ql/Math/symmetricschurdecomposition.hpp File Reference
Detailed Description
Eigenvalues / eigenvectors of a real symmetric matrix.
#include <ql/Math/matrix.hpp>
Include dependency graph for symmetricschurdecomposition.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SymmetricSchurDecomposition |
symmetric threshold Jacobi algorithm. More... |