http://quantlib.414.s1.nabble.com/Exception-running-EuropeanOption-example-maybe-boost-problem-tp7357p7359.html
Hi Bojan, thank you for your tip, without calling std::transform everything
works correctly. I have also seen that the original code works fine with
> -----Original Message-----
> From: Bojan Nikolic [mailto:
[hidden email]]
> Sent: giovedì, 26. marzo 2009 16:57
> To: Giorgio Pazmandi
> Cc:
[hidden email]
> Subject: Re: [Quantlib-users] Exception running EuropeanOption example
> (maybe boost problem?)
>
>
>
> This does look like to be a bug in boost on your platform/compiler
> combination. The std::transform takes a copy of the function (i.e.,
> fourth) argument and boost seems to trip up when it is time to destroy
> it.
>
> I would try expanding out the transform code in the leastsquares
> code. Something as simple as below should do I think as a first check.
>
> Best,
> Bojan
>
> --- a/ql/math/linearleastsquaresregression.hpp
> +++ b/ql/math/linearleastsquaresregression.hpp
> @@ -106,7 +106,11 @@
>
> Matrix A(n, m);
> for (i=0; i<m; ++i)
> - std::transform(x.begin(), x.end(), A.column_begin(i),
> v[i]);
> + for(size_t j=0; j<x.size(); ++j)
> + {
> + A[j][i]=v[i](x[j]);
> + }
> +
>
> const SVD svd(A);
> const Matrix& V = svd.V();
>
>
> --
> Bojan Nikolic ||
http://www.bnikolic.co.uk>
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