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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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algorithm used for matricial pseudo square root More...
#include <pseudosqrt.hpp>
Collaboration diagram for SalvagingAlgorithm:Public Types | |
| enum | Type { None , Spectral , Hypersphere , LowerDiagonal , Higham , Principal } |
algorithm used for matricial pseudo square root
Definition at line 32 of file pseudosqrt.hpp.
| enum Type |
| Enumerator | |
|---|---|
| None | |
| Spectral | |
| Hypersphere | |
| LowerDiagonal | |
| Higham | |
| Principal | |
Definition at line 33 of file pseudosqrt.hpp.