pseudosqrt.cpp File Reference

#include <algorithm>
#include <ql/math/comparison.hpp>
#include <ql/math/matrixutilities/choleskydecomposition.hpp>
#include <ql/math/matrixutilities/pseudosqrt.hpp>
#include <ql/math/matrixutilities/symmetricschurdecomposition.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/problem.hpp>
#include <utility>

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Namespaces
namespace	QuantLib

Variable Documentation

size_

Size size_

private

Definition at line 77 of file pseudosqrt.cpp.

lowerDiagonal_

bool lowerDiagonal_

private

Definition at line 78 of file pseudosqrt.cpp.

targetMatrix_

Matrix targetMatrix_

private

Definition at line 79 of file pseudosqrt.cpp.

targetVariance_

Array targetVariance_

private

Definition at line 80 of file pseudosqrt.cpp.

currentRoot_

Matrix currentRoot_

mutableprivate

Definition at line 81 of file pseudosqrt.cpp.

tempMatrix_

Matrix tempMatrix_

private

Definition at line 81 of file pseudosqrt.cpp.

currentMatrix_

Matrix currentMatrix_

private

Definition at line 81 of file pseudosqrt.cpp.