SphereCylinderOptimizer Class Reference

#include <ql/math/optimization/spherecylinder.hpp>

List of all members.

Public Member Functions

 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

Detailed Description

  • 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!