External module "ql/models/marketmodels/duffsdeviceinnerproduct"

inner_product

• inner_product(input1: Real[], f1: Size, l1: Size, input2: Real[], f2: Size, init: Real): Real

• inner_product implementation using Duff's device

  See http://www.lysator.liu.se/c/duffs-device.html and http://en.wikipedia.org/wiki/Duff's_device

  todo

  investigate the possible advantages of using boost implementation, see: <boost/numeric/ublas/detail/duff.hpp> <boost/numeric/ublas/functional.hpp> <boostnumeric/ublas/detail/matrix_assign.hpp> <boost/numeric/ublas/detail/vector_assign.hpp>

  Parameters

  • input1: Real[]

  • f1: Size

  • l1: Size

  • input2: Real[]

  • f2: Size

  • init: Real

  Returns Real