ql/math/matrixutilities/qrdecomposition.hpp File Reference

QR decomposition. More...

#include <ql/math/matrix.hpp>
Include dependency graph for qrdecomposition.hpp:

Functions

Disposable< std::vector< Size > > qrDecomposition (const Matrix &A, Matrix &q, Matrix &r, bool pivot=true)
 QR decompoisition.
Disposable< Array > qrSolve (const Matrix &a, const Array &b, bool pivot=true, const Array &d=Array())
 QR Solve.

Detailed Description

QR decomposition.