QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
symmetricschurdecomposition.hpp File Reference

Eigenvalues/eigenvectors of a real symmetric matrix. More...

#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes

class  SymmetricSchurDecomposition
 symmetric threshold Jacobi algorithm. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Eigenvalues/eigenvectors of a real symmetric matrix.

Definition in file symmetricschurdecomposition.hpp.