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symmetricschurdecomposition.hpp File Reference

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

#include <ql/Math/matrix.hpp>
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Classes

class  QuantLib::SymmetricSchurDecomposition
 symmetric threshold Jacobi algorithm. More...

Detailed Description

Eigenvalues / eigenvectors of a real symmetric matrix.

Definition in file symmetricschurdecomposition.hpp.


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