ql/math/matrixutilities/symmetricschurdecomposition.hpp File Reference
Eigenvalues/eigenvectors of a real symmetric matrix. More...
#include <ql/math/matrix.hpp>
Include dependency graph for symmetricschurdecomposition.hpp:

Classes | |
| class | SymmetricSchurDecomposition |
| symmetric threshold Jacobi algorithm. More... | |
Detailed Description
Eigenvalues/eigenvectors of a real symmetric matrix.