QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Moore Penrose inverse of a real matrix. More...
#include <ql/math/matrixutilities/svd.hpp>
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Namespaces | |
namespace | QuantLib |
Functions | |
Matrix | moorePenroseInverse (const Matrix &A, const Real tol=Null< Real >()) |
Moore Penrose inverse of a real matrix.
Definition in file moorepenroseinverse.hpp.