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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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algorithm used for matricial pseudo square root More...
#include <ql/math/matrixutilities/pseudosqrt.hpp>
Public Types | |
| enum | Type { None , Spectral , Hypersphere , LowerDiagonal , Higham , Principal } |
algorithm used for matricial pseudo square root