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Functions

symmetriceigenvalues.hpp File Reference

Eigenvalues / eigenvectors of a real symmetric matrix. More...

#include <ql/Math/symmetricschurdecomposition.hpp>
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Functions

Disposable< Array > QuantLib::SymmetricEigenvalues (Matrix &s)
Disposable< Matrix > QuantLib::SymmetricEigenvectors (Matrix &s)

Detailed Description

Eigenvalues / eigenvectors of a real symmetric matrix.

Definition in file symmetriceigenvalues.hpp.


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