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TqrEigenDecomposition Class Reference#include <ql/Math/tqreigendecomposition.hpp>
Detailed Descriptiontridiag. QR eigen decomposition with explicite shift aka WilkinsonReferences: Wilkinson, J.H. and Reinsch, C. 1971, Linear Algebra, vol. II of Handbook for Automatic Computation (New York: Springer-Verlag) "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,
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