eigenvalues (3) Linux Manual Page
NAME QuantLib::SymmetricSchurDecomposition – symmetric threshold Jacobi algorithm. SYNOPSIS #include <ql/math/matrixutilities/symmetricschurdecomposition.hpp> Public Member Functions SymmetricSchurDecomposition (const Matrix &s) const Array & eigenvalues () const const Matrix & eigenvectors () const Detailed Description symmetric threshold Jacobi algorithm. Given a real symmetric matrix S, the Schur decomposition finds the eigenvalues and eigenvectors of S. If D is the…
