expm.cpp File Reference

matrix exponential More...

#include <ql/math/matrixutilities/expm.hpp>
#include <ql/math/ode/adaptiverungekutta.hpp>
#include <algorithm>
#include <numeric>
#include <utility>

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Namespaces
namespace	QuantLib

Functions
Matrix	Expm (const Matrix &M, Real t=1.0, Real tol=QL_EPSILON)
	matrix exponential based on the ordinary differential equations method More...

Detailed Description

matrix exponential

Definition in file expm.cpp.

Variable Documentation

m_

const Matrix m_

private

Definition at line 49 of file expm.cpp.