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) |