ql/math/matrixutilities/symmetricschurdecomposition.hpp File Reference


Detailed Description

Eigenvalues/eigenvectors of a real symmetric matrix.

#include <ql/math/matrix.hpp>

Include dependency graph for symmetricschurdecomposition.hpp:


Namespaces

namespace  QuantLib

Classes

class  SymmetricSchurDecomposition
 symmetric threshold Jacobi algorithm. More...