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... |