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tqreigendecomposition.hpp
Langue: en
Version: 383606 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/matrixutilities/tqreigendecomposition.hpp -tridiag. QR eigen decomposition with explicite shift aka Wilkinson
SYNOPSIS
#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>
Classes
class TqrEigenDecomposition
tridiag. QR eigen decomposition with explicite shift aka Wilkinson
Detailed Description
tridiag. QR eigen decomposition with explicite shift aka Wilkinson
Author
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