Posted by
jean-renaud viala on
URL: http://quantlib.414.s1.nabble.com/How-to-get-the-inverse-of-a-Quantlib-Matrix-in-MSVC10-tp6360p6364.html
Hi
Thanks to Stephen Wong for the Link. However I'm adding functions to QuantLibXl and I would like to use Quantlib Matrix Object as much as possible to avoid too many nightmare in updating the librry
I tried what Luigi Ballabo suggested and I got the following error massage during the compilation of Project QuantlibObjects (in Static Debug mode MSVC10)
Do you have any ideas?
I'm using MSVC10 and the latest quantlib 1.1.0 and boost 1.47
Regards
JRViala
1>------ Début de la génération : Projet : QuantLib, Configuration : Debug (static runtime) Win32 ------
1>La génération a démarré 02/11/2011 18:26:02.
1>InitializeBuildStatus:
1> Mise à jour de l'horodatage ".\build\vc100\Win32\Debug (static runtime)\QuantLib.unsuccessfulbuild".
2>------ Début de la génération : Projet : QuantLibObjects, Configuration : Debug (static runtime) Win32 ------
2>La génération a démarré 02/11/2011 18:26:17.
2>InitializeBuildStatus:
2> Création de ".\build\vc100\Debug (static runtime)\QuantLibObjects.unsuccessfulbuild", car "AlwaysCreate" a été spécifié.
2>ClCompile:
2> Toutes les sorties sont à jour.
2>Lib:
2> Toutes les sorties sont à jour.
2> QuantLibObjects_vc10.vcxproj -> C:\Quantlib\build_ql_1_1_0\QuantLibAddin\.\lib\QuantLibObjects-vc100-mt-sgd-1_1_0.lib
2>FinalizeBuildStatus:
2> Suppression du fichier ".\build\vc100\Debug (static runtime)\QuantLibObjects.unsuccessfulbuild".
2> Mise à jour de l'horodatage ".\build\vc100\Debug (static runtime)\QuantLibObjects.lastbuildstate".
2>
2>La génération a réussi.
2>
2>Temps écoulé 00:00:01.74
1>ClCompile:
1> sparseilupreconditioner.cpp
1>C:\Quantlib\boost_1_47\boost/numeric/ublas/vector_of_vector.hpp(301): error C2668: 'boost::numeric::ublas::ref' : appel ambigu à une fonction surchargée
1> C:\Quantlib\boost_1_47\boost/numeric/ublas/vector_sparse.hpp(174): peut être 'boost::numeric::ublas::compressed_vector<T> &boost::numeric::ublas::ref<boost::numeric::ublas::compressed_vector<T>>(VER &)'
1> with
1> [
1> T=QuantLib::Integer,
1> VER=boost::numeric::ublas::compressed_vector<QuantLib::Integer>
1> ]
1> c:\Program Files\Microsoft Visual Studio 10.0\VC\include\xrefwrap(439): ou 'std::tr1::reference_wrapper<_Ty> std::tr1::ref<T>(_Ty &)' [trouvé à l'aide d'une recherche dépendante d'un argument]
1> with
1> [
1> _Ty=boost::numeric::ublas::compressed_vector<QuantLib::Integer>,
1> T=boost::numeric::ublas::compressed_vector<QuantLib::Integer>
1> ]
1> lors de la tentative de mise en correspondance de la liste des arguments '(boost::numeric::ublas::compressed_vector<T>)'
1> with
1> [
1> T=QuantLib::Integer
1> ]
1> C:\Quantlib\boost_1_47\boost/numeric/ublas/vector_of_vector.hpp(298) : lors de la compilation de la fonction membre 'int &boost::numeric::ublas::generalized_vector_of_vector<T,L,A>::insert_element(unsigned int,unsigned int,const int &)' de la classe modèle
1> with
1> [
1> T=QuantLib::Integer,
1> L=boost::numeric::ublas::row_major,
1> A=boost::numeric::ublas::vector<boost::numeric::ublas::compressed_vector<QuantLib::Integer>>
1> ]
1> ql\experimental\finitedifferences\sparseilupreconditioner.cpp(61) : voir la référence à l'instanciation de la classe modèle 'boost::numeric::ublas::generalized_vector_of_vector<T,L,A>' en cours de compilation
1> with
1> [
1> T=QuantLib::Integer,
1> L=boost::numeric::ublas::row_major,
1> A=boost::numeric::ublas::vector<boost::numeric::ublas::compressed_vector<QuantLib::Integer>>
1> ]
1>C:\Quantlib\boost_1_47\boost/numeric/ublas/vector_of_vector.hpp(301): fatal error C1903: impossible de récupérer à partir des erreurs précédentes ; arrêt de la compilation
1>
1>ÉCHEC de la build.
1>
1>Temps écoulé 00:00:30.31
========== Génération : 1 a réussi, 1 a échoué, 6 mis à jour, 0 a été ignoré ==========
Luigi Ballabio wrote
On Oct 31, 2011, at 8:29 PM, StephenWong wrote:
> Viala Jean-Renaud (AMUNDI) wrote:
>>
>> I'd like to get the inverse of a quantlib matrix but apparently
>> it's not
>> possible using boost::uBlAS
>>
>> I'm using MSVC10 and the latest quantlib 1.1 and boost 1.47
>>
>> Is there another way to get the inverse of a quantlib matrix?
>
> Can you not use another library that can calculate the inverse of a
> matrix
> such as
http://www.alglib.net/matrixops/inv.php this .
Probably not, if he needs to use instances of our Matrix class
elsewhere in the code.
Jean-Renaud, I think the block was put there for a previous version of
Boost. Can you re-enable uBlas (you can do this by commenting line 97
in ql/config.msvc.hpp) and see if it work with your version? In any
case, please write back and tell me what happens.
Thanks,
Luigi
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