/dports/cad/openroad/OpenROAD-2.0/src/sta/sdc/ |
H A D | DeratingFactors.cc | 39 factors_[int(clk_data)].setValue(tr1, early_late, factor); in setFactor() 56 factors_[int(clk_data)].clear(); in clear() 66 is_one_value0 = factors_[0].isOneValue(early_late, value0); in isOneValue() 67 is_one_value1 = factors_[1].isOneValue(early_late, value1); in isOneValue() 86 return factors_[0].hasValue() in hasValue() 87 || factors_[1].hasValue(); in hasValue() 122 factors_[type].clear(); in clear() 128 return &factors_[TimingDerateIndex(type)]; in factors() 163 factors_[type].clear(); in clear() 169 return &factors_[TimingDerateIndex(type)]; in factors() [all …]
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/dports/math/linbox/linbox-1.6.3/linbox/blackbox/ |
H A D | fibb-product.h | 29 A.factors_ = factors_ + 1; A.n_ = n_-1; in tail() 343 if (alloc_ and factors_) delete[] factors_; in init() local 353 if (alloc_ and factors_) delete[] factors_; in init() local 356 factors_[0] = &A1; factors_[1] = &A2; in init() 364 if (alloc_ and factors_) delete[] factors_; in init() local 367 factors_[0] = &A1; factors_[1] = &A2; in init() 376 if (alloc_ and factors_) delete[] factors_; in init() local 379 factors_[0] = &A1; factors_[1] = &A2; in init() 380 factors_[2] = &A3; factors_[3] = &A4; in init() 392 factors_[0] = &A1; factors_[1] = &A2; in init() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/browniangenerators/ |
H A D | sobolbrowniangenerator.cpp | 116 : factors_(factors), steps_(steps), ordering_(ordering), in SobolBrownianGenerator() 125 fillByFactor(orderedIndices_, factors_, steps_); in SobolBrownianGenerator() 128 fillByStep(orderedIndices_, factors_, steps_); in SobolBrownianGenerator() 131 fillByDiagonal(orderedIndices_, factors_, steps_); in SobolBrownianGenerator() 146 for (Size i=0; i<factors_; ++i) { in nextPath() 168 QL_REQUIRE( (variates.size() == factors_*steps_), in transform() 171 const Size dim = factors_*steps_; in transform() 178 std::vector<Real> sample(steps_*factors_); in transform() 182 for (Size i=0; i<factors_; ++i) { in transform() 198 QL_REQUIRE(output.size() == factors_, "size mismatch"); in nextStep() [all …]
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H A D | mtbrowniangenerator.cpp | 28 : factors_(factors), steps_(steps), lastStep_(0), in MTBrownianGenerator() 33 QL_REQUIRE(output.size() == factors_, "size mismatch"); in nextStep() 38 Size start = lastStep_*factors_, end = (lastStep_+1)*factors_; in nextStep() 56 Size MTBrownianGenerator::numberOfFactors() const { return factors_; } in numberOfFactors()
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/dports/finance/quantlib/QuantLib-1.20/ql/legacy/libormarketmodels/ |
H A D | lfmhullwhiteparam.cpp | 31 diffusion_ (size_-1, factors_), in LfmHullWhiteParameterization() 34 Matrix sqrtCorr(size_-1, factors_, 1.0); in LfmHullWhiteParameterization() 36 QL_REQUIRE(factors_ == 1, in LfmHullWhiteParameterization() 44 QL_REQUIRE(factors_ <= size_-1, in LfmHullWhiteParameterization() 55 tmpSqrtCorr[i], tmpSqrtCorr[i]+factors_, sqrtCorr[i], in LfmHullWhiteParameterization() 57 tmpSqrtCorr[i],tmpSqrtCorr[i]+factors_, in LfmHullWhiteParameterization() 81 for (Size q=0; q<factors_; ++q) { in LfmHullWhiteParameterization() 98 Matrix tmp(size_, factors_, 0.0); in diffusion() 102 for (Size q=0; q<factors_; ++q) { in diffusion()
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H A D | lfmcovarparam.hpp | 42 : size_(size), factors_(factors) {} in LfmCovarianceParameterization() 46 Size factors() const { return factors_; } in factors() 57 const Size factors_; member in QuantLib::LfmCovarianceParameterization
