QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Eigenvalues/eigenvectors of a real symmetric matrix.
Definition in file symmetricschurdecomposition.hpp.