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

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

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

#include <ql/math/matrix.hpp>

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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.