Chapter 6 SourcePro Analysis
Definition
SourcePro Analysis contains a wide range of C++ classes that can be used together or separately, a few classes at a time, to solve specialized problems in business and research. SourcePro Analysis consists of four modules:
• The Essential Math Module
• The Linear Algebra Module
• The Business Analysis Module
• The Currency Module
The components of each module are defined in more detail in the following sections. For an example using the Linear Algebra Module with the Essential Tools Module, please see
“An Example Using the Linear Algebra and Essential Tools Modules”.
The Essential Math Module
The Essential Math Module is a set of C++ classes that contains the basic building blocks for numerical applications. You can use the Essential Math Module for coding virtually any problem that involves data stored in vectors, matrices, and arrays.
To aid navigation, the Essential Math Module can be divided into the following class groups:
• Math Collection Classes
• FFT Server Classes
• LU Factorization Classes
• Statistics Classes
These class groups are accessible through the Modules tab of the SourcePro C++ API Reference Guide.
The Linear Algebra Module
The Linear Algebra Module is a set of C++ classes that provide a complete, intuitive, object-oriented interface to the entities and algorithms of numerical linear algebra. The algorithms themselves are taken from LAPACK (Linear Algebra Package), a fast and efficient library of Fortran subroutines for solving common problems in numerical linear algebra.
To aid navigation, the Linear Algebra Module can be divided into the following class groups, accessible through the Modules tab of the SourcePro C++ API Reference Guide:
• Sparse Matrix Classes
• Factorization Classes
• Symmetric Eigenvalue Decomposition Classes
• Nonsymmetric Eigenvalue Decomposition Classes
• Least Squares Factorization Classes
• Decomposition Classes
The Business Analysis Module
The Business Analysis Module is a C++ class library for performing and analyzing multiple linear regression and logistic regression. It also provides model selection tools for improving regression models.
To aid navigation, the Business Analysis Module can be divided into the following class groups, accessible through the Modules tab of the SourcePro C++ API Reference Guide:
• Regression Classes
• Parameter Calculation Classes
• Model Selection Classes
The Currency Module
The Currency Module is a C++ class library for monetary representation, currency conversion, and decimal precision. The Currency Module can be divided into the following class groups, accessible through the Modules tab of the SourcePro C++ API Reference Guide:
• Currency Classes
• Money Class
• Money Calculator Class
• Conversion Classes
• Decimal Classes
• Formatting Class