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.