QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
moorepenroseinverse.hpp File Reference

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 >())
 

Detailed Description

Moore Penrose inverse of a real matrix.

Definition in file moorepenroseinverse.hpp.