ql/math/matrixutilities/tqreigendecomposition.hpp File Reference
Detailed Description
tridiag. QR eigen decomposition with explicite shift aka Wilkinson
#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>
Include dependency graph for tqreigendecomposition.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | TqrEigenDecomposition |
tridiag. QR eigen decomposition with explicite shift aka Wilkinson More... |