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