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QuantLib_SalvagingAlgorithm
Langue: en
Version: 383591 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::SalvagingAlgorithm -algorithm used for matricial pseudo square root
SYNOPSIS
#include <ql/math/matrixutilities/pseudosqrt.hpp>
Public Types
enum Type { None, Spectral, Hypersphere, LowerDiagonal, Higham }
Detailed Description
algorithm used for matricial pseudo square root
Author
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