), and Transpose(). |
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Definition at line 1452 of file matrix.cpp. References m_pData, Matrix(), and q. Referenced by IdentityMatrix(). |
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Definition at line 1406 of file matrix.cpp. |
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Definition at line 754 of file matrix.cpp. References GetInverse(). |
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Definition at line 418 of file matrix.cpp. |
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Definition at line 401 of file matrix.cpp. |
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Definition at line 37 of file matrix.cpp. References m_nCols, m_nRows, m_pData, and Matrix(). Referenced by GetInverse(). |
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Definition at line 1370 of file matrix.cpp. References GetCovariant(). |
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Definition at line 804 of file matrix.cpp. |
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Definition at line 772 of file matrix.cpp. |
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Definition at line 1336 of file matrix.cpp. References GetNumericRange(), m_nCols, m_nRows, and m_pData. Referenced by GetNormalized(). |
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Definition at line 216 of file matrix.cpp. |
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Definition at line 201 of file matrix.cpp. |
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Definition at line 175 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, m_pData, Matrix(), and q. |
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Definition at line 295 of file matrix.cpp. |
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Definition at line 289 of file matrix.cpp. |
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Definition at line 283 of file matrix.cpp. |
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Definition at line 367 of file matrix.cpp. |
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Definition at line 392 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, and m_pData. |
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Definition at line 139 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, m_pData, and Matrix(). |
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Definition at line 271 of file matrix.cpp. |
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Definition at line 157 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, m_pData, and Matrix(). |
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Definition at line 277 of file matrix.cpp. |
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Definition at line 254 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, m_pData, and Matrix(). |
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Definition at line 237 of file matrix.cpp. References ErrorMsg(), m_nCols, m_nRows, m_pData, and Matrix(). |
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Definition at line 231 of file matrix.cpp. References GetInverse(). |
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Definition at line 313 of file matrix.cpp. |
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Definition at line 307 of file matrix.cpp. |
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Definition at line 301 of file matrix.cpp. |
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Definition at line 319 of file matrix.cpp. |
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Definition at line 352 of file matrix.cpp. |
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Definition at line 383 of file matrix.cpp. References ErrorMsg(), m_nRows, and m_pData. |
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Definition at line 346 of file matrix.cpp. References GetInverse(). |
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Definition at line 1394 of file matrix.cpp. |
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Definition at line 1424 of file matrix.cpp. |
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Definition at line 826 of file matrix.cpp. References AddRows(), DivideRow(), m_nRows, and m_pData. |
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Definition at line 1263 of file matrix.cpp. |
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Definition at line 1246 of file matrix.cpp. |
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Definition at line 15 of file matrix.cpp. References m_nCols, m_nRows, m_pData, Matrix(), and q. Referenced by GetInverse(). |
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Definition at line 839 of file matrix.cpp. References AddRows(), DivideRow(), m_nRows, m_pData, and REF(). Referenced by GetInverse(), and GetRREF(). |
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Definition at line 949 of file matrix.cpp. References GetSubMatrix(). |
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Definition at line 696 of file matrix.cpp. References m_nCols, m_nRows, and m_pData. Referenced by RainbowOption::getCorrelRisk(), RainbowOption::getDelta(), RainbowOption::getGamma(), RainbowOption::getVega(), mainmatrix(), RainbowOption::RainbowOption(), MCEngine::RunEngineRainbow2AssetsBasketMax(), MCEngine::RunEngineRainbow2SpreadOptionMax(), MCEngine::RunEngineRainbowBestOf2AssetsCash(), MCEngine::RunEngineRainbowMax2AssetsCall(), MCEngine::RunEngineRainbowMax2AssetsPut(), MCEngine::RunEngineRainbowMin2AssetsCall(), MCEngine::RunEngineRainbowMin2AssetsPut(), MCEngine::RunEngineRainbowWorstOf2AssetsCash(), transform1DvalarrayToColumnMatrix(), and transform2DvalarrayToMatrix(). |
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Definition at line 1281 of file matrix.cpp. References GetDataOneDimen(), m_nCols, m_nRows, and Matrix(). |
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Definition at line 1303 of file matrix.cpp. References GetDataOneDimen(), m_nCols, m_nRows, and Matrix(). |
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Definition at line 1226 of file matrix.cpp. |
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Definition at line 1204 of file matrix.cpp. |
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Definition at line 450 of file matrix.cpp. References m_nCols, m_nRows, and m_pData. Referenced by SumAllSquared(). |
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Definition at line 464 of file matrix.cpp. References SumAll(). |
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Definition at line 484 of file matrix.cpp. References m_nRows, and m_pData. Referenced by RainbowOption::getDelta(), RainbowOption::getGamma(), RainbowOption::getVega(), and SumColumnSquared(). |
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Definition at line 504 of file matrix.cpp. References SumColumn(). |
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Definition at line 472 of file matrix.cpp. References m_nCols, and m_pData. Referenced by SumRowSquared(). |
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Definition at line 496 of file matrix.cpp. References SumRow(). |
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Definition at line 979 of file matrix.cpp. |
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Definition at line 961 of file matrix.cpp. |
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Definition at line 1012 of file matrix.cpp. References GetTransposed(). Referenced by GetCovariant(). |
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Definition at line 1439 of file matrix.cpp. |
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