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symmetricschurdecomposition.hpp
Langue: en
Version: 380981 (fedora - 01/12/10)
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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