expm.hpp File Reference

matrix exponential More...

#include <ql/math/matrix.hpp>

Go to the source code of this file.

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.hpp.