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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <householder.hpp>
Collaboration diagram for HouseholderTransformation:Public Member Functions | |
| HouseholderTransformation (Array v) | |
| Matrix | getMatrix () const |
| Array | operator() (const Array &x) const |
Private Attributes | |
| const Array | v_ |
References: https://en.wikipedia.org/wiki/Householder_transformation
Definition at line 35 of file householder.hpp.
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explicit |
Definition at line 24 of file householder.cpp.
| Matrix getMatrix | ( | ) | const |
Definition at line 32 of file householder.cpp.
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private |
Definition at line 43 of file householder.hpp.