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symmetricschurdecomposition.hpp File Reference


Detailed Description

Eigenvalues / eigenvectors of a real symmetric matrix.

Definition in file symmetricschurdecomposition.hpp.

#include <ql/Math/matrix.hpp>

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Namespaces

namespace  QuantLib

Classes

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


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