Re: precision in cubicsplineinterpolation (and in general)

Posted by Sylvain Bertrand on
URL: http://quantlib.414.s1.nabble.com/precision-in-cubicsplineinterpolation-and-in-general-tp12216p12222.html

Hi Luigi,

On Fri, Aug 22, 2008 at 11:52 AM, Luigi Ballabio <[hidden email]> wrote:

Possibly. It would make the Matrix code quite a bit more complicated,
though.  Do you think it would be possible to improve the accuracy of
matrix calculations while keeping the double type? Maybe by using some
smarter algorithms instead of the naive ones we used?

That sounds unlikely. Here we're talking about basic algebra, it's not an "optimization with constraint" problem.
Would a generic (real) matrix template not be useful though?
I agree it would probably involve a significant amount of work in that class, but not outside if by default we consider Matrix as Matrix<QL_REAL>.

Let me know what you think.

Sylvain

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