QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
svd.hpp File Reference

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.