ql/Math/symmetriceigenvalues.hpp File Reference


Detailed Description

Eigenvalues / eigenvectors of a real symmetric matrix.

#include <ql/Math/symmetricschurdecomposition.hpp>

Include dependency graph for symmetriceigenvalues.hpp:


Namespaces

namespace  QuantLib

Functions

Disposable< Array > QuantLib::SymmetricEigenvalues (Matrix &s)
Disposable< Matrix > QuantLib::SymmetricEigenvectors (Matrix &s)

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