qrdecomposition.hpp File Reference

QR decomposition. More...

#include <ql/math/matrix.hpp>

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Namespaces
namespace	QuantLib

Functions
std::vector< Size >	qrDecomposition (const Matrix &A, Matrix &q, Matrix &r, bool pivot=true)
	QR decompoisition. More...
Array	qrSolve (const Matrix &a, const Array &b, bool pivot=true, const Array &d=Array())
	QR Solve. More...

Detailed Description

QR decomposition.

Definition in file qrdecomposition.hpp.