Fully annotated reference manual - version 1.8.12
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qle
math
trace.hpp
Go to the documentation of this file.
1
/*
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Copyright (C) 2016 Quaternion Risk Management Ltd
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All rights reserved.
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This file is part of ORE, a free-software/open-source library
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for transparent pricing and risk analysis - http://opensourcerisk.org
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ORE is free software: you can redistribute it and/or modify it
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under the terms of the Modified BSD License. You should have received a
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copy of the license along with this program.
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The license is also available online at <http://opensourcerisk.org>
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This program is distributed on the basis that it will form a useful
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contribution to risk analytics and model standardisation, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file trace.hpp
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\brief trace of a quadratic matrix
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\ingroup math
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*/
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#ifndef quantext_trace_hpp
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#define quantext_trace_hpp
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#include <ql/math/matrix.hpp>
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namespace
QuantExt
{
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using
QuantLib::Matrix;
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using
QuantLib::Real;
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using
QuantLib::Size;
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inline
Real
Trace
(
const
Matrix& m) {
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QL_REQUIRE(m.rows() == m.columns(),
"Trace: input matrix must be quadratic"
);
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Real t = 0.0;
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for
(Size i = 0; i < m.rows(); ++i)
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t += m[i][i];
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return
t;
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}
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}
// namespace QuantExt
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#endif
QuantExt
Definition:
namespaces.docs:19
QuantExt::Trace
Real Trace(const Matrix &m)
Definition:
trace.hpp:34
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