QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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algorithm used for matricial pseudo square root More...
#include <pseudosqrt.hpp>
Public Types | |
enum | Type { None , Spectral , Hypersphere , LowerDiagonal , Higham } |
algorithm used for matricial pseudo square root
Definition at line 32 of file pseudosqrt.hpp.
enum Type |
Enumerator | |
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None | |
Spectral | |
Hypersphere | |
LowerDiagonal | |
Higham |
Definition at line 33 of file pseudosqrt.hpp.