GetVector (3) Linux Manual Page
QuantLib::OrthogonalProjections –
Synopsis
#include <ql/math/matrixutilities/basisincompleteordered.hpp>Public Member Functions
OrthogonalProjections (const Matrix &originalVectors, Real multiplierCutOff, Real tolerance)const std::vector< bool > & validVectors () const
const std::vector< Real > & GetVector (Size index) const
Size numberValidVectors () const
Detailed Description
Given a collection of vectors, w_i, find a collection of vectors x_i such that x_i is orthogonal to w_j for i != j, and <x_i, w_i> = <w_i, w_i>This is done by performing GramSchmidt on the other vectors and then projecting onto the orthogonal space.
This class is tested in
MatricesTest::testOrthogonalProjection();