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

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

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singular value decomposition More...

#include <ql/math/matrix.hpp>

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Classes
class	SVD
	Singular value decomposition. More...

Namespaces
namespace	QuantLib

Detailed Description

singular value decomposition

Definition in file svd.hpp.