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H A D | lmlinexpcorrmodel.cpp | 29 factors_((factors != Null<Size>()) ? factors : size) { in LmLinearExponentialCorrelationModel() 51 return factors_; in factors() 72 pseudoSqrt_ = rankReducedSqrt(corrMatrix_, factors_, in generateArguments()
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/pathwisegreeks/ |
H A D | ratepseudorootjacobian.cpp | 41 factors_(pseudoRoot.columns()), in RatePseudoRootJacobianNumerical() 105 for (Size k=0; k < factors_; ++k) in getBumps() 110 for (Size k=0; k < factors_; ++k) in getBumps() 136 factors_(pseudoRoot.columns()), in RatePseudoRootJacobian() 190 for (Size f=0; f < factors_; ++f) in getBumps() 199 for (Size f=0; f < factors_; ++f) in getBumps() 236 for (Size f=0; f < factors_; ++f) in getBumps() 255 factors_(pseudoRoot.columns()), in RatePseudoRootJacobianAllElements() 293 for (Size f=0; f < factors_; ++f) in getBumps() 304 for (Size f=0; f < factors_; ++f) in getBumps() [all …]
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H A D | ratepseudorootjacobian.hpp | 69 Size factors_; member in QuantLib::RatePseudoRootJacobianNumerical 105 Size factors_; member in QuantLib::RatePseudoRootJacobian 140 Size factors_; member in QuantLib::RatePseudoRootJacobianAllElements
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/DDACE/src/Analyzer/ |
H A D | OneWayANOVA.cpp | 24 : factors_(factors) in OneWayANOVA() 29 if(factors_.empty()) in OneWayANOVA() 34 int factorSize = factors_[0].getNumberOfObservations(); in OneWayANOVA() 36 for(int i = 1; i < (int) factors_.size(); i++) in OneWayANOVA() 38 if(factorSize != factors_[i].getNumberOfObservations()) in OneWayANOVA() 113 for(int i = 0; i < (int) factors_.size(); i++) in getANOVATables()
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H A D | Factor.cpp | 9 this->factors_ = emptyFactors; in Factor() 20 factors_(factors), in Factor() 60 return(this->factors_); in getFactors() 88 if(factors_[i]==inputValue) in extractAllOutputDataValuesThatHaveThisInputDataValue()
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/dports/science/InsightToolkit/ITK-5.0.1/Modules/ThirdParty/VNL/src/vxl/core/vnl/algo/ |
H A D | vnl_fft_2d.h | 21 base::factors_[0].resize(M); in vnl_fft_2d() 22 base::factors_[1].resize(N); in vnl_fft_2d() 38 unsigned rows() const { return base::factors_[0].number(); } in rows() 39 unsigned cols() const { return base::factors_[1].number(); } in cols()
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H A D | vnl_fft_base.hxx | 24 int d = factors_[j].number(); in transform() 45 /* TRIGS */ factors_[i].trigs (), in transform() 51 /* NIPQ */ factors_[i].pqr (), in transform()
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/dports/misc/vxl/vxl-3.3.2/core/vnl/algo/ |
H A D | vnl_fft_2d.h | 21 base::factors_[0].resize(M); in vnl_fft_2d() 22 base::factors_[1].resize(N); in vnl_fft_2d() 38 unsigned rows() const { return base::factors_[0].number(); } in rows() 39 unsigned cols() const { return base::factors_[1].number(); } in cols()
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H A D | vnl_fft_base.hxx | 24 int d = factors_[j].number(); in transform() 45 /* TRIGS */ factors_[i].trigs (), in transform() 51 /* NIPQ */ factors_[i].pqr (), in transform()
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/dports/math/ipopt/Ipopt-3.12.13/Ipopt/src/LinAlg/ |
H A D | IpSumMatrix.cpp | 28 factors_(owner_space->NTerms(), 1.0), in SumMatrix() 40 factors_[iterm] = factor; in SetTerm() 47 factor = factors_[iterm]; in GetTerm() 73 matrices_[iterm]->MultVector(alpha*factors_[iterm], x, in MultVectorImpl() 95 matrices_[iterm]->TransMultVector(alpha*factors_[iterm], x, in TransMultVectorImpl() 139 prefix.c_str(), iterm, factors_[iterm]); in PrintImpl()
