tqreigendecomposition (3) - Linux Manuals

tqreigendecomposition: tridiag. QR eigen decomposition with explicite shift aka Wilkinson

NAME

ql/math/matrixutilities/tqreigendecomposition.hpp - tridiag. QR eigen decomposition with explicite shift aka Wilkinson

SYNOPSIS

#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>

Classes

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

Detailed Description

tridiag. QR eigen decomposition with explicite shift aka Wilkinson

Author

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