External module "ql/experimental/math/laplaceinterpolation"

laplaceInterpolation

• laplaceInterpolation(A: Matrix, relTol?: Real): void

• reference: Numerical Recipes, 3rd edition, ch. 3.8 two dimensional reconstruction of missing (i.e. null) values using laplace interpolation assuming an equidistant grid

  Parameters

  • A: Matrix

  • Default value relTol: Real = 0.000001

  Returns void