tqreigendecomposition.hpp File Reference

tridiag. QR eigen decompositions with implicit shift More...

#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes
class	TqrEigenDecomposition
	tridiag. QR eigen decomposition with explicite shift aka Wilkinson More...

Namespaces
namespace	QuantLib

Detailed Description

tridiag. QR eigen decompositions with implicit shift

tridiag. QR eigen decomposition with explicite shift aka Wilkinson

Definition in file tqreigendecomposition.hpp.