pseudosqrt.hpp File Reference

pseudo square root of a real symmetric matrix More...

#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes
struct	SalvagingAlgorithm
	algorithm used for matricial pseudo square root More...

Namespaces
namespace	QuantLib

Detailed Description

pseudo square root of a real symmetric matrix

Definition in file pseudosqrt.hpp.