ql/math/matrixutilities/symmetricschurdecomposition.hpp File Reference

Eigenvalues/eigenvectors of a real symmetric matrix. More...

#include <ql/math/matrix.hpp>

Include dependency graph for symmetricschurdecomposition.hpp:


Classes

class  SymmetricSchurDecomposition
 symmetric threshold Jacobi algorithm. More...

Detailed Description

Eigenvalues/eigenvectors of a real symmetric matrix.