symmetricschurdecomposition.hpp File Reference

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

#include <ql/math/matrix.hpp>
Include dependency graph for symmetricschurdecomposition.hpp:

Classes

class  SymmetricSchurDecomposition
 symmetric threshold Jacobi algorithm. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Eigenvalues/eigenvectors of a real symmetric matrix.