symmetricschurdecomposition.hpp

Langue: en

Autres versions - même langue

Version: 166641 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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