ql/Math/svd.hpp File Reference
Detailed Description
singular value decomposition
#include <ql/Math/matrix.hpp>
Include dependency graph for svd.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SVD |
Singular value decomposition. More... |
#include <ql/Math/matrix.hpp>
Include dependency graph for svd.hpp:
Namespaces | |
namespace | QuantLib |
Classes | |
class | SVD |
Singular value decomposition. More... |