QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
factorreduction.cpp File Reference
#include <ql/math/matrixutilities/factorreduction.hpp>
#include <ql/math/matrixutilities/symmetricschurdecomposition.hpp>
#include <vector>

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Namespaces

namespace  QuantLib
 

Functions

std::vector< Real > factorReduction (Matrix mtrx, Size maxIters)