NAME

ql/math/matrixutilities/qrdecomposition.hpp - QR decomposition.

SYNOPSIS


#include <ql/math/matrix.hpp>

Functions


Disposable< std::vector< Size > > qrDecomposition (const Matrix &A, Matrix &q, Matrix &r, bool pivot=true)
QR decompoisition.
Disposable< Array > qrSolve (const Matrix &a, const Array &b, bool pivot=true, const Array &d=Array())
QR Solve.

Detailed Description

QR decomposition.

Author

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