QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
qrdecomposition.cpp File Reference

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...
 

Detailed Description

QR decomposition.

Definition in file qrdecomposition.cpp.