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H A D | IpSumSymMatrix.cpp | 28 factors_(owner_space->NTerms(), 1.0), in SumSymMatrix() 40 factors_[iterm] = factor; in SetTerm() 47 factor = factors_[iterm]; in GetTerm() 74 matrices_[iterm]->MultVector(alpha*factors_[iterm], x, in MultVectorImpl() 118 prefix.c_str(), iterm, factors_[iterm]); in PrintImpl()
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/dports/science/simbody/simbody-Simbody-3.7/SimTKmath/Optimizers/src/IpOpt/ |
H A D | IpSumMatrix.cpp | 34 factors_(owner_space->NTerms(), 1.0), in SumMatrix() 46 factors_[iterm] = factor; in SetTerm() 53 factor = factors_[iterm]; in GetTerm() 79 matrices_[iterm]->MultVector(alpha*factors_[iterm], x, in MultVectorImpl() 101 matrices_[iterm]->TransMultVector(alpha*factors_[iterm], x, in TransMultVectorImpl() 131 prefix.c_str(), iterm, factors_[iterm]); in PrintImpl()
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H A D | IpSumSymMatrix.cpp | 34 factors_(owner_space->NTerms(), 1.0), in SumSymMatrix() 46 factors_[iterm] = factor; in SetTerm() 53 factor = factors_[iterm]; in GetTerm() 80 matrices_[iterm]->MultVector(alpha*factors_[iterm], x, in MultVectorImpl() 110 prefix.c_str(), iterm, factors_[iterm]); in PrintImpl()
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/dports/finance/quantlib/QuantLib-1.20/ql/math/randomnumbers/ |
H A D | sobolbrownianbridgersg.cpp | 33 : factors_(factors), steps_(steps), dim_(factors*steps), in SobolBrownianBridgeRsg() 41 std::vector<Real> output(factors_); in nextSequence() 45 seq_.value.begin()+i*factors_); in nextSequence()
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/dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
H A D | jointstochasticprocess.cpp | 36 factors_(factors), in JointStochasticProcess() 57 if (factors_ == Null<Size>()) { in JointStochasticProcess() 58 factors_ = modelFactors_; in JointStochasticProcess() 60 QL_REQUIRE(factors_ <= size_, "too many factors given"); in JointStochasticProcess() 69 return factors_; in factors() 249 Matrix rs = rankReducedSqrt(cov, factors_, 1.0, in evolve() 252 if (rs.columns() < factors_) { in evolve() 255 Matrix tmp = Matrix(cov.rows(), factors_, 0.0); in evolve()
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/dports/cad/openroad/OpenROAD-2.0/src/sta/include/sta/ |
H A D | DeratingFactors.hh | 53 RiseFallMinMax factors_[path_clk_or_data_count]; member in sta::DeratingFactors 77 DeratingFactors factors_[timing_derate_type_count]; member in sta::DeratingFactorsGlobal 104 DeratingFactors factors_[timing_derate_cell_type_count]; member in sta::DeratingFactorsCell
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/DDACE/include/ |
H A D | OneWayANOVA.h | 42 const Factor getFactor(int i) const { return factors_[i]; }; in getFactor() 76 std::vector<Factor> factors_;
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/dports/math/geogram/geogram-1.7.7/src/bin/pck/ |
H A D | expr.cpp | 213 factors_[i] = new Pow(factor,2); in mult_factor() 218 factors_[i] = new Pow(factor,pow->exponent()+1); in mult_factor() 241 factors_[i] = new Constant(co1->value() * co2->value()); in mult_factor() 247 factors_.push_back(factor); in mult_factor()
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/dports/misc/py-scikit-fusion/scikit-fusion-0.2.1/skfusion/fusion/base/ |
H A D | base.py | 26 self.factors_ = defaultdict(list) 51 if object_type not in self.factors_: 57 return self.factors_[object_type][run] 68 yield self.factors_[object_type][run]
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