choleskydecomposition.hpp File Reference

Cholesky decomposition. More...

#include <ql/math/matrix.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
Array	CholeskySolveFor (const Matrix &L, const Array &b)

Detailed Description

Cholesky decomposition.

Definition in file choleskydecomposition.hpp.