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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Householder transformation and Householder projection. More...
#include <ql/math/matrix.hpp>Go to the source code of this file.
Classes | |
| class | HouseholderTransformation |
| class | HouseholderReflection |
Namespaces | |
| namespace | QuantLib |
Householder transformation and Householder projection.
Definition in file householder.hpp.