ql/math/matrixutilities/pseudosqrt.hpp File Reference
Detailed Description
pseudo square root of a real symmetric matrix
#include <ql/math/matrix.hpp>
Include dependency graph for pseudosqrt.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
struct | SalvagingAlgorithm |
algorithm used for matricial pseudo square root More... |