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Sourcecode: quantlib version File versions

pseudosqrt.hpp File Reference


Detailed Description

pseudo square root of a real symmetric matrix

Definition in file pseudosqrt.hpp.

#include <ql/Math/matrix.hpp>

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Namespaces

namespace  QuantLib

Classes

struct  QuantLib::SalvagingAlgorithm
 algorithm used for matricial pseudo square root More...


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