tridiag. QR eigen decomposition with explicite shift aka Wilkinson More...
#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>
Classes | |
class | TqrEigenDecomposition |
tridiag. QR eigen decomposition with explicite shift aka Wilkinson More... |
tridiag. QR eigen decomposition with explicite shift aka Wilkinson