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symmetricschurdecomposition.hpp
Langue: en
Version: 166641 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/matrixutilities/symmetricschurdecomposition.hpp - Eigenvalues/eigenvectors of a real symmetric matrix.SYNOPSIS
#include <ql/math/matrix.hpp>
Classes
class SymmetricSchurDecomposition
symmetric threshold Jacobi algorithm.
Detailed Description
Eigenvalues/eigenvectors of a real symmetric matrix.
Author
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