QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | List of all members
SalvagingAlgorithm Struct Reference

algorithm used for matricial pseudo square root More...

#include <pseudosqrt.hpp>

+ Collaboration diagram for SalvagingAlgorithm:

Public Types

enum  Type {
  None , Spectral , Hypersphere , LowerDiagonal ,
  Higham
}
 

Detailed Description

algorithm used for matricial pseudo square root

Definition at line 32 of file pseudosqrt.hpp.

Member Enumeration Documentation

◆ Type

enum Type
Enumerator
None 
Spectral 
Hypersphere 
LowerDiagonal 
Higham 

Definition at line 33 of file pseudosqrt.hpp.