QuantLib: C:/dev/QuantLib/ql/math/matrixutilities/expm.hpp File Reference

Loading [MathJax]/jax/output/HTML-CSS/config.js

QuantLib: a free/open-source library for quantitative finance

fully annotated source code - version 1.34

•All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages

matrix exponential More...

#include <ql/math/matrix.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
Matrix	Expm (const Matrix &M, Real t=1.0, Real tol=QL_EPSILON)
	matrix exponential based on the ordinary differential equations method More...

Detailed Description

matrix exponential

Definition in file expm.hpp.