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...