tqreigendecomposition.hpp File Reference

tridiag. QR eigen decomposition with explicite shift aka Wilkinson More...

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

Classes

class  TqrEigenDecomposition
 tridiag. QR eigen decomposition with explicite shift aka Wilkinson More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

tridiag. QR eigen decomposition with explicite shift aka Wilkinson