QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QR decomposition. More...
#include <ql/math/optimization/lmdif.hpp>
#include <ql/math/matrixutilities/qrdecomposition.hpp>
#include <memory>
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Namespaces | |
namespace | QuantLib |
Functions | |
std::vector< Size > | qrDecomposition (const Matrix &A, Matrix &q, Matrix &r, bool pivot=true) |
QR decompoisition. More... | |
Array | qrSolve (const Matrix &a, const Array &b, bool pivot=true, const Array &d=Array()) |
QR Solve. More... | |
QR decomposition.
Definition in file qrdecomposition.cpp.