Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

pseudosqrt.hpp File Reference


Detailed Description

pseudo square root of a real symmetric matrix

Definition in file pseudosqrt.hpp.

#include <ql/math/matrix.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


Generated by  Doxygen 1.6.0   Back to index