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Sourcecode: quantlib version File versions

symmetriceigenvalues.hpp File Reference


Detailed Description

Eigenvalues / eigenvectors of a real symmetric matrix.

Definition in file symmetriceigenvalues.hpp.

#include <ql/Math/symmetricschurdecomposition.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Functions

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


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