/usr/include/ql/math/optimization/spherecylinder.hpp is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2007 Mark Joshi
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file spherecylinder.hpp
\brief Find closest point of the intersection of a sphere and cylinder to a
given point
*/
#ifndef quantlib_optimization_sphere_cylinder_hpp
#define quantlib_optimization_sphere_cylinder_hpp
#include <ql/types.hpp>
#include <vector>
namespace QuantLib {
/*! - we are in r^3 sphere centred at O radius r
- vertical cylinder centred at (alpha,0) radius s
- Z some point in R3
- find point on intersection that is closest to Z
the intersection may be empty!
*/
class SphereCylinderOptimizer {
public:
SphereCylinderOptimizer(Real r,
Real s,
Real alpha,
Real z1,
Real z2,
Real z3,
Real zweight =1.0);
bool isIntersectionNonEmpty() const;
void findClosest(Size maxIterations,
Real tolerance,
Real& y1,
Real& y2,
Real& y3) const;
bool findByProjection(
Real& y1,
Real& y2,
Real& y3) const;
private:
Real r_, s_, alpha_, z1_, z2_, z3_;
Real objectiveFunction(Real x2) const;
Real topValue_;
Real bottomValue_;
bool nonEmpty_;
Real zweight_;
};
std::vector<Real> sphereCylinderOptimizerClosest(Real r,
Real s,
Real alpha,
Real z1,
Real z2,
Real z3,
Natural maxIterations,
Real tolerance,
Real finalWeight = 1.0);
}
#endif
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